Here's why:

* Heterogeneous mixtures have components that are visibly different and can be separated by physical means. For example, sand and water.

* Compounds are formed when two or more elements chemically combine in a fixed ratio. The resulting substance has entirely different properties than the original elements.

Aluminum oxide is formed by the chemical reaction of aluminum and oxygen. It has a fixed chemical formula (Al₂O₃) and a unique set of properties, such as being a white, crystalline solid. You cannot physically separate aluminum and oxygen from aluminum oxide.