Aims: We aimed to assess the mutual interrelationships and to compare the prognostic value of a comprehensive set of nonlinear indices of heart rate variability (HRV) in a population of chronic heart failure (CHF) patients. Methods and Results: Twenty nonlinear HRV indices, representative of symbolic dynamics, entropy, fractality-multifractality, predictability, empirical mode decomposition, and Poincaré plot families, were computed from 24-hour Holter recordings in 200 stable CHF patients in sinus rhythm (median age [interquartile range]: 54 [47–58] years, LVEF: 23 [19–28] %, NYHA class II–III: 88%). End point for survival analysis (Cox model) was cardiac death or urgent transplantation. Homogeneous variables were grouped by cluster analysis, and in each cluster redundant variables were discarded. A prognostic model including only known clinical and functional risk factors was built and the ability of each selected HRV variable to add prognostic information to this model assessed....