TDG vs. HEI
Compare and contrast key facts about TransDigm Group Incorporated (TDG) and HEICO Corporation (HEI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TDG or HEI.
Performance
TDG vs. HEI - Performance Comparison
Returns By Period
In the year-to-date period, TDG achieves a 30.90% return, which is significantly lower than HEI's 51.34% return. Both investments have delivered pretty close results over the past 10 years, with TDG having a 25.65% annualized return and HEI not far ahead at 26.58%.
TDG
30.90%
-9.39%
2.49%
39.10%
21.72%
25.65%
HEI
51.34%
1.98%
25.52%
59.26%
16.05%
26.58%
Fundamentals
| TDG | HEI | |
|---|---|---|
| Market Cap | $76.22B | $31.71B |
| EPS | $25.57 | $3.40 |
| PE Ratio | 53.01 | 77.51 |
| PEG Ratio | 4.06 | 3.81 |
| Total Revenue (TTM) | $7.94B | $2.84B |
| Gross Profit (TTM) | $4.58B | $1.16B |
| EBITDA (TTM) | $3.80B | $737.66M |
Key characteristics
| TDG | HEI | |
|---|---|---|
| Sharpe Ratio | 1.69 | 2.73 |
| Sortino Ratio | 2.17 | 3.40 |
| Omega Ratio | 1.29 | 1.45 |
| Calmar Ratio | 3.24 | 6.89 |
| Martin Ratio | 9.86 | 18.31 |
| Ulcer Index | 3.86% | 3.23% |
| Daily Std Dev | 22.49% | 21.69% |
| Max Drawdown | -62.64% | -73.03% |
| Current Drawdown | -11.16% | -2.39% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between TDG and HEI is 0.52, 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
TDG vs. HEI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TransDigm Group Incorporated (TDG) and HEICO Corporation (HEI). 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
TDG vs. HEI - Dividend Comparison
TDG's dividend yield for the trailing twelve months is around 8.77%, more than HEI's 0.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | 5.98% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% | 13.66% |
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% |
Drawdowns
TDG vs. HEI - Drawdown Comparison
The maximum TDG drawdown since its inception was -62.64%, smaller than the maximum HEI drawdown of -73.03%. Use the drawdown chart below to compare losses from any high point for TDG and HEI. For additional features, visit the drawdowns tool.
Volatility
TDG vs. HEI - Volatility Comparison
TransDigm Group Incorporated (TDG) has a higher volatility of 10.10% compared to HEICO Corporation (HEI) at 8.56%. This indicates that TDG's price experiences larger fluctuations and is considered to be riskier than HEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TDG vs. HEI - Financials Comparison
This section allows you to compare key financial metrics between TransDigm Group Incorporated and HEICO Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities