FICO vs. AMD
FICO (Fair Isaac Corporation) and AMD (Advanced Micro Devices, Inc.) are both stocks. Both are in the Technology sector — FICO in Software - Application, AMD in Semiconductors. Over the past 10 years, FICO returned 23.80%/yr vs 53.56%/yr for AMD. Their 0.26 correlation means their historical movements had little consistent relationship.
Performance
FICO vs. AMD - Performance Comparison
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Returns By Period
In the year-to-date period, FICO achieves a -35.43% return, which is significantly lower than AMD's 125.09% return. Over the past 10 years, FICO has underperformed AMD with an annualized return of 23.80%, while AMD has yielded a comparatively higher 53.56% annualized return.
FICO
- 1D
- 4.26%
- 1M
- -15.15%
- 6M
- -21.29%
- YTD
- -35.43%
- 1Y
- -18.73%
- 3Y*
- 9.08%
- 5Y*
- 17.98%
- 10Y*
- 23.80%
- ALL TIME*
- 20.01%
AMD
- 1D
- -7.04%
- 1M
- -12.68%
- 6M
- 140.80%
- YTD
- 125.09%
- 1Y
- 176.55%
- 3Y*
- 60.86%
- 5Y*
- 34.35%
- 10Y*
- 53.56%
- ALL TIME*
- 9.62%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $16.60B | $14.95B | $15.79B | |
| $560.10M | $412.51M | $397.70M |
FICO vs. AMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FICO Fair Isaac Corporation | -35.43% | -15.08% | 71.04% | 94.46% | 38.03% | -15.14% | 36.39% | 100.36% | 22.06% | 28.52% |
AMD Advanced Micro Devices, Inc. | 125.09% | 77.30% | -18.06% | 127.59% | -54.99% | 56.91% | 99.98% | 148.43% | 79.57% | -9.35% |
Correlation
The correlation between FICO and AMD is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.27 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 1992 | 0.26 |
The correlation between FICO and AMD shifts across timeframes, from -0.16 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
FICO:
$23.57B
AMD:
$786.03B
FICO:
$34.47
AMD:
$3.90
FICO:
31.66
AMD:
123.53
FICO:
1.68
AMD:
3.30
FICO:
10.78
AMD:
19.24
FICO:
$2.39B
AMD:
$41.31B
FICO:
$2.04B
AMD:
$21.98B
FICO:
$1.25B
AMD:
$9.05B
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Return for Risk
FICO vs. AMD — Risk / Return Rank
FICO
AMD
FICO vs. AMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and Advanced Micro Devices, Inc. (AMD). 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.
| FICO | AMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.82 | ||
| Sortino ratioReturn per unit of downside risk | -3.17 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.37 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 6.40 | -6.77 |
| Martin ratioReturn relative to average drawdown | -0.68 | 12.61 | -13.30 |
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Drawdowns
FICO vs. AMD - Drawdown Comparison
The maximum FICO drawdown since its inception was -79.26%, smaller than the maximum AMD drawdown of -96.59%. Use the drawdown chart below to compare losses from any high point for FICO and AMD.
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Drawdown Indicators
| FICO | AMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.26% | -96.59% | +17.33% |
Max Drawdown (1Y)Largest decline over 1 year | -50.93% | -27.76% | -23.17% |
Max Drawdown (3Y)Largest decline over 3 years | -61.28% | -63.00% | +1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -61.28% | -65.45% | +4.17% |
Max Drawdown (10Y)Largest decline over 10 years | -61.28% | -65.45% | +4.17% |
Current DrawdownCurrent decline from peak | -54.18% | -17.02% | -37.16% |
Average DrawdownAverage peak-to-trough decline | -18.16% | -56.49% | +38.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.43% | 14.06% | +13.37% |
Volatility
FICO vs. AMD - Volatility Comparison
Fair Isaac Corporation (FICO) and Advanced Micro Devices, Inc. (AMD) have volatilities of 23.27% and 24.48%, 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
| FICO | AMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.27% | 24.48% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 44.17% | 56.48% | -12.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.63% | 71.92% | -18.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.96% | 57.01% | -15.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.61% | 57.06% | -18.45% |
Dividends
FICO vs. AMD - Dividend Comparison
Neither FICO nor AMD has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | 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
FICO vs. AMD - Financials Comparison
This section allows you to compare key financial metrics between Fair Isaac Corporation and Advanced Micro Devices, Inc.. 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
FICO vs. AMD - Profitability Comparison
FICO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Fair Isaac Corporation reported a gross profit of 587.17M and revenue of 674.19M. Therefore, the gross margin over that period was 87.1%.
AMD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Advanced Micro Devices, Inc. reported a gross profit of 6.20B and revenue of 11.54B. Therefore, the gross margin over that period was 53.8%.
FICO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Fair Isaac Corporation reported an operating income of 362.63M and revenue of 674.19M, resulting in an operating margin of 53.8%.
AMD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Advanced Micro Devices, Inc. reported an operating income of 1.99B and revenue of 11.54B, resulting in an operating margin of 17.3%.
FICO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Fair Isaac Corporation reported a net income of 237.17M and revenue of 674.19M, resulting in a net margin of 35.2%.
AMD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Advanced Micro Devices, Inc. reported a net income of 2.30B and revenue of 11.54B, resulting in a net margin of 19.9%.
Frequently Asked Questions
FICO and AMD have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMD has higher volatility (24.48%) compared to FICO (23.27%). In terms of maximum drawdown, FICO dropped -79.26% vs AMD's -96.59%.
AMD currently has the higher Sharpe Ratio (2.47 vs -0.35), 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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