CHG.DE vs. FICO
CHG.DE (Chapters Group AG) and FICO (Fair Isaac Corporation) are both stocks. Both are in the Technology sector — CHG.DE in Information Technology Services, FICO in Software - Application. Over the past 10 years, CHG.DE returned 27.71%/yr vs 26.13%/yr for FICO. At a 0.02 correlation, their price movements are largely independent.
Performance
CHG.DE vs. FICO - Performance Comparison
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Different Trading Currencies
CHG.DE is traded in EUR, while FICO is traded in USD. To make them comparable, the FICO values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CHG.DE achieves a -23.13% return, which is significantly higher than FICO's -29.69% return. Over the past 10 years, CHG.DE has outperformed FICO with an annualized return of 27.71%, while FICO has yielded a comparatively lower 26.13% annualized return.
CHG.DE
- 1D
- -0.31%
- 1M
- 4.59%
- YTD
- -23.13%
- 6M
- -13.55%
- 1Y
- -24.94%
- 3Y*
- 30.06%
- 5Y*
- 45.07%
- 10Y*
- 27.71%
FICO
- 1D
- -5.95%
- 1M
- 11.61%
- YTD
- -29.69%
- 6M
- -32.98%
- 1Y
- -33.89%
- 3Y*
- 11.07%
- 5Y*
- 20.21%
- 10Y*
- 26.13%
CHG.DE vs. FICO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHG.DE Chapters Group AG | -23.13% | 63.39% | 38.80% | 31.65% | 3.20% | 200.85% | -8.04% | -5.65% | 105.31% | 3.80% |
FICO Fair Isaac Corporation | -29.69% | -25.16% | 82.33% | 88.63% | 46.58% | -8.79% | 25.15% | 104.89% | 27.79% | 12.73% |
Correlation
The correlation between CHG.DE and FICO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2012 | 0.02 |
The correlation between CHG.DE and FICO shifts across timeframes, from 0.02 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CHG.DE vs. FICO — Risk / Return Rank
CHG.DE
FICO
CHG.DE vs. FICO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chapters Group AG (CHG.DE) 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.
| CHG.DE | FICO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.90 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | -0.65 | +0.12 |
| Martin ratioReturn relative to average drawdown | -0.95 | -1.25 | +0.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHG.DE | FICO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.56 | -0.68 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.51 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.69 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.56 | +0.17 |
Drawdowns
CHG.DE vs. FICO - Drawdown Comparison
The maximum CHG.DE drawdown since its inception was -53.52%, smaller than the maximum FICO drawdown of -71.48%. Use the drawdown chart below to compare losses from any high point for CHG.DE and FICO.
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Drawdown Indicators
| CHG.DE | FICO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.52% | -71.48% | +17.96% |
Max Drawdown (1Y)Largest decline over 1 year | -47.01% | -52.58% | +5.57% |
Max Drawdown (3Y)Largest decline over 3 years | -47.01% | -65.37% | +18.36% |
Max Drawdown (5Y)Largest decline over 5 years | -47.01% | -65.37% | +18.36% |
Max Drawdown (10Y)Largest decline over 10 years | -53.52% | -65.37% | +11.85% |
Current DrawdownCurrent decline from peak | -34.23% | -55.45% | +21.22% |
Average DrawdownAverage peak-to-trough decline | -15.69% | -16.25% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.09% | 27.05% | -0.96% |
Volatility
CHG.DE vs. FICO - Volatility Comparison
The current volatility for Chapters Group AG (CHG.DE) is 9.69%, while Fair Isaac Corporation (FICO) has a volatility of 13.95%. This indicates that CHG.DE 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
| CHG.DE | FICO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.69% | 13.95% | -4.26% |
Volatility (6M)Calculated over the trailing 6-month period | 34.50% | 39.06% | -4.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.71% | 50.38% | -5.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.19% | 40.16% | +3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.93% | 38.07% | +2.86% |
Dividends
CHG.DE vs. FICO - Dividend Comparison
Neither CHG.DE nor FICO has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHG.DE Chapters Group AG | 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
CHG.DE vs. FICO - Financials Comparison
This section allows you to compare key financial metrics between Chapters Group AG 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
Frequently Asked Questions
CHG.DE and FICO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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