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

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.

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Returns By Period

In the year-to-date period, BRBR achieves a -53.65% return, which is significantly lower than FICO's -33.58% return.


BRBR

1D
-5.78%
1M
-10.61%
6M
-50.18%
YTD
-53.65%
1Y
-77.10%
3Y*
-29.85%
5Y*
-17.83%
10Y*
ALL TIME*
-3.34%

FICO

1D
-1.45%
1M
-11.63%
6M
-23.25%
YTD
-33.58%
1Y
-18.69%
3Y*
10.62%
5Y*
16.47%
10Y*
24.21%
ALL TIME*
20.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$47.07M$53.07M$62.29M
$482.91M$385.62M$388.77M

BRBR vs. FICO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BRBR
BellRing Brands, Inc.
-53.65%-64.52%35.92%116.19%-10.13%17.36%14.19%36.47%
FICO
Fair Isaac Corporation
-33.58%-15.08%71.04%94.46%38.03%-15.14%36.39%20.67%

Correlation

The correlation between BRBR and FICO is 0.13, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.13

Correlation (3Y)
Balances recent behavior with more history.

0.26

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.28

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2019

0.28

The correlation between BRBR and FICO shifts across timeframes, from 0.13 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BRBR:

$1.44B

FICO:

$24.25B

EPS

BRBR:

$0.66

FICO:

$34.47

PE Ratio

BRBR:

18.65

FICO:

32.58

PEG Ratio

BRBR:

4.60

FICO:

1.73

PS Ratio

BRBR:

0.64

FICO:

11.09

Total Revenue (TTM)

BRBR:

$2.33B

FICO:

$2.39B

Gross Profit (TTM)

BRBR:

$703.50M

FICO:

$2.04B

EBITDA (TTM)

BRBR:

$287.10M

FICO:

$1.25B

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Return for Risk

BRBR vs. FICO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BRBR
BRBR Risk / Return Rank: 66
Overall Rank
BRBR Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BRBR Sortino Ratio Rank: 55
Sortino Ratio Rank
BRBR Omega Ratio Rank: 22
Omega Ratio Rank
BRBR Calmar Ratio Rank: 77
Calmar Ratio Rank
BRBR Martin Ratio Rank: 1212
Martin Ratio Rank

FICO
FICO Risk / Return Rank: 2727
Overall Rank
FICO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FICO Sortino Ratio Rank: 2727
Sortino Ratio Rank
FICO Omega Ratio Rank: 2626
Omega Ratio Rank
FICO Calmar Ratio Rank: 3030
Calmar Ratio Rank
FICO Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BRBR vs. FICO - Risk-Adjusted Trends 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.

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.


BRBRFICODifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

0.73

0.96

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.91

-0.43

-0.48

Martin ratioReturn relative to average drawdown

-1.29

-0.81

-0.48

BRBR vs. FICO - Sharpe Ratio Comparison

The current BRBR Sharpe Ratio is -1.01, which is lower than the FICO Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of BRBR 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

BRBR vs. FICO - Drawdown Comparison

The maximum BRBR drawdown since its inception was -90.05%, which is greater than FICO's maximum drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for BRBR and FICO.


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Drawdown Indicators


BRBRFICODifference

Max Drawdown

Largest peak-to-trough decline

-90.05%

-79.26%

-10.79%

Max Drawdown (1Y)

Largest decline over 1 year

-85.40%

-50.93%

-34.47%

Max Drawdown (3Y)

Largest decline over 3 years

-90.05%

-61.28%

-28.77%

Max Drawdown (5Y)

Largest decline over 5 years

-90.05%

-61.28%

-28.77%

Max Drawdown (10Y)

Largest decline over 10 years

-61.28%

Current Drawdown

Current decline from peak

-84.39%

-52.86%

-31.53%

Average Drawdown

Average peak-to-trough decline

-20.92%

-18.15%

-2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

60.01%

27.05%

+32.96%

Volatility

BRBR vs. FICO - Volatility Comparison

The current volatility for BellRing Brands, Inc. (BRBR) is 16.37%, while Fair Isaac Corporation (FICO) has a volatility of 22.66%. 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.


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Volatility by Period


BRBRFICODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.37%

22.66%

-6.29%

Volatility (6M)

Calculated over the trailing 6-month period

66.13%

44.32%

+21.81%

Volatility (1Y)

Calculated over the trailing 1-year period

76.84%

53.50%

+23.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.24%

41.84%

+6.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.21%

38.52%

+8.69%

Dividends

BRBR vs. FICO - Dividend Comparison

Neither BRBR nor FICO has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.01%0.07%0.08%

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

BRBR vs. FICO - Profitability Comparison

The chart below illustrates the profitability comparison between BellRing Brands, Inc. 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

BRBR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, BellRing Brands, Inc. reported a gross profit of 164.20M and revenue of 598.70M. Therefore, the gross margin over that period was 27.4%.

FICO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Fair Isaac Corporation reported a gross profit of 587.17M and revenue of 674.19M. Therefore, the gross margin over that period was 87.1%.

BRBR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, BellRing Brands, Inc. reported an operating income of 66.00M and revenue of 598.70M, resulting in an operating margin of 11.0%.

FICO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Fair Isaac Corporation reported an operating income of 362.63M and revenue of 674.19M, resulting in an operating margin of 53.8%.

BRBR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, BellRing Brands, Inc. reported a net income of -43.70M and revenue of 598.70M, resulting in a net margin of -7.3%.

FICO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Fair Isaac Corporation reported a net income of 237.17M and revenue of 674.19M, resulting in a net margin of 35.2%.


Frequently Asked Questions


BRBR and FICO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FICO has higher volatility (22.66%) compared to BRBR (16.37%). In terms of maximum drawdown, BRBR dropped -90.05% vs FICO's -79.26%.

FICO currently has the higher Sharpe Ratio (-0.41 vs -1.01), 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

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