HEI vs. HEI-A

In the year-to-date period, HEI achieves a 3.53% return, which is significantly lower than HEI-A's 6.76% return.

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This table presents a comparison of risk-adjusted performance metrics for HEICO Corporation (HEI) and HEICO Corporation (HEI-A). 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 0.71, which is comparable to the HEI-A Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of HEI and HEI-A, 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 0.09%, less than HEI-A's 0.11% yield.

The maximum HEI drawdown since its inception was -73.01%, which is greater than HEI-A's maximum drawdown of -49.70%. Use the drawdown chart below to compare losses from any high point for HEI and HEI-A. For additional features, visit the drawdowns tool.

HEICO Corporation (HEI) and HEICO Corporation (HEI-A) have volatilities of 11.79% and 12.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 HEICO 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.