FICO vs. BTC-USD
FICO (Fair Isaac Corporation) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, FICO returned 26.62%/yr vs 57.23%/yr for BTC-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
FICO vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, FICO achieves a -30.25% return, which is significantly lower than BTC-USD's -26.27% return. Over the past 10 years, FICO has underperformed BTC-USD with an annualized return of 26.62%, while BTC-USD has yielded a comparatively higher 57.23% annualized return.
FICO
- 1D
- -0.52%
- 1M
- 9.50%
- YTD
- -30.25%
- 6M
- -36.09%
- 1Y
- -33.92%
- 3Y*
- 13.73%
- 5Y*
- 18.49%
- 10Y*
- 26.62%
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
FICO vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FICO Fair Isaac Corporation | -30.25% | -15.08% | 71.04% | 94.46% | 38.03% | -15.14% | 36.39% | 100.36% | 22.06% | 28.52% |
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between FICO and BTC-USD is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.07 |
The correlation between FICO and BTC-USD shifts across timeframes, from 0.05 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FICO vs. BTC-USD — Risk / Return Rank
FICO
BTC-USD
FICO vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and Bitcoin (BTC-USD). 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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.87 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | -0.77 | +0.11 |
| Martin ratioReturn relative to average drawdown | -1.24 | -1.33 | +0.10 |
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Drawdowns
FICO vs. BTC-USD - Drawdown Comparison
The maximum FICO drawdown since its inception was -79.26%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for FICO and BTC-USD.
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Drawdown Indicators
| FICO | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.26% | -85.30% | +6.04% |
Max Drawdown (1Y)Largest decline over 1 year | -52.12% | -51.21% | -0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -61.28% | -51.21% | -10.07% |
Max Drawdown (5Y)Largest decline over 5 years | -61.28% | -76.67% | +15.39% |
Max Drawdown (10Y)Largest decline over 10 years | -61.28% | -83.80% | +22.52% |
Current DrawdownCurrent decline from peak | -50.50% | -48.27% | -2.23% |
Average DrawdownAverage peak-to-trough decline | -18.03% | -42.36% | +24.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.47% | 35.16% | -7.69% |
Volatility
FICO vs. BTC-USD - Volatility Comparison
Fair Isaac Corporation (FICO) has a higher volatility of 14.33% compared to Bitcoin (BTC-USD) at 11.97%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FICO | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.33% | 11.97% | +2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 39.21% | 34.64% | +4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.67% | 35.59% | +15.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.73% | 44.57% | -3.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.07% | 56.61% | -18.54% |
Frequently Asked Questions
FICO and BTC-USD have a correlation of 0.05, 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 BTC-USD (11.97%). In terms of maximum drawdown, FICO dropped -79.26% vs BTC-USD's -85.30%.
FICO currently has the higher Sharpe Ratio (-0.67 vs -0.92), 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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