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HEI-A vs. AMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HEI-A vs. AMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HEICO Corporation (HEI-A) and Advanced Micro Devices, Inc. (AMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HEI-A achieves a -2.07% return, which is significantly lower than AMD's 138.87% return. Over the past 10 years, HEI-A has underperformed AMD with an annualized return of 24.98%, while AMD has yielded a comparatively higher 60.93% annualized return.


HEI-A

1D
-1.58%
1M
12.98%
YTD
-2.07%
6M
2.08%
1Y
4.12%
3Y*
23.55%
5Y*
13.77%
10Y*
24.98%

AMD

1D
4.73%
1M
14.83%
YTD
138.87%
6M
142.70%
1Y
331.70%
3Y*
60.16%
5Y*
44.46%
10Y*
60.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEI-A vs. AMD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HEI-A
HEICO Corporation
-2.07%35.80%30.81%19.03%-6.60%9.94%30.98%42.21%24.78%45.72%
AMD
Advanced Micro Devices, Inc.
138.87%77.30%-18.06%127.59%-54.99%56.91%99.98%148.43%79.57%-9.35%

Correlation

The correlation between HEI-A and AMD is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.26

The correlation between HEI-A and AMD shifts across timeframes, from 0.18 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

HEI-A:

$34.85B

AMD:

$844.09B

EPS

HEI-A:

$5.60

AMD:

$3.05

PE Ratio

HEI-A:

44.13

AMD:

167.75

PEG Ratio

HEI-A:

1.99

AMD:

4.48

PS Ratio

HEI-A:

7.09

AMD:

22.43

PB Ratio

HEI-A:

6.46

AMD:

13.09

Total Revenue (TTM)

HEI-A:

$4.91B

AMD:

$37.45B

Gross Profit (TTM)

HEI-A:

$943.00M

AMD:

$18.83B

EBITDA (TTM)

HEI-A:

$1.12B

AMD:

$7.17B

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Return for Risk

HEI-A vs. AMD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HEI-A
HEI-A Risk / Return Rank: 4545
Overall Rank
HEI-A Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
HEI-A Sortino Ratio Rank: 4343
Sortino Ratio Rank
HEI-A Omega Ratio Rank: 4242
Omega Ratio Rank
HEI-A Calmar Ratio Rank: 4747
Calmar Ratio Rank
HEI-A Martin Ratio Rank: 4646
Martin Ratio Rank

AMD
AMD Risk / Return Rank: 9898
Overall Rank
AMD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMD Sortino Ratio Rank: 9797
Sortino Ratio Rank
AMD Omega Ratio Rank: 9696
Omega Ratio Rank
AMD Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMD Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HEI-A vs. AMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HEICO Corporation (HEI-A) and Advanced Micro Devices, Inc. (AMD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HEI-AAMDDifference
Sharpe ratioReturn per unit of total volatility

-4.88

Sortino ratioReturn per unit of downside risk

-4.09

Omega ratioGain probability vs. loss probability

1.05

1.60

-0.55

Calmar ratioReturn relative to maximum drawdown

0.15

12.04

-11.89

Martin ratioReturn relative to average drawdown

0.35

24.74

-24.39

HEI-A vs. AMD - Sharpe Ratio Comparison

The current HEI-A Sharpe Ratio is 0.13, which is lower than the AMD Sharpe Ratio of 5.01. The chart below compares the historical Sharpe Ratios of HEI-A and AMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HEI-A vs. AMD - Drawdown Comparison

The maximum HEI-A drawdown since its inception was -49.70%, smaller than the maximum AMD drawdown of -96.59%. Use the drawdown chart below to compare losses from any high point for HEI-A and AMD.


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Drawdown Indicators


HEI-AAMDDifference

Max Drawdown

Largest peak-to-trough decline

-49.70%

-96.59%

+46.89%

Max Drawdown (1Y)

Largest decline over 1 year

-27.11%

-27.76%

+0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-27.11%

-63.00%

+35.89%

Max Drawdown (5Y)

Largest decline over 5 years

-27.11%

-65.45%

+38.34%

Max Drawdown (10Y)

Largest decline over 10 years

-49.70%

-65.45%

+15.75%

Current Drawdown

Current decline from peak

-10.52%

-5.70%

-4.82%

Average Drawdown

Average peak-to-trough decline

-7.67%

-56.65%

+48.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.75%

13.48%

-1.73%

Volatility

HEI-A vs. AMD - Volatility Comparison

The current volatility for HEICO Corporation (HEI-A) is 15.25%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 22.71%. This indicates that HEI-A experiences smaller price fluctuations and is considered to be less risky than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEI-AAMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.25%

22.71%

-7.46%

Volatility (6M)

Calculated over the trailing 6-month period

24.87%

50.12%

-25.25%

Volatility (1Y)

Calculated over the trailing 1-year period

31.49%

66.74%

-35.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.68%

55.71%

-28.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.60%

56.99%

-26.39%

Dividends

HEI-A vs. AMD - Dividend Comparison

HEI-A's dividend yield for the trailing twelve months is around 0.10%, while AMD has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HEI-A
HEICO Corporation
0.10%0.09%0.11%0.14%0.15%0.13%0.14%0.08%0.18%0.10%0.25%

Financials

HEI-A vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between HEICO Corporation and Advanced Micro Devices, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
1.38B
10.25B
(HEI-A) Total Revenue
(AMD) Total Revenue
Values in USD except per share items

HEI-A vs. AMD - Profitability Comparison

The chart below illustrates the profitability comparison between HEICO Corporation and Advanced Micro Devices, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%60.0%20222023202420252026
-33.1%
52.8%
Portfolio components
HEI-A - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, HEICO Corporation reported a gross profit of -454.96M and revenue of 1.38B. Therefore, the gross margin over that period was -33.1%.

AMD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported a gross profit of 5.42B and revenue of 10.25B. Therefore, the gross margin over that period was 52.8%.

HEI-A - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, HEICO Corporation reported an operating income of 350.44M and revenue of 1.38B, resulting in an operating margin of 25.5%.

AMD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported an operating income of 1.48B and revenue of 10.25B, resulting in an operating margin of 14.4%.

HEI-A - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, HEICO Corporation reported a net income of 233.80M and revenue of 1.38B, resulting in a net margin of 17.0%.

AMD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported a net income of 1.38B and revenue of 10.25B, resulting in a net margin of 13.5%.


Frequently Asked Questions


HEI-A and AMD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMD has higher volatility (22.71%) compared to HEI-A (15.25%). In terms of maximum drawdown, HEI-A dropped -49.70% vs AMD's -96.59%.

AMD currently has the higher Sharpe Ratio (5.01 vs 0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HEI-A and AMD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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