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HEINY vs. EADSY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HEINY vs. EADSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Heineken NV ADR (HEINY) and Airbus Group NV (EADSY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HEINY achieves a 0.57% return, which is significantly higher than EADSY's -5.01% return. Over the past 10 years, HEINY has underperformed EADSY with an annualized return of 0.79%, while EADSY has yielded a comparatively higher 16.33% annualized return.


HEINY

1D
-0.32%
1M
1.04%
YTD
0.57%
6M
2.01%
1Y
-3.46%
3Y*
-5.95%
5Y*
-5.95%
10Y*
0.79%

EADSY

1D
-1.82%
1M
10.59%
YTD
-5.01%
6M
-4.11%
1Y
14.10%
3Y*
18.53%
5Y*
12.14%
10Y*
16.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEINY vs. EADSY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HEINY
Heineken NV ADR
0.57%18.20%-29.20%10.55%-15.50%2.22%5.70%23.24%-14.46%41.15%
EADSY
Airbus Group NV
-5.01%48.47%5.12%31.83%-5.67%16.80%-23.13%56.19%-2.87%56.26%

Correlation

The correlation between HEINY and EADSY is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2012

0.35

Over the past year, the correlation between HEINY and EADSY has dropped to 0.14 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

HEINY:

$45.19B

EADSY:

$170.34B

EPS

HEINY:

€2.55

EADSY:

€1.58

PE Ratio

HEINY:

13.84

EADSY:

29.74

PS Ratio

HEINY:

0.68

EADSY:

2.05

PB Ratio

HEINY:

2.20

EADSY:

5.69

Total Revenue (TTM)

HEINY:

€58.47B

EADSY:

€72.49B

Gross Profit (TTM)

HEINY:

€17.32B

EADSY:

€10.64B

EBITDA (TTM)

HEINY:

€11.16B

EADSY:

€8.44B

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Return for Risk

HEINY vs. EADSY — Risk / Return Rank

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

HEINY
HEINY Risk / Return Rank: 3434
Overall Rank
HEINY Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
HEINY Sortino Ratio Rank: 3030
Sortino Ratio Rank
HEINY Omega Ratio Rank: 3131
Omega Ratio Rank
HEINY Calmar Ratio Rank: 3737
Calmar Ratio Rank
HEINY Martin Ratio Rank: 3737
Martin Ratio Rank

EADSY
EADSY Risk / Return Rank: 5454
Overall Rank
EADSY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EADSY Sortino Ratio Rank: 5353
Sortino Ratio Rank
EADSY Omega Ratio Rank: 5050
Omega Ratio Rank
EADSY Calmar Ratio Rank: 5353
Calmar Ratio Rank
EADSY Martin Ratio Rank: 5454
Martin Ratio Rank
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.

HEINY vs. EADSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Heineken NV ADR (HEINY) and Airbus Group NV (EADSY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HEINYEADSYDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.00

1.10

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.17

0.48

-0.65

Martin ratioReturn relative to average drawdown

-0.27

1.11

-1.37

HEINY vs. EADSY - Sharpe Ratio Comparison

The current HEINY Sharpe Ratio is -0.15, which is lower than the EADSY Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of HEINY and EADSY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HEINY vs. EADSY - Drawdown Comparison

The maximum HEINY drawdown since its inception was -43.42%, smaller than the maximum EADSY drawdown of -81.67%. Use the drawdown chart below to compare losses from any high point for HEINY and EADSY.


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Drawdown Indicators


HEINYEADSYDifference

Max Drawdown

Largest peak-to-trough decline

-43.42%

-81.67%

+38.25%

Max Drawdown (1Y)

Largest decline over 1 year

-20.87%

-29.47%

+8.60%

Max Drawdown (3Y)

Largest decline over 3 years

-38.38%

-29.47%

-8.91%

Max Drawdown (5Y)

Largest decline over 5 years

-43.42%

-37.58%

-5.84%

Max Drawdown (10Y)

Largest decline over 10 years

-43.42%

-64.74%

+21.32%

Current Drawdown

Current decline from peak

-27.97%

-14.15%

-13.82%

Average Drawdown

Average peak-to-trough decline

-13.17%

-42.21%

+29.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.07%

12.74%

+0.33%

Volatility

HEINY vs. EADSY - Volatility Comparison

The current volatility for Heineken NV ADR (HEINY) is 8.44%, while Airbus Group NV (EADSY) has a volatility of 10.10%. This indicates that HEINY experiences smaller price fluctuations and is considered to be less risky than EADSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEINYEADSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.44%

10.10%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

17.55%

25.67%

-8.12%

Volatility (1Y)

Calculated over the trailing 1-year period

23.89%

30.84%

-6.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.60%

30.54%

-5.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.10%

36.39%

-13.29%

Dividends

HEINY vs. EADSY - Dividend Comparison

HEINY's dividend yield for the trailing twelve months is around 2.78%, more than EADSY's 1.73% yield.


PositionTTM20252024202320222021202020192018201720162015
EADSY
Airbus Group NV
1.73%1.39%1.90%1.24%1.39%0.00%1.84%0.95%1.45%2.66%4.45%2.08%
HEINY
Heineken NV ADR
2.78%2.56%2.63%2.03%1.71%0.96%0.83%1.41%1.67%1.17%1.68%1.23%

Financials

HEINY vs. EADSY - Financials Comparison

This section allows you to compare key financial metrics between Heineken NV ADR and Airbus Group NV. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B15.00B20.00B25.00B202120222023202420252026
14.47B
12.86B
(HEINY) Total Revenue
(EADSY) Total Revenue
Values in EUR except per share items

HEINY vs. EADSY - Profitability Comparison

The chart below illustrates the profitability comparison between Heineken NV ADR and Airbus Group NV over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%202120222023202420252026
12.9%
12.3%
Portfolio components
HEINY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Heineken NV ADR reported a gross profit of 1.87B and revenue of 14.47B. Therefore, the gross margin over that period was 12.9%.

EADSY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Airbus Group NV reported a gross profit of 1.58B and revenue of 12.86B. Therefore, the gross margin over that period was 12.3%.

HEINY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Heineken NV ADR reported an operating income of 1.87B and revenue of 14.47B, resulting in an operating margin of 12.9%.

EADSY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Airbus Group NV reported an operating income of 190.08M and revenue of 12.86B, resulting in an operating margin of 1.5%.

HEINY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Heineken NV ADR reported a net income of 1.13B and revenue of 14.47B, resulting in a net margin of 7.8%.

EADSY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Airbus Group NV reported a net income of 595.64M and revenue of 12.86B, resulting in a net margin of 4.6%.


Frequently Asked Questions


HEINY and EADSY have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EADSY has higher volatility (10.10%) compared to HEINY (8.44%). In terms of maximum drawdown, HEINY dropped -43.42% vs EADSY's -81.67%.

EADSY currently has the higher Sharpe Ratio (0.46 vs -0.15), 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.

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