ASML vs. FICO
ASML (ASML Holding N.V.) and FICO (Fair Isaac Corporation) are both stocks. Both are in the Technology sector — ASML in Semiconductor Equipment & Materials, FICO in Software - Application. Over the past 10 years, ASML returned 34.75%/yr vs 26.67%/yr for FICO. At a 0.33 correlation, their price movements are largely independent.
Performance
ASML vs. FICO - Performance Comparison
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Returns By Period
In the year-to-date period, ASML achieves a 64.06% return, which is significantly higher than FICO's -28.59% return. Over the past 10 years, ASML has outperformed FICO with an annualized return of 34.75%, while FICO has yielded a comparatively lower 26.67% annualized return.
ASML
- 1D
- 6.54%
- 1M
- 9.86%
- YTD
- 64.06%
- 6M
- 56.76%
- 1Y
- 134.10%
- 3Y*
- 36.05%
- 5Y*
- 21.93%
- 10Y*
- 34.75%
FICO
- 1D
- 6.16%
- 1M
- 7.22%
- YTD
- -28.59%
- 6M
- -31.42%
- 1Y
- -31.98%
- 3Y*
- 15.94%
- 5Y*
- 19.71%
- 10Y*
- 26.67%
ASML vs. FICO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 64.06% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 56.23% |
FICO Fair Isaac Corporation | -28.59% | -15.08% | 71.04% | 94.46% | 38.03% | -15.14% | 36.39% | 100.36% | 22.06% | 28.52% |
Correlation
The correlation between ASML and FICO is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 1995 | 0.33 |
The correlation between ASML and FICO shifts across timeframes, from -0.01 (1 year) to 0.41 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
ASML:
$674.60B
FICO:
$28.67B
ASML:
$25.86
FICO:
$31.51
ASML:
67.64
FICO:
38.32
ASML:
4.45
FICO:
2.04
ASML:
20.10
FICO:
12.90
ASML:
$33.69B
FICO:
$2.26B
ASML:
$17.72B
FICO:
$1.90B
ASML:
$12.99B
FICO:
$1.16B
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Return for Risk
ASML vs. FICO — Risk / Return Rank
ASML
FICO
ASML vs. FICO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Fair Isaac Corporation (FICO). 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.
| ASML | FICO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.87 | ||
| Sortino ratioReturn per unit of downside risk | +4.32 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.91 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 7.56 | -0.62 | +8.17 |
| Martin ratioReturn relative to average drawdown | 20.33 | -1.18 | +21.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ASML | FICO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.24 | -0.63 | +3.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.49 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.70 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.49 | +0.07 |
Drawdowns
ASML vs. FICO - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, which is greater than FICO's maximum drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for ASML and FICO.
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Drawdown Indicators
| ASML | FICO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -79.26% | -10.74% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -52.12% | +34.27% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | -61.28% | +15.90% |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | -61.28% | +4.44% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -61.28% | +4.44% |
Current DrawdownCurrent decline from peak | -0.48% | -49.32% | +48.84% |
Average DrawdownAverage peak-to-trough decline | -28.14% | -18.02% | -10.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.62% | 27.06% | -20.44% |
Volatility
ASML vs. FICO - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 15.94% compared to Fair Isaac Corporation (FICO) at 14.53%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than FICO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASML | FICO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.94% | 14.53% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 33.30% | 39.17% | -5.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.73% | 50.75% | -9.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.23% | 40.72% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.62% | 38.08% | +0.54% |
Dividends
ASML vs. FICO - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.50%, while FICO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.50% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% |
Financials
ASML vs. FICO - Financials Comparison
This section allows you to compare key financial metrics between ASML Holding N.V. and Fair Isaac 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
ASML vs. FICO - Profitability Comparison
ASML - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a gross profit of 4.65B and revenue of 8.77B. Therefore, the gross margin over that period was 53.0%.
FICO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fair Isaac Corporation reported a gross profit of 600.48M and revenue of 691.68M. Therefore, the gross margin over that period was 86.8%.
ASML - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported an operating income of 3.16B and revenue of 8.77B, resulting in an operating margin of 36.0%.
FICO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fair Isaac Corporation reported an operating income of 402.47M and revenue of 691.68M, resulting in an operating margin of 58.2%.
ASML - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a net income of 2.76B and revenue of 8.77B, resulting in a net margin of 31.4%.
FICO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fair Isaac Corporation reported a net income of 264.46M and revenue of 691.68M, resulting in a net margin of 38.2%.
Frequently Asked Questions
ASML and FICO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (15.94%) compared to FICO (14.53%). In terms of maximum drawdown, ASML dropped -90.00% vs FICO's -79.26%.
ASML currently has the higher Sharpe Ratio (3.24 vs -0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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