HEI vs. RL

Last updated Jun 13, 2026

HEI (HEICO Corporation) and RL (Ralph Lauren Corporation) are both stocks. HEI operates in Aerospace & Defense (Industrials), while RL operates in Apparel Manufacturing (Consumer Cyclical). Over the past 10 years, HEI returned 25.98%/yr vs 18.35%/yr for RL. At a 0.31 correlation, their price movements are largely independent.

Performance

HEI vs. RL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HEICO Corporation (HEI) and Ralph Lauren Corporation (RL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HEI achieves a 2.52% return, which is significantly lower than RL's 14.56% return. Over the past 10 years, HEI has outperformed RL with an annualized return of 25.98%, while RL has yielded a comparatively lower 18.35% annualized return.

HEI

• 1D: -2.24%
• 1M: 13.64%
• YTD: 2.52%
• 6M: 6.84%
• 1Y: 9.12%
• 3Y*: 26.36%
• 5Y*: 18.39%
• 10Y*: 25.98%

RL

• 1D: 2.72%
• 1M: 21.82%
• YTD: 14.56%
• 6M: 9.70%
• 1Y: 52.96%
• 3Y*: 52.12%
• 5Y*: 29.57%
• 10Y*: 18.35%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HEI vs. RL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HEI HEICO Corporation	2.52%	36.22%	33.05%	16.56%	6.67%	9.06%	16.16%	47.54%	28.51%	53.04%
RL Ralph Lauren Corporation	14.56%	55.03%	62.85%	39.82%	-8.41%	16.66%	-10.63%	16.07%	1.82%	17.53%

Correlation

The correlation between HEI and RL is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Jun 12, 1997	0.31

Fundamentals

Market Cap HEI : $46.77B RL : $25.17B
EPS HEI : $5.60 RL : $15.08
PE Ratio HEI : 59.22 RL : 26.79
PEG Ratio HEI : 2.67 RL : 1.49
PS Ratio HEI : 9.52 RL : 3.11
PB Ratio HEI : 8.68 RL : 8.86
Total Revenue (TTM) HEI : $4.91B RL : $8.11B
Gross Profit (TTM) HEI : $943.00M RL : $5.67B
EBITDA (TTM) HEI : $1.12B RL : $1.18B

Return for Risk

HEI vs. RL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HEI

HEI Risk / Return Rank: 50
HEI Sharpe Ratio Rank: 53
HEI Sortino Ratio Rank: 48
HEI Omega Ratio Rank: 48
HEI Calmar Ratio Rank: 51
HEI Martin Ratio Rank: 52

RL

RL Risk / Return Rank: 83
RL Sharpe Ratio Rank: 84
RL Sortino Ratio Rank: 82
RL Omega Ratio Rank: 78
RL Calmar Ratio Rank: 84
RL Martin Ratio Rank: 88

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HEI vs. RL - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	HEI	RL	Difference
Sharpe ratio: Return per unit of total volatility	0.27	1.54	-1.26
Sortino ratio: Return per unit of downside risk	0.65	2.29	-1.64
Omega ratio: Gain probability vs. loss probability	1.08	1.27	-0.19
Calmar ratio: Return relative to maximum drawdown	0.34	3.01	-2.67
Martin ratio: Return relative to average drawdown	0.82	9.65	-8.84

HEI vs. RL - Sharpe Ratio Comparison

The current HEI Sharpe Ratio is 0.27, which is lower than the RL Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of HEI and RL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

HEI vs. RL - Drawdown Comparison

The maximum HEI drawdown since its inception was -75.50%, which is greater than RL's maximum drawdown of -68.62%. Use the drawdown chart below to compare losses from any high point for HEI and RL.

Drawdown Indicators

	HEI	RL	Difference
Max Drawdown Largest peak-to-trough decline	-75.50%	-68.62%	-6.88%
Max Drawdown (1Y) Largest decline over 1 year	-27.11%	-17.67%	-9.44%
Max Drawdown (3Y) Largest decline over 3 years	-27.11%	-36.18%	+9.07%
Max Drawdown (5Y) Largest decline over 5 years	-27.11%	-36.51%	+9.40%
Max Drawdown (10Y) Largest decline over 10 years	-57.73%	-55.14%	-2.59%
Current Drawdown Current decline from peak	-7.38%	0.00%	-7.38%
Average Drawdown Average peak-to-trough decline	-19.95%	-24.11%	+4.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.18%	5.50%	+5.68%

Volatility

HEI vs. RL - Volatility Comparison

The current volatility for HEICO Corporation (HEI) is 14.84%, while Ralph Lauren Corporation (RL) has a volatility of 16.13%. This indicates that HEI experiences smaller price fluctuations and is considered to be less risky than RL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HEI	RL	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.84%	16.13%	-1.29%
Volatility (6M) Calculated over the trailing 6-month period	27.73%	27.42%	+0.31%
Volatility (1Y) Calculated over the trailing 1-year period	33.32%	34.57%	-1.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.71%	37.11%	-9.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.65%	38.73%	-8.08%

Dividends

HEI vs. RL - Dividend Comparison

HEI's dividend yield for the trailing twelve months is around 0.07%, less than RL's 0.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HEI HEICO Corporation	0.07%	0.07%	0.09%	0.11%	0.12%	0.12%	0.12%	0.12%	0.14%	0.08%	0.22%	0.28%
RL Ralph Lauren Corporation	0.90%	1.01%	1.40%	2.08%	2.78%	1.74%	0.66%	2.29%	2.30%	1.93%	2.21%	1.79%

Financials

HEI vs. RL - Profitability Comparison

The chart below illustrates the profitability comparison between HEICO Corporation and Ralph Lauren Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

HEI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, HEICO Corporation reported a gross profit of -454.96M and revenue of 1.38B. Therefore, the gross margin over that period was -33.1%.

RL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ralph Lauren Corporation reported a gross profit of 1.38B and revenue of 1.98B. Therefore, the gross margin over that period was 69.7%.

HEI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, HEICO Corporation reported an operating income of 350.44M and revenue of 1.38B, resulting in an operating margin of 25.5%.

RL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ralph Lauren Corporation reported an operating income of 156.80M and revenue of 1.98B, resulting in an operating margin of 7.9%.

HEI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, HEICO Corporation reported a net income of 233.80M and revenue of 1.38B, resulting in a net margin of 17.0%.

RL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ralph Lauren Corporation reported a net income of 151.60M and revenue of 1.98B, resulting in a net margin of 7.7%.

Frequently Asked Questions

Can I hold both HEI and RL in my portfolio?

HEI and RL have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HEI or RL?

RL has higher volatility (16.13%) compared to HEI (14.84%). In terms of maximum drawdown, HEI dropped -75.50% vs RL's -68.62%.

Which has better risk-adjusted returns?

RL currently has the higher Sharpe Ratio (1.54 vs 0.27), 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.