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

Performance

CNSWF vs. FICO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Constellation Software Inc (CNSWF) 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, CNSWF achieves a -18.00% return, which is significantly higher than FICO's -34.97% return. Over the past 10 years, CNSWF has underperformed FICO with an annualized return of 18.23%, while FICO has yielded a comparatively higher 26.01% annualized return.


CNSWF

1D
2.97%
1M
-0.17%
YTD
-18.00%
6M
-18.95%
1Y
-44.66%
3Y*
-0.53%
5Y*
5.28%
10Y*
18.23%

FICO

1D
0.78%
1M
-11.33%
YTD
-34.97%
6M
-36.29%
1Y
-41.56%
3Y*
12.31%
5Y*
17.02%
10Y*
26.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNSWF vs. FICO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNSWF
Constellation Software Inc
-18.00%-22.46%24.90%59.77%-15.99%43.09%34.48%53.34%6.04%33.51%
FICO
Fair Isaac Corporation
-34.97%-15.08%71.04%94.46%38.03%-15.14%36.39%100.36%22.06%28.52%

Correlation

The correlation between CNSWF and FICO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2007

0.28

The correlation between CNSWF and FICO shifts across timeframes, from 0.28 (all time) to 0.39 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CNSWF:

$41.68B

FICO:

$26.11B

EPS

CNSWF:

$34.82

FICO:

$31.51

PE Ratio

CNSWF:

56.48

FICO:

34.89

PEG Ratio

CNSWF:

2.99

FICO:

1.85

PS Ratio

CNSWF:

3.44

FICO:

11.75

Total Revenue (TTM)

CNSWF:

$12.11B

FICO:

$2.26B

Gross Profit (TTM)

CNSWF:

$4.15B

FICO:

$1.90B

EBITDA (TTM)

CNSWF:

$2.77B

FICO:

$1.16B

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Return for Risk

CNSWF vs. FICO — Risk / Return Rank

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

CNSWF
CNSWF Risk / Return Rank: 88
Overall Rank
CNSWF Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CNSWF Sortino Ratio Rank: 55
Sortino Ratio Rank
CNSWF Omega Ratio Rank: 77
Omega Ratio Rank
CNSWF Calmar Ratio Rank: 1111
Calmar Ratio Rank
CNSWF Martin Ratio Rank: 1515
Martin Ratio Rank

FICO
FICO Risk / Return Rank: 1010
Overall Rank
FICO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FICO Sortino Ratio Rank: 1111
Sortino Ratio Rank
FICO Omega Ratio Rank: 1111
Omega Ratio Rank
FICO Calmar Ratio Rank: 1212
Calmar Ratio Rank
FICO Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CNSWF vs. FICO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Constellation Software Inc (CNSWF) 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.


CNSWFFICODifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

0.82

0.86

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.81

-0.80

-0.01

Martin ratioReturn relative to average drawdown

-1.20

-1.48

+0.27

CNSWF vs. FICO - Sharpe Ratio Comparison

The current CNSWF Sharpe Ratio is -1.07, which is lower than the FICO Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of CNSWF 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

CNSWF vs. FICO - Drawdown Comparison

The maximum CNSWF drawdown since its inception was -55.25%, smaller than the maximum FICO drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for CNSWF and FICO.


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Drawdown Indicators


CNSWFFICODifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-79.26%

+24.01%

Max Drawdown (1Y)

Largest decline over 1 year

-55.12%

-52.12%

-3.00%

Max Drawdown (3Y)

Largest decline over 3 years

-55.25%

-61.28%

+6.03%

Max Drawdown (5Y)

Largest decline over 5 years

-55.25%

-61.28%

+6.03%

Max Drawdown (10Y)

Largest decline over 10 years

-55.25%

-61.28%

+6.03%

Current Drawdown

Current decline from peak

-46.92%

-53.85%

+6.93%

Average Drawdown

Average peak-to-trough decline

-6.96%

-18.05%

+11.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.24%

28.20%

+9.04%

Volatility

CNSWF vs. FICO - Volatility Comparison

Constellation Software Inc (CNSWF) has a higher volatility of 14.32% compared to Fair Isaac Corporation (FICO) at 12.86%. This indicates that CNSWF's price experiences larger fluctuations and is considered to be riskier 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


CNSWFFICODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.32%

12.86%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

34.39%

39.24%

-4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

41.76%

50.84%

-9.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.19%

40.82%

-10.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.99%

38.11%

-9.12%

Dividends

CNSWF vs. FICO - Dividend Comparison

CNSWF's dividend yield for the trailing twelve months is around 0.15%, while FICO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CNSWF
Constellation Software Inc
0.15%0.17%0.13%0.16%0.26%0.22%0.41%0.41%0.63%0.83%1.76%0.96%
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

CNSWF vs. FICO - Financials Comparison

This section allows you to compare key financial metrics between Constellation Software 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


500.00M1.00B1.50B2.00B2.50B3.00B20222023202420252026
3.14B
691.68M
(CNSWF) Total Revenue
(FICO) Total Revenue
Values in USD except per share items

CNSWF vs. FICO - Profitability Comparison

The chart below illustrates the profitability comparison between Constellation Software 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

20.0%30.0%40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
23.4%
86.8%
Portfolio components
CNSWF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Constellation Software Inc reported a gross profit of 733.69M and revenue of 3.14B. Therefore, the gross margin over that period was 23.4%.

FICO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

CNSWF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Constellation Software Inc reported an operating income of 452.64M and revenue of 3.14B, resulting in an operating margin of 14.4%.

FICO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fair Isaac Corporation reported an operating income of 402.47M and revenue of 691.68M, resulting in an operating margin of 58.2%.

CNSWF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Constellation Software Inc reported a net income of 361.92M and revenue of 3.14B, resulting in a net margin of 11.5%.

FICO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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


CNSWF and FICO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CNSWF has higher volatility (14.32%) compared to FICO (12.86%). In terms of maximum drawdown, CNSWF dropped -55.25% vs FICO's -79.26%.

FICO currently has the higher Sharpe Ratio (-0.82 vs -1.07), 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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