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USD=X vs. HEI
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. HEI - Performance Comparison

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

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

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

USD=X vs. HEI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HEI
HEICO Corporation
0.01%36.22%33.05%16.56%6.67%9.06%16.16%47.54%28.51%53.04%

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Return for Risk

USD=X vs. HEI — Risk / Return Rank

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

USD=X

HEI
HEI Risk / Return Rank: 4747
Overall Rank
HEI Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
HEI Sortino Ratio Rank: 4545
Sortino Ratio Rank
HEI Omega Ratio Rank: 4444
Omega Ratio Rank
HEI Calmar Ratio Rank: 4848
Calmar Ratio Rank
HEI Martin Ratio Rank: 4949
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.

USD=X vs. HEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. HEI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XHEIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

Drawdowns

USD=X vs. HEI - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum HEI drawdown of -75.50%. Use the drawdown chart below to compare losses from any high point for USD=X and HEI.


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Drawdown Indicators


USD=XHEIDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-75.50%

+75.50%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-27.11%

+27.11%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-27.11%

+27.11%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-27.11%

+27.11%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-57.73%

+57.73%

Current Drawdown

Current decline from peak

0.00%

-9.65%

+9.65%

Average Drawdown

Average peak-to-trough decline

0.00%

-19.96%

+19.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

11.14%

-11.14%

Volatility

USD=X vs. HEI - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while HEICO Corporation (HEI) has a volatility of 13.61%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than HEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XHEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

13.61%

-13.61%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

27.21%

-27.21%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

32.79%

-32.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

27.59%

-27.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

30.61%

-30.61%

Frequently Asked Questions


HEI has higher volatility (13.61%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs HEI's -75.50%.

Portfolio Optimizer

Find the right allocation for USD=X and HEI

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