FICO vs. AVGO
Compare and contrast key facts about Fair Isaac Corporation (FICO) and Broadcom Inc. (AVGO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FICO or AVGO.
Performance
FICO vs. AVGO - Performance Comparison
Returns By Period
In the year-to-date period, FICO achieves a 98.05% return, which is significantly higher than AVGO's 49.26% return. Over the past 10 years, FICO has outperformed AVGO with an annualized return of 41.58%, while AVGO has yielded a comparatively lower 37.38% annualized return.
FICO
98.05%
16.82%
63.34%
121.18%
45.34%
41.58%
AVGO
49.26%
-8.37%
18.91%
71.19%
43.36%
37.38%
Fundamentals
| FICO | AVGO | |
|---|---|---|
| Market Cap | $57.17B | $823.05B |
| EPS | $20.45 | $1.23 |
| PE Ratio | 114.82 | 143.27 |
| PEG Ratio | 2.22 | 1.26 |
| Total Revenue (TTM) | $1.72B | $37.52B |
| Gross Profit (TTM) | $1.37B | $21.28B |
| EBITDA (TTM) | $747.03M | $17.73B |
Key characteristics
| FICO | AVGO | |
|---|---|---|
| Sharpe Ratio | 4.07 | 1.56 |
| Sortino Ratio | 4.27 | 2.22 |
| Omega Ratio | 1.62 | 1.28 |
| Calmar Ratio | 7.32 | 2.84 |
| Martin Ratio | 24.51 | 8.60 |
| Ulcer Index | 5.02% | 8.33% |
| Daily Std Dev | 30.24% | 45.96% |
| Max Drawdown | -79.26% | -48.30% |
| Current Drawdown | -1.90% | -11.35% |
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Correlation
The correlation between FICO and AVGO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
FICO vs. AVGO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and Broadcom Inc. (AVGO). 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.
Dividends
FICO vs. AVGO - Dividend Comparison
FICO has not paid dividends to shareholders, while AVGO's dividend yield for the trailing twelve months is around 1.28%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
AVGO Broadcom Inc. | 1.28% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
Drawdowns
FICO vs. AVGO - Drawdown Comparison
The maximum FICO drawdown since its inception was -79.26%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for FICO and AVGO. For additional features, visit the drawdowns tool.
Volatility
FICO vs. AVGO - Volatility Comparison
Fair Isaac Corporation (FICO) and Broadcom Inc. (AVGO) have volatilities of 9.76% and 10.08%, 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.
Financials
FICO vs. AVGO - Financials Comparison
This section allows you to compare key financial metrics between Fair Isaac Corporation and Broadcom 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