HII vs. AVDE
HII (Huntington Ingalls Industries, Inc) is a stock, while AVDE (Avantis International Equity ETF) is Foreign Large Cap Equities fund actively managed by Avantis. Over the past 5 years, HII returned 8.47%/yr vs 9.98%/yr for AVDE. At a 0.37 correlation, their price movements are largely independent.
Performance
HII vs. AVDE - Performance Comparison
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Returns By Period
In the year-to-date period, HII achieves a -11.81% return, which is significantly lower than AVDE's 10.87% return.
HII
- 1D
- -1.09%
- 1M
- -8.34%
- YTD
- -11.81%
- 6M
- -8.27%
- 1Y
- 30.07%
- 3Y*
- 13.54%
- 5Y*
- 8.47%
- 10Y*
- 8.50%
AVDE
- 1D
- 0.59%
- 1M
- 1.98%
- YTD
- 10.87%
- 6M
- 12.42%
- 1Y
- 27.50%
- 3Y*
- 19.56%
- 5Y*
- 9.98%
- 10Y*
- —
HII vs. AVDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HII Huntington Ingalls Industries, Inc | -11.81% | 84.17% | -25.67% | 15.16% | 26.33% | 12.11% | -30.46% | 17.86% |
AVDE Avantis International Equity ETF | 10.87% | 38.05% | 4.88% | 17.18% | -13.68% | 13.62% | 8.26% | 7.95% |
Correlation
The correlation between HII and AVDE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.37 |
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Return for Risk
HII vs. AVDE — Risk / Return Rank
HII
AVDE
HII vs. AVDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Huntington Ingalls Industries, Inc (HII) and Avantis International Equity ETF (AVDE). 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.
| HII | AVDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.32 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 2.30 | -1.41 |
| Martin ratioReturn relative to average drawdown | 2.67 | 9.00 | -6.33 |
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Drawdowns
HII vs. AVDE - Drawdown Comparison
The maximum HII drawdown since its inception was -49.70%, which is greater than AVDE's maximum drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for HII and AVDE.
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Drawdown Indicators
| HII | AVDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.70% | -36.99% | -12.71% |
Max Drawdown (1Y)Largest decline over 1 year | -36.35% | -11.48% | -24.87% |
Max Drawdown (3Y)Largest decline over 3 years | -45.21% | -13.46% | -31.75% |
Max Drawdown (5Y)Largest decline over 5 years | -45.21% | -28.73% | -16.48% |
Max Drawdown (10Y)Largest decline over 10 years | -49.70% | — | — |
Current DrawdownCurrent decline from peak | -34.11% | -1.09% | -33.02% |
Average DrawdownAverage peak-to-trough decline | -13.68% | -6.15% | -7.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.07% | 2.94% | +9.13% |
Volatility
HII vs. AVDE - Volatility Comparison
Huntington Ingalls Industries, Inc (HII) has a higher volatility of 9.30% compared to Avantis International Equity ETF (AVDE) at 5.57%. This indicates that HII's price experiences larger fluctuations and is considered to be riskier than AVDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HII | AVDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.30% | 5.57% | +3.73% |
Volatility (6M)Calculated over the trailing 6-month period | 29.33% | 12.80% | +16.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.01% | 15.06% | +19.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.20% | 16.39% | +14.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.61% | 18.93% | +11.68% |
Dividends
HII vs. AVDE - Dividend Comparison
HII's dividend yield for the trailing twelve months is around 1.84%, less than AVDE's 3.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVDE Avantis International Equity ETF | 3.84% | 2.66% | 3.29% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
HII Huntington Ingalls Industries, Inc | 1.84% | 1.60% | 2.78% | 1.93% | 2.07% | 2.46% | 2.48% | 1.44% | 1.59% | 1.07% | 1.14% | 1.34% |
Frequently Asked Questions
HII and AVDE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HII has higher volatility (9.30%) compared to AVDE (5.57%). In terms of maximum drawdown, HII dropped -49.70% vs AVDE's -36.99%.
AVDE currently has the higher Sharpe Ratio (1.76 vs 0.92), 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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