HEI-A vs. CW
Compare and contrast key facts about HEICO Corporation (HEI-A) and Curtiss-Wright Corporation (CW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HEI-A or CW.
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.
Performance
HEI-A vs. CW - Performance Comparison
Key characteristics
HEI-A:
0.72
CW:
1.51
HEI-A:
1.05
CW:
1.92
HEI-A:
1.14
CW:
1.30
HEI-A:
0.90
CW:
2.46
HEI-A:
2.48
CW:
8.25
HEI-A:
6.52%
CW:
5.06%
HEI-A:
22.36%
CW:
27.75%
HEI-A:
-49.70%
CW:
-59.19%
HEI-A:
-15.35%
CW:
-15.13%
Fundamentals
HEI-A:
$27.25B
CW:
$12.64B
HEI-A:
$3.67
CW:
$10.54
HEI-A:
48.82
CW:
31.84
HEI-A:
2.87
CW:
2.71
HEI-A:
$2.96B
CW:
$3.12B
HEI-A:
$1.18B
CW:
$1.15B
HEI-A:
$732.05M
CW:
$674.59M
Returns By Period
In the year-to-date period, HEI-A achieves a -1.93% return, which is significantly higher than CW's -6.90% return.
HEI-A
-1.93%
-4.80%
-5.38%
16.17%
12.60%
N/A
CW
-6.90%
-13.55%
8.75%
38.54%
18.60%
17.34%
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Risk-Adjusted Performance
HEI-A vs. CW — Risk-Adjusted Performance Rank
HEI-A
CW
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.
Dividends
HEI-A vs. CW - Dividend Comparison
HEI-A's dividend yield for the trailing twelve months is around 0.12%, less than CW's 0.25% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HEI-A HEICO Corporation | 0.12% | 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 | 0.25% | 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.
Volatility
HEI-A vs. CW - Volatility Comparison
The current volatility for HEICO Corporation (HEI-A) is 5.53%, while Curtiss-Wright Corporation (CW) has a volatility of 13.82%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities