DKS vs. FICO
DKS (DICK'S Sporting Goods, Inc.) and FICO (Fair Isaac Corporation) are both stocks. DKS operates in Specialty Retail (Consumer Cyclical), while FICO operates in Software - Application (Technology). Over the past 10 years, DKS returned 21.90%/yr vs 26.62%/yr for FICO. At a 0.31 correlation, their price movements are largely independent.
Performance
DKS vs. FICO - Performance Comparison
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Returns By Period
In the year-to-date period, DKS achieves a 12.99% return, which is significantly higher than FICO's -30.25% return. Over the past 10 years, DKS has underperformed FICO with an annualized return of 21.90%, while FICO has yielded a comparatively higher 26.62% annualized return.
DKS
- 1D
- -0.77%
- 1M
- 2.66%
- YTD
- 12.99%
- 6M
- 4.67%
- 1Y
- 27.95%
- 3Y*
- 21.00%
- 5Y*
- 20.82%
- 10Y*
- 21.90%
FICO
- 1D
- -0.52%
- 1M
- 7.34%
- YTD
- -30.25%
- 6M
- -36.09%
- 1Y
- -33.92%
- 3Y*
- 13.73%
- 5Y*
- 18.49%
- 10Y*
- 26.62%
DKS vs. FICO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DKS DICK'S Sporting Goods, Inc. | 12.99% | -11.45% | 58.91% | 25.94% | 6.61% | 116.67% | 17.94% | 63.22% | 11.35% | -44.79% |
FICO Fair Isaac Corporation | -30.25% | -15.08% | 71.04% | 94.46% | 38.03% | -15.14% | 36.39% | 100.36% | 22.06% | 28.52% |
Correlation
The correlation between DKS and FICO is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2002 | 0.31 |
Over the past year, the correlation between DKS and FICO has dropped to 0.01 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
DKS:
$19.98B
FICO:
$28.00B
DKS:
$3.67K
FICO:
$31.51
DKS:
0.06
FICO:
37.43
DKS:
0.00
FICO:
12.60
DKS:
$5.18T
FICO:
$2.26B
DKS:
$1.69T
FICO:
$1.90B
DKS:
$451.62B
FICO:
$1.16B
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Return for Risk
DKS vs. FICO — Risk / Return Rank
DKS
FICO
DKS vs. FICO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DICK'S Sporting Goods, Inc. (DKS) 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.
| DKS | FICO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.33 | ||
| Sortino ratioReturn per unit of downside risk | +1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.90 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | -0.65 | +1.87 |
| Martin ratioReturn relative to average drawdown | 2.81 | -1.24 | +4.05 |
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Drawdowns
DKS vs. FICO - Drawdown Comparison
The maximum DKS drawdown since its inception was -73.33%, smaller than the maximum FICO drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for DKS and FICO.
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Drawdown Indicators
| DKS | FICO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.33% | -79.26% | +5.93% |
Max Drawdown (1Y)Largest decline over 1 year | -19.37% | -52.12% | +32.75% |
Max Drawdown (3Y)Largest decline over 3 years | -32.73% | -61.28% | +28.55% |
Max Drawdown (5Y)Largest decline over 5 years | -48.79% | -61.28% | +12.49% |
Max Drawdown (10Y)Largest decline over 10 years | -70.82% | -61.28% | -9.54% |
Current DrawdownCurrent decline from peak | -8.44% | -50.50% | +42.06% |
Average DrawdownAverage peak-to-trough decline | -17.96% | -18.03% | +0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.38% | 27.47% | -19.09% |
Volatility
DKS vs. FICO - Volatility Comparison
DICK'S Sporting Goods, Inc. (DKS) and Fair Isaac Corporation (FICO) have volatilities of 13.99% and 14.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DKS | FICO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.99% | 14.33% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 24.66% | 39.21% | -14.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.97% | 50.67% | -14.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.53% | 40.73% | +2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.34% | 38.07% | +7.27% |
Dividends
DKS vs. FICO - Dividend Comparison
DKS's dividend yield for the trailing twelve months is around 2.78%, while FICO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DKS DICK'S Sporting Goods, Inc. | 2.23% | 2.45% | 1.92% | 2.72% | 1.62% | 6.17% | 2.22% | 2.22% | 2.88% | 2.37% | 1.14% | 1.56% |
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
DKS vs. FICO - Financials Comparison
This section allows you to compare key financial metrics between DICK'S Sporting Goods, 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
DKS vs. FICO - Profitability Comparison
DKS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DICK'S Sporting Goods, Inc. reported a gross profit of 1.68T and revenue of 5.16T. Therefore, the gross margin over that period was 32.6%.
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%.
DKS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DICK'S Sporting Goods, Inc. reported an operating income of 450.65B and revenue of 5.16T, resulting in an operating margin of 8.7%.
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%.
DKS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DICK'S Sporting Goods, Inc. reported a net income of 319.82B and revenue of 5.16T, resulting in a net margin of 6.2%.
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
DKS and FICO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FICO has higher volatility (14.33%) compared to DKS (13.99%). In terms of maximum drawdown, DKS dropped -73.33% vs FICO's -79.26%.
DKS currently has the higher Sharpe Ratio (0.65 vs -0.67), 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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