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BRBR vs. FICO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BRBR and FICO is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

BRBR vs. FICO - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
353.33%
520.81%
BRBR
FICO

Key characteristics

Sharpe Ratio

BRBR:

1.22

FICO:

1.98

Sortino Ratio

BRBR:

1.72

FICO:

2.51

Omega Ratio

BRBR:

1.22

FICO:

1.34

Calmar Ratio

BRBR:

1.76

FICO:

2.30

Martin Ratio

BRBR:

4.86

FICO:

5.23

Ulcer Index

BRBR:

7.37%

FICO:

13.07%

Daily Std Dev

BRBR:

29.36%

FICO:

34.38%

Max Drawdown

BRBR:

-39.96%

FICO:

-79.26%

Current Drawdown

BRBR:

-5.78%

FICO:

-18.70%

Fundamentals

Market Cap

BRBR:

$9.67B

FICO:

$47.08B

EPS

BRBR:

$2.12

FICO:

$22.34

PE Ratio

BRBR:

34.87

FICO:

86.22

PS Ratio

BRBR:

4.61

FICO:

26.52

PB Ratio

BRBR:

0.00

FICO:

82.33

Total Revenue (TTM)

BRBR:

$1.60B

FICO:

$1.34B

Gross Profit (TTM)

BRBR:

$594.60M

FICO:

$1.08B

EBITDA (TTM)

BRBR:

$343.60M

FICO:

$581.26M

Returns By Period

In the year-to-date period, BRBR achieves a -0.72% return, which is significantly higher than FICO's -2.72% return.


BRBR

YTD

-0.72%

1M

1.73%

6M

14.95%

1Y

34.48%

5Y*

34.57%

10Y*

N/A

FICO

YTD

-2.72%

1M

0.89%

6M

-2.87%

1Y

62.34%

5Y*

45.38%

10Y*

35.90%

*Annualized

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Risk-Adjusted Performance

BRBR vs. FICO — Risk-Adjusted Performance Rank

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

BRBR
The Risk-Adjusted Performance Rank of BRBR is 8686
Overall Rank
The Sharpe Ratio Rank of BRBR is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BRBR is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BRBR is 8080
Omega Ratio Rank
The Calmar Ratio Rank of BRBR is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BRBR is 8787
Martin Ratio Rank

FICO
The Risk-Adjusted Performance Rank of FICO is 9292
Overall Rank
The Sharpe Ratio Rank of FICO is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FICO is 9292
Sortino Ratio Rank
The Omega Ratio Rank of FICO is 9090
Omega Ratio Rank
The Calmar Ratio Rank of FICO is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FICO is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BRBR vs. FICO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BellRing Brands, Inc. (BRBR) 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 chart of Sharpe ratio for BRBR, currently valued at 1.22, compared to the broader market-2.00-1.000.001.002.003.00
BRBR: 1.22
FICO: 1.98
The chart of Sortino ratio for BRBR, currently valued at 1.72, compared to the broader market-6.00-4.00-2.000.002.004.00
BRBR: 1.72
FICO: 2.51
The chart of Omega ratio for BRBR, currently valued at 1.22, compared to the broader market0.501.001.502.00
BRBR: 1.22
FICO: 1.34
The chart of Calmar ratio for BRBR, currently valued at 1.76, compared to the broader market0.001.002.003.004.005.00
BRBR: 1.76
FICO: 2.30
The chart of Martin ratio for BRBR, currently valued at 4.86, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
BRBR: 4.86
FICO: 5.23

The current BRBR Sharpe Ratio is 1.22, which is lower than the FICO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of BRBR 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
1.22
1.98
BRBR
FICO

Dividends

BRBR vs. FICO - Dividend Comparison

Neither BRBR nor FICO has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BRBR
BellRing Brands, 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%0.01%0.07%0.08%0.11%

Drawdowns

BRBR vs. FICO - Drawdown Comparison

The maximum BRBR drawdown since its inception was -39.96%, smaller than the maximum FICO drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for BRBR and FICO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.78%
-18.70%
BRBR
FICO

Volatility

BRBR vs. FICO - Volatility Comparison

The current volatility for BellRing Brands, Inc. (BRBR) is 12.11%, while Fair Isaac Corporation (FICO) has a volatility of 16.06%. This indicates that BRBR 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
12.11%
16.06%
BRBR
FICO

Financials

BRBR vs. FICO - Financials Comparison

This section allows you to compare key financial metrics between BellRing Brands, 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.


Quarterly
Annual

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


Values in USD except per share items