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HEI vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

HEI vs. USD=X - Performance Comparison

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

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Returns By Period


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%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEI vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HEI
HEICO Corporation
0.01%36.22%33.05%16.56%6.67%9.06%16.16%47.54%28.51%53.04%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

HEI vs. USD=X — Risk / Return Rank

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

HEI
HEI Risk / Return Rank: 4747
Overall Rank
HEI Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
HEI Sortino Ratio Rank: 4545
Sortino Ratio Rank
HEI Omega Ratio Rank: 4444
Omega Ratio Rank
HEI Calmar Ratio Rank: 4848
Calmar Ratio Rank
HEI Martin Ratio Rank: 4949
Martin Ratio Rank

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HEICO Corporation (HEI) and USD Cash (USD=X). 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.


HEIUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.07

Calmar ratioReturn relative to maximum drawdown

0.25

Martin ratioReturn relative to average drawdown

0.60

HEI vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HEIUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

Drawdowns

HEI vs. USD=X - Drawdown Comparison

The maximum HEI drawdown since its inception was -75.50%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for HEI and USD=X.


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Drawdown Indicators


HEIUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-75.50%

0.00%

-75.50%

Max Drawdown (1Y)

Largest decline over 1 year

-27.11%

0.00%

-27.11%

Max Drawdown (3Y)

Largest decline over 3 years

-27.11%

0.00%

-27.11%

Max Drawdown (5Y)

Largest decline over 5 years

-27.11%

0.00%

-27.11%

Max Drawdown (10Y)

Largest decline over 10 years

-57.73%

0.00%

-57.73%

Current Drawdown

Current decline from peak

-9.65%

0.00%

-9.65%

Average Drawdown

Average peak-to-trough decline

-19.96%

0.00%

-19.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.14%

0.00%

+11.14%

Volatility

HEI vs. USD=X - Volatility Comparison

HEICO Corporation (HEI) has a higher volatility of 13.61% compared to USD Cash (USD=X) at 0.00%. This indicates that HEI's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEIUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.61%

0.00%

+13.61%

Volatility (6M)

Calculated over the trailing 6-month period

27.21%

0.00%

+27.21%

Volatility (1Y)

Calculated over the trailing 1-year period

32.79%

0.00%

+32.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.59%

0.00%

+27.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.61%

0.00%

+30.61%

Frequently Asked Questions


HEI has higher volatility (13.61%) compared to USD=X (0.00%). In terms of maximum drawdown, HEI dropped -75.50% vs USD=X's 0.00%.

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