AZO vs. FICO

In the year-to-date period, AZO achieves a 0.81% return, which is significantly higher than FICO's -2.08% return. Over the past 10 years, AZO has underperformed FICO with an annualized return of 18.77%, while FICO has yielded a comparatively higher 38.87% annualized return.

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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.

The current AZO Sharpe Ratio is 1.28, which is lower than the FICO Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of AZO and FICO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither AZO nor FICO has paid dividends to shareholders.

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.

The current volatility for AutoZone, Inc. (AZO) is 5.10%, while Fair Isaac Corporation (FICO) has a volatility of 6.95%. 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.

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.