AZO vs. FICO
AZO (AutoZone, Inc.) and FICO (Fair Isaac Corporation) are both stocks. AZO operates in Specialty Retail (Consumer Cyclical), while FICO operates in Software - Application (Technology). Over the past 10 years, AZO returned 14.38%/yr vs 26.58%/yr for FICO. Their 0.23 correlation means their historical movements had little consistent relationship.
Performance
AZO vs. FICO - Performance Comparison
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Returns By Period
In the year-to-date period, AZO achieves a -8.04% return, which is significantly higher than FICO's -20.96% return. Over the past 10 years, AZO has underperformed FICO with an annualized return of 14.38%, while FICO has yielded a comparatively higher 26.58% annualized return.
AZO
- 1D
- 1.42%
- 1M
- -0.32%
- 6M
- -17.93%
- YTD
- -8.04%
- 1Y
- -17.85%
- 3Y*
- 7.97%
- 5Y*
- 13.91%
- 10Y*
- 14.38%
- ALL TIME*
- 18.91%
FICO
- 1D
- 4.35%
- 1M
- 12.97%
- 6M
- -13.51%
- YTD
- -20.96%
- 1Y
- -11.73%
- 3Y*
- 17.44%
- 5Y*
- 20.42%
- 10Y*
- 26.58%
- ALL TIME*
- 20.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $441.98M | $761.92M | $1.15B | |
| $288.78M | $298.42M | $364.47M |
AZO vs. FICO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AZO AutoZone, Inc. | -8.04% | 5.92% | 23.84% | 4.84% | 17.64% | 76.84% | -0.49% | 42.10% | 17.85% | -9.93% |
FICO Fair Isaac Corporation | -20.96% | -15.08% | 71.04% | 94.46% | 38.03% | -15.14% | 36.39% | 100.36% | 22.06% | 28.52% |
Correlation
The correlation between AZO and FICO is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.24 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 1992 | 0.23 |
The correlation between AZO and FICO shifts across timeframes, from 0.10 (1 year) to 0.24 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
AZO:
$50.92B
FICO:
$30.99B
AZO:
$145.27
FICO:
$31.71
AZO:
21.47
FICO:
42.14
AZO:
1.86
FICO:
2.24
AZO:
2.66
FICO:
14.19
AZO:
$19.99B
FICO:
$2.26B
AZO:
$10.34B
FICO:
$1.90B
AZO:
$4.26B
FICO:
$1.16B
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Return for Risk
AZO vs. FICO — Risk / Return Rank
AZO
FICO
AZO vs. FICO - Risk-Adjusted Trends 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.
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.
| AZO | FICO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.00 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | -0.23 | -0.31 |
| Martin ratioReturn relative to average drawdown | -0.96 | -0.44 | -0.53 |
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Drawdowns
AZO vs. FICO - Drawdown Comparison
The maximum AZO drawdown since its inception was -46.32%, 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.
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Drawdown Indicators
| AZO | FICO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.32% | -79.26% | +32.94% |
Max Drawdown (1Y)Largest decline over 1 year | -32.86% | -50.93% | +18.07% |
Max Drawdown (3Y)Largest decline over 3 years | -32.86% | -61.28% | +28.42% |
Max Drawdown (5Y)Largest decline over 5 years | -32.86% | -61.28% | +28.42% |
Max Drawdown (10Y)Largest decline over 10 years | -42.14% | -61.28% | +19.14% |
Current DrawdownCurrent decline from peak | -28.38% | -43.91% | +15.53% |
Average DrawdownAverage peak-to-trough decline | -10.95% | -18.14% | +7.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.58% | 26.89% | -8.31% |
Volatility
AZO vs. FICO - Volatility Comparison
The current volatility for AutoZone, Inc. (AZO) is 11.02%, while Fair Isaac Corporation (FICO) has a volatility of 11.71%. This indicates that AZO experiences smaller price fluctuations and is considered to be less risky 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
| AZO | FICO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.02% | 11.71% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 23.66% | 40.17% | -16.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.77% | 50.67% | -21.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.93% | 41.12% | -16.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.72% | 38.15% | -11.43% |
Dividends
AZO vs. FICO - Dividend Comparison
Neither AZO nor FICO has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% |
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
AZO vs. FICO - Profitability Comparison
AZO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, AutoZone, Inc. reported a gross profit of 2.52B and revenue of 4.84B. Therefore, the gross margin over that period was 52.2%.
FICO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
AZO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, AutoZone, Inc. reported an operating income of 923.76M and revenue of 4.84B, resulting in an operating margin of 19.1%.
FICO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Fair Isaac Corporation reported an operating income of 402.47M and revenue of 691.68M, resulting in an operating margin of 58.2%.
AZO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, AutoZone, Inc. reported a net income of 641.49M and revenue of 4.84B, resulting in a net margin of 13.3%.
FICO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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
AZO and FICO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FICO has higher volatility (11.71%) compared to AZO (11.02%). In terms of maximum drawdown, AZO dropped -46.32% vs FICO's -79.26%.
FICO currently has the higher Sharpe Ratio (-0.23 vs -0.62), 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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