HEI vs. CW

In the year-to-date period, HEI achieves a 49.52% return, which is significantly lower than CW's 61.21% return. Over the past 10 years, HEI has outperformed CW with an annualized return of 26.30%, while CW has yielded a comparatively lower 18.38% annualized return.

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

The current HEI Sharpe Ratio is 2.64, which is comparable to the CW Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of HEI 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.

HEI's dividend yield for the trailing twelve months is around 0.08%, less than CW's 0.23% yield.

The maximum HEI drawdown since its inception was -73.03%, which is greater than CW's maximum drawdown of -59.19%. Use the drawdown chart below to compare losses from any high point for HEI and CW. For additional features, visit the drawdowns tool.

The current volatility for HEICO Corporation (HEI) is 8.50%, while Curtiss-Wright Corporation (CW) has a volatility of 10.49%. This indicates that HEI 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.

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.