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AXR vs. FICO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AXR vs. FICO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMREP Corporation (AXR) and Fair Isaac Corporation (FICO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AXR achieves a 40.53% return, which is significantly higher than FICO's -34.97% return. Over the past 10 years, AXR has underperformed FICO with an annualized return of 18.60%, while FICO has yielded a comparatively higher 26.01% annualized return.


AXR

1D
1.58%
1M
1.58%
YTD
40.53%
6M
39.05%
1Y
21.64%
3Y*
14.65%
5Y*
15.96%
10Y*
18.60%

FICO

1D
0.78%
1M
-11.33%
YTD
-34.97%
6M
-36.29%
1Y
-41.56%
3Y*
12.31%
5Y*
17.02%
10Y*
26.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXR vs. FICO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AXR
AMREP Corporation
40.53%-40.13%42.92%90.22%-24.01%77.99%42.81%0.50%-15.24%-5.39%
FICO
Fair Isaac Corporation
-34.97%-15.08%71.04%94.46%38.03%-15.14%36.39%100.36%22.06%28.52%

Correlation

The correlation between AXR and FICO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Feb 25, 1992

0.10

Fundamentals

Market Cap

AXR:

$142.38M

FICO:

$26.11B

EPS

AXR:

$2.40

FICO:

$31.51

PE Ratio

AXR:

11.00

FICO:

34.89

PEG Ratio

AXR:

0.18

FICO:

1.85

PS Ratio

AXR:

2.68

FICO:

11.75

Total Revenue (TTM)

AXR:

$53.00M

FICO:

$2.26B

Gross Profit (TTM)

AXR:

$38.94M

FICO:

$1.90B

EBITDA (TTM)

AXR:

$14.48M

FICO:

$1.16B

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Return for Risk

AXR vs. FICO — Risk / Return Rank

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

AXR
AXR Risk / Return Rank: 5757
Overall Rank
AXR Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
AXR Sortino Ratio Rank: 5757
Sortino Ratio Rank
AXR Omega Ratio Rank: 5555
Omega Ratio Rank
AXR Calmar Ratio Rank: 5858
Calmar Ratio Rank
AXR Martin Ratio Rank: 5757
Martin Ratio Rank

FICO
FICO Risk / Return Rank: 1010
Overall Rank
FICO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FICO Sortino Ratio Rank: 1111
Sortino Ratio Rank
FICO Omega Ratio Rank: 1111
Omega Ratio Rank
FICO Calmar Ratio Rank: 1212
Calmar Ratio Rank
FICO Martin Ratio Rank: 77
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.

AXR vs. FICO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMREP Corporation (AXR) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AXRFICODifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+2.16

Omega ratioGain probability vs. loss probability

1.12

0.86

+0.26

Calmar ratioReturn relative to maximum drawdown

0.66

-0.80

+1.46

Martin ratioReturn relative to average drawdown

1.34

-1.48

+2.82

AXR vs. FICO - Sharpe Ratio Comparison

The current AXR Sharpe Ratio is 0.46, which is higher than the FICO Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of AXR and FICO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AXR vs. FICO - Drawdown Comparison

The maximum AXR drawdown since its inception was -97.43%, which is greater than FICO's maximum drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for AXR and FICO.


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Drawdown Indicators


AXRFICODifference

Max Drawdown

Largest peak-to-trough decline

-97.43%

-79.26%

-18.17%

Max Drawdown (1Y)

Largest decline over 1 year

-33.12%

-52.12%

+19.00%

Max Drawdown (3Y)

Largest decline over 3 years

-52.34%

-61.28%

+8.94%

Max Drawdown (5Y)

Largest decline over 5 years

-52.34%

-61.28%

+8.94%

Max Drawdown (10Y)

Largest decline over 10 years

-58.88%

-61.28%

+2.40%

Current Drawdown

Current decline from peak

-81.45%

-53.85%

-27.60%

Average Drawdown

Average peak-to-trough decline

-65.96%

-18.05%

-47.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.14%

28.20%

-12.06%

Volatility

AXR vs. FICO - Volatility Comparison

AMREP Corporation (AXR) and Fair Isaac Corporation (FICO) have volatilities of 12.56% and 12.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AXRFICODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.56%

12.86%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

33.28%

39.24%

-5.96%

Volatility (1Y)

Calculated over the trailing 1-year period

46.93%

50.84%

-3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.61%

40.82%

+10.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.59%

38.11%

+10.48%

Dividends

AXR vs. FICO - Dividend Comparison

Neither AXR nor FICO has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AXR
AMREP Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

AXR vs. FICO - Financials Comparison

This section allows you to compare key financial metrics between AMREP Corporation 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00100.00M200.00M300.00M400.00M500.00M600.00M700.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
14.57M
691.68M
(AXR) Total Revenue
(FICO) Total Revenue
Values in USD except per share items

AXR vs. FICO - Profitability Comparison

The chart below illustrates the profitability comparison between AMREP Corporation and Fair Isaac Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
71.5%
86.8%
Portfolio components
AXR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AMREP Corporation reported a gross profit of 10.42M and revenue of 14.57M. Therefore, the gross margin over that period was 71.5%.

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%.

AXR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AMREP Corporation reported an operating income of 3.01M and revenue of 14.57M, resulting in an operating margin of 20.6%.

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%.

AXR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AMREP Corporation reported a net income of 3.15M and revenue of 14.57M, resulting in a net margin of 21.6%.

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


AXR and FICO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FICO has higher volatility (12.86%) compared to AXR (12.56%). In terms of maximum drawdown, AXR dropped -97.43% vs FICO's -79.26%.

AXR currently has the higher Sharpe Ratio (0.46 vs -0.82), 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.

Portfolio Optimizer

Find the right allocation for AXR and FICO

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