[Browsable(false)]
public IComparer YArgumentComparer { get; set; }

<Browsable(False)>
Public Property YArgumentComparer As IComparer

<dx:ThemedWindow
    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
    xmlns:dx="http://schemas.devexpress.com/winfx/2008/xaml/core"
    xmlns:dxh="http://schemas.devexpress.com/winfx/2008/xaml/heatmap" 
    x:Class="HeatmapComparers.MainWindow"
    xmlns:local="clr-namespace:HeatmapComparers"
    Title="MainWindow" Height="800" Width="1000">
    <Grid>
        <dxh:HeatmapControl Width="360" Height="360">
            <dxh:HeatmapControl.DataContext>
                <local:MatrixHeatmapViewModel/>
            </dxh:HeatmapControl.DataContext>
            <dxh:HeatmapDataSourceAdapter DataSource="{Binding DataPoints}" 
                                          XArgumentDataMember="XArgument" 
                                          YArgumentDataMember="YArgument" 
                                          ColorDataMember="Value">
                <dxh:HeatmapDataSourceAdapter.YArgumentComparer>
                    <local:NumberComparer/>
                </dxh:HeatmapDataSourceAdapter.YArgumentComparer>
            </dxh:HeatmapDataSourceAdapter>
            <dxh:HeatmapControl.AxisY>
                <dxh:HeatmapAxis Reverse="True"/>
            </dxh:HeatmapControl.AxisY>
            <dxh:HeatmapControl.ColorProvider>
                <dxh:HeatmapObjectColorProvider/>
            </dxh:HeatmapControl.ColorProvider>
        </dxh:HeatmapControl>
    </Grid>
</dx:ThemedWindow>

using DevExpress.Xpf.Core;
using System;
using System.Collections;
using System.Collections.Generic;
namespace HeatmapComparers {
    public partial class MainWindow : ThemedWindow {
        public MainWindow() {
            InitializeComponent();
        }
    }
    class NumberComparer : IComparer {
        public int Compare(object x, object y) {
            int iX = NumberConverter.ToInt(x);
            int iY = NumberConverter.ToInt(y);
            return iX - iY;
        }
    }
    class NumberConverter {
        public static int ToInt(object o) {
            string stringNumber = o as string;
            if (stringNumber == null) return -1;
            int number;
            if (Int32.TryParse(stringNumber, out number))
                return number;
            switch (stringNumber.ToLower()) {
                case "one": return 1;
                case "two": return 2;
                case "three": return 3;
            }
            return number;
        }
    }
    public class MatrixHeatmapViewModel {
        public List<DataPoint> DataPoints { get; set; }
        public MatrixHeatmapViewModel() {
            DataPoints = new List<DataPoint> {
                new DataPoint("A", "Two", -454543),
                new DataPoint("A", "Three", -522512),
                new DataPoint("A", "One", -4569871),
                new DataPoint("B", "Two", -8454),
                new DataPoint("B", "Three", -455621),
                new DataPoint("B", "One", -52485),
                new DataPoint("C", "Two", -218785),
                new DataPoint("C", "One", -12544),
                new DataPoint("C", "Three", -544521),
            };
        }
    }
    public class DataPoint {
        public string XArgument { get; set; }
        public string YArgument { get; set; }
        public double Value { get; set; }
        public DataPoint(string x, string y, double value) {
            this.XArgument = x;
            this.YArgument = y;
            this.Value = value;
        }        
    }
}

Imports DevExpress.Xpf.Core
Imports System.Collections
Imports System.Collections.Generic

Namespace HeatmapComparers
    Public Partial Class MainWindow
        Inherits ThemedWindow

        Public Sub New()
            InitializeComponent()
        End Sub
    End Class

    Friend Class NumberComparer
        Implements IComparer

        Public Function Compare(ByVal x As Object, ByVal y As Object) As Integer Implements IComparer.Compare
            Dim iX As Integer = NumberConverter.ToInt(x)
            Dim iY As Integer = NumberConverter.ToInt(y)
            Return iX - iY
        End Function
    End Class

    Friend Class NumberConverter
        Public Shared Function ToInt(ByVal o As Object) As Integer
            Dim stringNumber As String = TryCast(o, String)
            If Equals(stringNumber, Nothing) Then Return -1
            Dim number As Integer
            If Integer.TryParse(stringNumber, number) Then Return number

            Select Case stringNumber.ToLower()
                Case "one"
                    Return 1
                Case "two"
                    Return 2
                Case "three"
                    Return 3
            End Select

            Return number
        End Function
    End Class

    Public Class MatrixHeatmapViewModel
        Public Property DataPoints As List(Of DataPoint)

        Public Sub New()
            DataPoints = New List(Of DataPoint) From {
                New DataPoint("A", "Two", -454543),
                New DataPoint("A", "Three", -522512),
                New DataPoint("A", "One", -4569871),
                New DataPoint("B", "Two", -8454),
                New DataPoint("B", "Three", -455621),
                New DataPoint("B", "One", -52485),
                New DataPoint("C", "Two", -218785),
                New DataPoint("C", "One", -12544),
                New DataPoint("C", "Three", -544521)
            }
        End Sub
    End Class

    Public Class DataPoint
        Public Property XArgument As String
        Public Property YArgument As String
        Public Property Value As Double

        Public Sub New(ByVal x As String, ByVal y As String, ByVal value As Double)
            XArgument = x
            YArgument = y
            Me.Value = value
        End Sub
    End Class
End Namespace