HEI vs. TDG
Compare and contrast key facts about HEICO Corporation (HEI) and TransDigm Group Incorporated (TDG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HEI or TDG.
Performance
HEI vs. TDG - Performance Comparison
Returns By Period
In the year-to-date period, HEI achieves a 49.52% return, which is significantly higher than TDG's 30.90% return. Both investments have delivered pretty close results over the past 10 years, with HEI having a 26.30% annualized return and TDG not far behind at 25.65%.
HEI
49.52%
2.41%
24.01%
57.35%
15.28%
26.30%
TDG
30.90%
-9.39%
2.49%
39.10%
21.72%
25.65%
Fundamentals
| HEI | TDG | |
|---|---|---|
| Market Cap | $31.71B | $76.22B |
| EPS | $3.40 | $25.57 |
| PE Ratio | 77.51 | 53.01 |
| PEG Ratio | 3.81 | 4.06 |
| Total Revenue (TTM) | $2.84B | $7.94B |
| Gross Profit (TTM) | $1.16B | $4.58B |
| EBITDA (TTM) | $737.66M | $3.80B |
Key characteristics
| HEI | TDG | |
|---|---|---|
| Sharpe Ratio | 2.64 | 1.69 |
| Sortino Ratio | 3.31 | 2.17 |
| Omega Ratio | 1.44 | 1.29 |
| Calmar Ratio | 6.68 | 3.24 |
| Martin Ratio | 17.70 | 9.86 |
| Ulcer Index | 3.24% | 3.86% |
| Daily Std Dev | 21.78% | 22.49% |
| Max Drawdown | -73.03% | -62.64% |
| Current Drawdown | -3.56% | -11.16% |
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Correlation
The correlation between HEI and TDG is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
HEI vs. TDG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HEICO Corporation (HEI) and TransDigm Group Incorporated (TDG). 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.
Dividends
HEI vs. TDG - Dividend Comparison
HEI's dividend yield for the trailing twelve months is around 0.08%, less than TDG's 8.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HEI HEICO Corporation | 0.08% | 0.11% | 0.12% | 0.12% | 0.12% | 0.12% | 0.14% | 0.08% | 0.22% | 0.28% | 1.02% | 0.80% |
TDG TransDigm Group Incorporated | 5.98% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% | 13.66% |
Drawdowns
HEI vs. TDG - Drawdown Comparison
The maximum HEI drawdown since its inception was -73.03%, which is greater than TDG's maximum drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for HEI and TDG. For additional features, visit the drawdowns tool.
Volatility
HEI vs. TDG - Volatility Comparison
The current volatility for HEICO Corporation (HEI) is 8.50%, while TransDigm Group Incorporated (TDG) has a volatility of 10.11%. This indicates that HEI experiences smaller price fluctuations and is considered to be less risky than TDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
HEI vs. TDG - Financials Comparison
This section allows you to compare key financial metrics between HEICO Corporation and TransDigm Group Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities