CNSWF vs. FICO
CNSWF (Constellation Software Inc) and FICO (Fair Isaac Corporation) are both stocks. Both operate in the Software - Application industry within the Technology sector. Over the past 10 years, CNSWF returned 18.23%/yr vs 26.01%/yr for FICO. At a 0.28 correlation, their price movements are largely independent.
Performance
CNSWF vs. FICO - Performance Comparison
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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%
CNSWF vs. FICO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
CNSWF:
$41.68B
FICO:
$26.11B
CNSWF:
$34.82
FICO:
$31.51
CNSWF:
56.48
FICO:
34.89
CNSWF:
2.99
FICO:
1.85
CNSWF:
3.44
FICO:
11.75
CNSWF:
$12.11B
FICO:
$2.26B
CNSWF:
$4.15B
FICO:
$1.90B
CNSWF:
$2.77B
FICO:
$1.16B
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Return for Risk
CNSWF vs. FICO — Risk / Return Rank
CNSWF
FICO
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.
| CNSWF | FICO | Difference | |
|---|---|---|---|
| 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 |
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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
| CNSWF | FICO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -46.92% | -53.85% | +6.93% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -18.05% | +11.09% |
Ulcer IndexDepth 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
| CNSWF | FICO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Total Revenue: Total amount of money received from sales and other business activities
CNSWF vs. FICO - Profitability Comparison
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.
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