PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HEI-A vs. CW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HEI-A and CW is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

HEI-A vs. CW - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
962.67%
371.99%
HEI-A
CW

Key characteristics

Sharpe Ratio

HEI-A:

1.32

CW:

0.63

Sortino Ratio

HEI-A:

1.94

CW:

0.97

Omega Ratio

HEI-A:

1.26

CW:

1.14

Calmar Ratio

HEI-A:

1.92

CW:

0.86

Martin Ratio

HEI-A:

5.20

CW:

2.39

Ulcer Index

HEI-A:

6.62%

CW:

7.98%

Daily Std Dev

HEI-A:

26.04%

CW:

30.35%

Max Drawdown

HEI-A:

-49.70%

CW:

-59.19%

Current Drawdown

HEI-A:

-5.41%

CW:

-22.14%

Fundamentals

Market Cap

HEI-A:

$31.37B

CW:

$11.42B

EPS

HEI-A:

$4.06

CW:

$10.55

PE Ratio

HEI-A:

50.21

CW:

28.71

PEG Ratio

HEI-A:

2.90

CW:

2.71

Total Revenue (TTM)

HEI-A:

$3.99B

CW:

$2.41B

Gross Profit (TTM)

HEI-A:

$1.59B

CW:

$899.79M

EBITDA (TTM)

HEI-A:

$958.85M

CW:

$538.04M

Returns By Period

In the year-to-date period, HEI-A achieves a 9.61% return, which is significantly higher than CW's -14.59% return.


HEI-A

YTD

9.61%

1M

-2.21%

6M

1.14%

1Y

34.03%

5Y*

27.54%

10Y*

N/A

CW

YTD

-14.59%

1M

-3.01%

6M

-10.21%

1Y

18.04%

5Y*

30.06%

10Y*

15.41%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

HEI-A vs. CW — Risk-Adjusted Performance Rank

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

HEI-A
The Risk-Adjusted Performance Rank of HEI-A is 8787
Overall Rank
The Sharpe Ratio Rank of HEI-A is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of HEI-A is 8484
Sortino Ratio Rank
The Omega Ratio Rank of HEI-A is 8484
Omega Ratio Rank
The Calmar Ratio Rank of HEI-A is 9393
Calmar Ratio Rank
The Martin Ratio Rank of HEI-A is 8686
Martin Ratio Rank

CW
The Risk-Adjusted Performance Rank of CW is 7575
Overall Rank
The Sharpe Ratio Rank of CW is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of CW is 6767
Sortino Ratio Rank
The Omega Ratio Rank of CW is 7070
Omega Ratio Rank
The Calmar Ratio Rank of CW is 8383
Calmar Ratio Rank
The Martin Ratio Rank of CW is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HEI-A vs. CW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HEICO Corporation (HEI-A) and Curtiss-Wright Corporation (CW). 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.


Sharpe ratio
The chart of Sharpe ratio for HEI-A, currently valued at 1.32, compared to the broader market-2.00-1.000.001.002.003.00
HEI-A: 1.32
CW: 0.63
The chart of Sortino ratio for HEI-A, currently valued at 1.94, compared to the broader market-6.00-4.00-2.000.002.004.00
HEI-A: 1.94
CW: 0.97
The chart of Omega ratio for HEI-A, currently valued at 1.26, compared to the broader market0.501.001.502.00
HEI-A: 1.26
CW: 1.14
The chart of Calmar ratio for HEI-A, currently valued at 1.92, compared to the broader market0.001.002.003.004.005.00
HEI-A: 1.92
CW: 0.86
The chart of Martin ratio for HEI-A, currently valued at 5.20, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
HEI-A: 5.20
CW: 2.39

The current HEI-A Sharpe Ratio is 1.32, which is higher than the CW Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of HEI-A and CW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.32
0.63
HEI-A
CW

Dividends

HEI-A vs. CW - Dividend Comparison

HEI-A's dividend yield for the trailing twelve months is around 0.11%, less than CW's 0.28% yield.


TTM20242023202220212020201920182017201620152014
HEI-A
HEICO Corporation
0.11%0.11%0.14%0.15%0.13%0.14%0.16%0.17%0.10%0.25%0.00%0.00%
CW
Curtiss-Wright Corporation
0.28%0.23%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%0.74%

Drawdowns

HEI-A vs. CW - Drawdown Comparison

The maximum HEI-A drawdown since its inception was -49.70%, smaller than the maximum CW drawdown of -59.19%. Use the drawdown chart below to compare losses from any high point for HEI-A and CW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.41%
-22.14%
HEI-A
CW

Volatility

HEI-A vs. CW - Volatility Comparison

The current volatility for HEICO Corporation (HEI-A) is 7.99%, while Curtiss-Wright Corporation (CW) has a volatility of 11.59%. This indicates that HEI-A experiences smaller price fluctuations and is considered to be less risky than CW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
7.99%
11.59%
HEI-A
CW

Financials

HEI-A vs. CW - Financials Comparison

This section allows you to compare key financial metrics between HEICO Corporation and Curtiss-Wright Corporation. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab