AZO vs. FICO
Compare and contrast key facts about AutoZone, Inc. (AZO) and Fair Isaac Corporation (FICO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AZO or FICO.
Key characteristics
| AZO | FICO | |
|---|---|---|
| YTD Return | 22.14% | 75.17% |
| 1Y Return | 20.10% | 122.91% |
| 3Y Return (Ann) | 21.61% | 70.21% |
| 5Y Return (Ann) | 23.32% | 46.66% |
| 10Y Return (Ann) | 19.88% | 43.36% |
| Sharpe Ratio | 0.92 | 4.00 |
| Sortino Ratio | 1.34 | 4.02 |
| Omega Ratio | 1.17 | 1.60 |
| Calmar Ratio | 1.24 | 7.27 |
| Martin Ratio | 2.95 | 23.64 |
| Ulcer Index | 6.49% | 5.16% |
| Daily Std Dev | 20.83% | 30.48% |
| Max Drawdown | -46.33% | -79.26% |
| Current Drawdown | -2.51% | -1.45% |
Fundamentals
| AZO | FICO | |
|---|---|---|
| Market Cap | $53.45B | $49.99B |
| EPS | $149.55 | $19.08 |
| PE Ratio | 21.12 | 106.86 |
| PEG Ratio | 1.51 | 1.91 |
| Total Revenue (TTM) | $18.49B | $1.26B |
| Gross Profit (TTM) | $9.82B | $1.00B |
| EBITDA (TTM) | $4.17B | $549.86M |
Correlation
The correlation between AZO and FICO is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AZO vs. FICO - Performance Comparison
In the year-to-date period, AZO achieves a 22.14% return, which is significantly lower than FICO's 75.17% return. Over the past 10 years, AZO has underperformed FICO with an annualized return of 19.88%, while FICO has yielded a comparatively higher 43.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AZO vs. FICO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AutoZone, Inc. (AZO) 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.
Dividends
AZO vs. FICO - Dividend Comparison
Neither AZO nor FICO has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZO AutoZone, Inc. | 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% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
Drawdowns
AZO vs. FICO - Drawdown Comparison
The maximum AZO drawdown since its inception was -46.33%, smaller than the maximum FICO drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for AZO and FICO. For additional features, visit the drawdowns tool.
Volatility
AZO vs. FICO - Volatility Comparison
AutoZone, Inc. (AZO) and Fair Isaac Corporation (FICO) have volatilities of 6.30% and 6.01%, 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.
Financials
AZO vs. FICO - Financials Comparison
This section allows you to compare key financial metrics between AutoZone, Inc. 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