HEI vs. VTV

Last updated Jun 9, 2026

HEI (HEICO Corporation) is a stock, while VTV (Vanguard Value ETF) is Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Over the past 10 years, HEI returned 25.42%/yr vs 12.42%/yr for VTV. A 0.56 correlation means they provide meaningful diversification when combined.

Performance

HEI vs. VTV - Performance Comparison

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

Returns By Period

In the year-to-date period, HEI achieves a 0.01% return, which is significantly lower than VTV's 11.91% return. Over the past 10 years, HEI has outperformed VTV with an annualized return of 25.42%, while VTV has yielded a comparatively lower 12.42% annualized return.

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%

VTV

• 1D: 0.25%
• 1M: 2.67%
• YTD: 11.91%
• 6M: 13.41%
• 1Y: 25.49%
• 3Y*: 17.72%
• 5Y*: 11.30%
• 10Y*: 12.42%

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

HEI vs. VTV - 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%
VTV Vanguard Value ETF	11.91%	15.27%	15.95%	9.32%	-2.09%	26.53%	2.33%	25.66%	-5.47%	17.15%

Correlation

The correlation between HEI and VTV is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (10Y) Calculated over the trailing 10-year period	0.53
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.56

The correlation between HEI and VTV has been stable across timeframes, ranging from 0.46 to 0.56 - a consistent structural relationship.

Return for Risk

HEI vs. VTV — Risk / Return Rank

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

HEI

HEI Risk / Return Rank: 47
HEI Sharpe Ratio Rank: 49
HEI Sortino Ratio Rank: 45
HEI Omega Ratio Rank: 44
HEI Calmar Ratio Rank: 48
HEI Martin Ratio Rank: 49

VTV

VTV Risk / Return Rank: 84
VTV Sharpe Ratio Rank: 85
VTV Sortino Ratio Rank: 87
VTV Omega Ratio Rank: 83
VTV Calmar Ratio Rank: 83
VTV Martin Ratio Rank: 83

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. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HEICO Corporation (HEI) and Vanguard Value ETF (VTV). 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	VTV	Difference
Sharpe ratio: Return per unit of total volatility	0.21	2.52	-2.31
Sortino ratio: Return per unit of downside risk	0.54	3.58	-3.04
Omega ratio: Gain probability vs. loss probability	1.07	1.45	-0.38
Calmar ratio: Return relative to maximum drawdown	0.25	4.03	-3.78
Martin ratio: Return relative to average drawdown	0.60	15.20	-14.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HEI vs. VTV - Sharpe Ratio Comparison

The current HEI Sharpe Ratio is 0.21, which is lower than the VTV Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of HEI and VTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HEI	VTV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.21	2.52	-2.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.82	-0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	0.75	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.51	0.00

Drawdowns

HEI vs. VTV - Drawdown Comparison

The maximum HEI drawdown since its inception was -75.50%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for HEI and VTV.

Drawdown Indicators

	HEI	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-75.50%	-59.27%	-16.23%
Max Drawdown (1Y) Largest decline over 1 year	-27.11%	-6.35%	-20.76%
Max Drawdown (3Y) Largest decline over 3 years	-27.11%	-14.52%	-12.59%
Max Drawdown (5Y) Largest decline over 5 years	-27.11%	-17.04%	-10.07%
Max Drawdown (10Y) Largest decline over 10 years	-57.73%	-36.78%	-20.95%
Current Drawdown Current decline from peak	-9.65%	-1.11%	-8.54%
Average Drawdown Average peak-to-trough decline	-19.96%	-7.87%	-12.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.14%	1.68%	+9.46%

Volatility

HEI vs. VTV - Volatility Comparison

HEICO Corporation (HEI) has a higher volatility of 13.61% compared to Vanguard Value ETF (VTV) at 2.65%. This indicates that HEI's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HEI	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.61%	2.65%	+10.96%
Volatility (6M) Calculated over the trailing 6-month period	27.21%	7.67%	+19.54%
Volatility (1Y) Calculated over the trailing 1-year period	32.79%	10.18%	+22.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.59%	13.89%	+13.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.61%	16.68%	+13.93%

Dividends

HEI vs. VTV - Dividend Comparison

HEI's dividend yield for the trailing twelve months is around 0.07%, less than VTV's 1.87% 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%
VTV Vanguard Value ETF	1.87%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

Frequently Asked Questions

Can I hold both HEI and VTV in my portfolio?

HEI and VTV have a correlation of 0.46, 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 VTV?

HEI has higher volatility (13.61%) compared to VTV (2.65%). In terms of maximum drawdown, HEI dropped -75.50% vs VTV's -59.27%.

Which has better risk-adjusted returns?

VTV currently has the higher Sharpe Ratio (2.52 vs 0.21), 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.