HEI vs. USD=X
HEI (HEICO Corporation) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, HEI returned 25.42%/yr vs 0.00%/yr for USD=X.
Performance
HEI vs. USD=X - Performance Comparison
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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%
HEI vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
HEI
USD=X
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.
| HEI | USD=X | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HEI | USD=X | Difference | |
|---|---|---|---|
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
| HEI | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.65% | 0.00% | -9.65% |
Average DrawdownAverage peak-to-trough decline | -19.96% | 0.00% | -19.96% |
Ulcer IndexDepth 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
| HEI | USD=X | Difference | |
|---|---|---|---|
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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