FICO vs. BLDR

Last updated Jun 9, 2026

FICO (Fair Isaac Corporation) and BLDR (Builders FirstSource, Inc.) are both stocks. FICO operates in Software - Application (Technology), while BLDR operates in Building Products & Equipment (Industrials). Over the past 10 years, FICO returned 26.67%/yr vs 20.07%/yr for BLDR. At a 0.38 correlation, their price movements are largely independent.

Performance

FICO vs. BLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fair Isaac Corporation (FICO) and Builders FirstSource, Inc. (BLDR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with FICO having a -28.59% return and BLDR slightly lower at -28.93%. Over the past 10 years, FICO has outperformed BLDR with an annualized return of 26.67%, while BLDR has yielded a comparatively lower 20.07% annualized return.

FICO

• 1D: 6.16%
• 1M: 7.22%
• YTD: -28.59%
• 6M: -31.42%
• 1Y: -31.98%
• 3Y*: 15.94%
• 5Y*: 19.71%
• 10Y*: 26.67%

BLDR

• 1D: -0.71%
• 1M: -5.53%
• YTD: -28.93%
• 6M: -31.96%
• 1Y: -34.50%
• 3Y*: -15.71%
• 5Y*: 10.81%
• 10Y*: 20.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FICO vs. BLDR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FICO Fair Isaac Corporation	-28.59%	-15.08%	71.04%	94.46%	38.03%	-15.14%	36.39%	100.36%	22.06%	28.52%
BLDR Builders FirstSource, Inc.	-28.93%	-28.01%	-14.38%	157.31%	-24.30%	110.02%	60.61%	132.91%	-49.93%	98.63%

Correlation

The correlation between FICO and BLDR is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (10Y) Calculated over the trailing 10-year period	0.37
Correlation (All Time) Calculated using the full available price history since Jun 29, 2005	0.38

Over the past year, the correlation between FICO and BLDR has dropped to 0.17 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

Fundamentals

Market Cap FICO : $28.67B BLDR : $8.03B
EPS FICO : $31.51 BLDR : $2.63
PE Ratio FICO : 38.32 BLDR : 27.77
PS Ratio FICO : 12.90 BLDR : 0.55
Total Revenue (TTM) FICO : $2.26B BLDR : $14.82B
Gross Profit (TTM) FICO : $1.90B BLDR : $4.43B
EBITDA (TTM) FICO : $1.16B BLDR : $1.06B

Return for Risk

FICO vs. BLDR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FICO

FICO Risk / Return Rank: 17
FICO Sharpe Ratio Rank: 15
FICO Sortino Ratio Rank: 17
FICO Omega Ratio Rank: 16
FICO Calmar Ratio Rank: 19
FICO Martin Ratio Rank: 16

BLDR

BLDR Risk / Return Rank: 14
BLDR Sharpe Ratio Rank: 11
BLDR Sortino Ratio Rank: 12
BLDR Omega Ratio Rank: 15
BLDR Calmar Ratio Rank: 19
BLDR Martin Ratio Rank: 15

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FICO vs. BLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and Builders FirstSource, Inc. (BLDR). 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.

	FICO	BLDR	Difference
Sharpe ratio: Return per unit of total volatility	-0.63	-0.72	+0.09
Sortino ratio: Return per unit of downside risk	-0.69	-1.01	+0.33
Omega ratio: Gain probability vs. loss probability	0.91	0.90	+0.01
Calmar ratio: Return relative to maximum drawdown	-0.62	-0.62	+0.01
Martin ratio: Return relative to average drawdown	-1.18	-1.21	+0.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FICO vs. BLDR - Sharpe Ratio Comparison

The current FICO Sharpe Ratio is -0.63, which is comparable to the BLDR Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of FICO and BLDR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FICO	BLDR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.63	-0.72	+0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.24	+0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	0.42	+0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.11	+0.38

Drawdowns

FICO vs. BLDR - Drawdown Comparison

The maximum FICO drawdown since its inception was -79.26%, smaller than the maximum BLDR drawdown of -96.78%. Use the drawdown chart below to compare losses from any high point for FICO and BLDR.

Drawdown Indicators

	FICO	BLDR	Difference
Max Drawdown Largest peak-to-trough decline	-79.26%	-96.78%	+17.52%
Max Drawdown (1Y) Largest decline over 1 year	-52.12%	-55.51%	+3.39%
Max Drawdown (3Y) Largest decline over 3 years	-61.28%	-68.55%	+7.27%
Max Drawdown (5Y) Largest decline over 5 years	-61.28%	-68.55%	+7.27%
Max Drawdown (10Y) Largest decline over 10 years	-61.28%	-68.55%	+7.27%
Current Drawdown Current decline from peak	-49.32%	-65.37%	+16.05%
Average Drawdown Average peak-to-trough decline	-18.02%	-47.87%	+29.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.06%	28.59%	-1.53%

Volatility

FICO vs. BLDR - Volatility Comparison

Fair Isaac Corporation (FICO) has a higher volatility of 14.53% compared to Builders FirstSource, Inc. (BLDR) at 13.13%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than BLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FICO	BLDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.53%	13.13%	+1.40%
Volatility (6M) Calculated over the trailing 6-month period	39.17%	33.98%	+5.19%
Volatility (1Y) Calculated over the trailing 1-year period	50.75%	47.94%	+2.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.72%	45.20%	-4.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.08%	47.71%	-9.63%

Dividends

FICO vs. BLDR - Dividend Comparison

Neither FICO nor BLDR has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BLDR Builders FirstSource, 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. BLDR - Profitability Comparison

The chart below illustrates the profitability comparison between Fair Isaac Corporation and Builders FirstSource, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

BLDR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Builders FirstSource, Inc. reported a gross profit of 928.97M and revenue of 3.29B. Therefore, the gross margin over that period was 28.3%.

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%.

BLDR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Builders FirstSource, Inc. reported an operating income of 16.52M and revenue of 3.29B, resulting in an operating margin of 0.5%.

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%.

BLDR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Builders FirstSource, Inc. reported a net income of -47.41M and revenue of 3.29B, resulting in a net margin of -1.4%.

Frequently Asked Questions

Can I hold both FICO and BLDR in my portfolio?

FICO and BLDR have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FICO or BLDR?

FICO has higher volatility (14.53%) compared to BLDR (13.13%). In terms of maximum drawdown, FICO dropped -79.26% vs BLDR's -96.78%.

Which has better risk-adjusted returns?

FICO currently has the higher Sharpe Ratio (-0.63 vs -0.72), 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.