HEI-A vs. MSFT

In the year-to-date period, HEI-A achieves a 6.76% return, which is significantly higher than MSFT's -6.85% return.

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

The current HEI-A Sharpe Ratio is 0.71, which is higher than the MSFT Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of HEI-A and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HEI-A's dividend yield for the trailing twelve months is around 0.11%, less than MSFT's 0.81% yield.

The maximum HEI-A drawdown since its inception was -49.70%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for HEI-A and MSFT. For additional features, visit the drawdowns tool.

The current volatility for HEICO Corporation (HEI-A) is 12.10%, while Microsoft Corporation (MSFT) has a volatility of 13.68%. This indicates that HEI-A experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between HEICO Corporation and Microsoft 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.