HEI vs. BTC-USD
HEI (HEICO Corporation) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, HEI returned 25.42%/yr vs 59.68%/yr for BTC-USD. At a 0.08 correlation, their price movements are largely independent.
Performance
HEI vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, HEI achieves a 0.01% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, HEI has underperformed BTC-USD with an annualized return of 25.42%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.
HEI
- 1D
- -2.39%
- 1M
- 10.59%
- YTD
- 0.01%
- 6M
- 2.87%
- 1Y
- 6.72%
- 3Y*
- 25.63%
- 5Y*
- 17.50%
- 10Y*
- 25.42%
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
HEI vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HEI HEICO Corporation | 0.01% | 36.22% | 33.05% | 16.56% | 6.67% | 9.06% | 16.16% | 47.54% | 28.51% | 53.04% |
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between HEI and BTC-USD is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2012 | 0.08 |
The correlation between HEI and BTC-USD shifts across timeframes, from 0.08 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
HEI vs. BTC-USD — Risk / Return Rank
HEI
BTC-USD
HEI vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HEICO Corporation (HEI) and Bitcoin (BTC-USD). 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.
| HEI | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.86 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | -0.80 | +1.05 |
| Martin ratioReturn relative to average drawdown | 0.60 | -1.42 | +2.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HEI | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | -0.95 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.20 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.87 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 1.13 | -0.62 |
Drawdowns
HEI vs. BTC-USD - Drawdown Comparison
The maximum HEI drawdown since its inception was -75.50%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for HEI and BTC-USD.
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Drawdown Indicators
| HEI | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.50% | -85.30% | +9.80% |
Max Drawdown (1Y)Largest decline over 1 year | -27.11% | -51.21% | +24.10% |
Max Drawdown (3Y)Largest decline over 3 years | -27.11% | -51.21% | +24.10% |
Max Drawdown (5Y)Largest decline over 5 years | -27.11% | -76.67% | +49.56% |
Max Drawdown (10Y)Largest decline over 10 years | -57.73% | -83.80% | +26.07% |
Current DrawdownCurrent decline from peak | -9.65% | -49.86% | +40.21% |
Average DrawdownAverage peak-to-trough decline | -19.96% | -42.32% | +22.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.14% | 34.46% | -23.32% |
Volatility
HEI vs. BTC-USD - Volatility Comparison
HEICO Corporation (HEI) has a higher volatility of 13.61% compared to Bitcoin (BTC-USD) at 11.59%. This indicates that HEI's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HEI | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.61% | 11.59% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 27.21% | 34.53% | -7.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.79% | 35.67% | -2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.59% | 44.95% | -17.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.61% | 56.71% | -26.10% |
Frequently Asked Questions
HEI and BTC-USD have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HEI has higher volatility (13.61%) compared to BTC-USD (11.59%). In terms of maximum drawdown, HEI dropped -75.50% vs BTC-USD's -85.30%.
HEI currently has the higher Sharpe Ratio (0.21 vs -0.95), 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.
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