HEI vs. VOO
Compare and contrast key facts about HEICO Corporation (HEI) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HEI or VOO.
Performance
HEI vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, HEI achieves a 51.34% return, which is significantly higher than VOO's 24.51% return. Over the past 10 years, HEI has outperformed VOO with an annualized return of 26.58%, while VOO has yielded a comparatively lower 13.12% annualized return.
HEI
51.34%
1.98%
25.52%
59.26%
16.05%
26.58%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| HEI | VOO | |
|---|---|---|
| Sharpe Ratio | 2.73 | 2.64 |
| Sortino Ratio | 3.40 | 3.53 |
| Omega Ratio | 1.45 | 1.49 |
| Calmar Ratio | 6.89 | 3.81 |
| Martin Ratio | 18.31 | 17.34 |
| Ulcer Index | 3.23% | 1.86% |
| Daily Std Dev | 21.69% | 12.20% |
| Max Drawdown | -73.03% | -33.99% |
| Current Drawdown | -2.39% | -2.16% |
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Correlation
The correlation between HEI and VOO is 0.56, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HEICO Corporation (HEI) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
HEI's dividend yield for the trailing twelve months is around 0.08%, less than VOO's 1.26% 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% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
HEI vs. VOO - Drawdown Comparison
The maximum HEI drawdown since its inception was -73.03%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HEI and VOO. For additional features, visit the drawdowns tool.
Volatility
HEI vs. VOO - Volatility Comparison
HEICO Corporation (HEI) has a higher volatility of 8.56% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that HEI's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.