FICO vs. ^GSPC
Compare and contrast key facts about Fair Isaac Corporation (FICO) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FICO or ^GSPC.
Correlation
The correlation between FICO and ^GSPC is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FICO vs. ^GSPC - Performance Comparison
Key characteristics
FICO:
1.73
^GSPC:
2.06
FICO:
2.21
^GSPC:
2.74
FICO:
1.30
^GSPC:
1.38
FICO:
2.69
^GSPC:
3.13
FICO:
7.87
^GSPC:
12.84
FICO:
6.92%
^GSPC:
2.07%
FICO:
31.53%
^GSPC:
12.87%
FICO:
-79.26%
^GSPC:
-56.78%
FICO:
-20.23%
^GSPC:
-1.54%
Returns By Period
In the year-to-date period, FICO achieves a -4.54% return, which is significantly lower than ^GSPC's 1.96% return. Over the past 10 years, FICO has outperformed ^GSPC with an annualized return of 37.74%, while ^GSPC has yielded a comparatively lower 11.46% annualized return.
FICO
-4.54%
-7.06%
19.47%
50.81%
36.34%
37.74%
^GSPC
1.96%
2.21%
8.93%
23.90%
12.52%
11.46%
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Risk-Adjusted Performance
FICO vs. ^GSPC — Risk-Adjusted Performance Rank
FICO
^GSPC
FICO vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and S&P 500 (^GSPC). 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.
Drawdowns
FICO vs. ^GSPC - Drawdown Comparison
The maximum FICO drawdown since its inception was -79.26%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FICO and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
FICO vs. ^GSPC - Volatility Comparison
Fair Isaac Corporation (FICO) has a higher volatility of 9.27% compared to S&P 500 (^GSPC) at 5.07%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.