FICO vs. CDNS
Compare and contrast key facts about Fair Isaac Corporation (FICO) and Cadence Design Systems, Inc. (CDNS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FICO or CDNS.
Key characteristics
| FICO | CDNS | |
|---|---|---|
| YTD Return | 75.17% | -3.43% |
| 1Y Return | 122.91% | 6.68% |
| 3Y Return (Ann) | 70.21% | 18.69% |
| 5Y Return (Ann) | 46.66% | 32.10% |
| 10Y Return (Ann) | 43.36% | 31.88% |
| Sharpe Ratio | 4.00 | 0.17 |
| Sortino Ratio | 4.02 | 0.46 |
| Omega Ratio | 1.60 | 1.06 |
| Calmar Ratio | 7.27 | 0.21 |
| Martin Ratio | 23.64 | 0.49 |
| Ulcer Index | 5.16% | 10.53% |
| Daily Std Dev | 30.48% | 31.05% |
| Max Drawdown | -79.26% | -93.13% |
| Current Drawdown | -1.45% | -19.44% |
Fundamentals
| FICO | CDNS | |
|---|---|---|
| Market Cap | $49.99B | $72.02B |
| EPS | $19.08 | $3.87 |
| PE Ratio | 106.86 | 67.97 |
| PEG Ratio | 1.91 | 2.65 |
| Total Revenue (TTM) | $1.26B | $3.14B |
| Gross Profit (TTM) | $1.00B | $2.75B |
| EBITDA (TTM) | $549.86M | $1.01B |
Correlation
The correlation between FICO and CDNS is 0.31, 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. CDNS - Performance Comparison
In the year-to-date period, FICO achieves a 75.17% return, which is significantly higher than CDNS's -3.43% return. Over the past 10 years, FICO has outperformed CDNS with an annualized return of 43.36%, while CDNS has yielded a comparatively lower 31.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FICO vs. CDNS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and Cadence Design Systems, Inc. (CDNS). 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. CDNS - Dividend Comparison
Neither FICO nor CDNS has paid dividends to shareholders.
| 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% |
CDNS Cadence Design Systems, 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% |
Drawdowns
FICO vs. CDNS - Drawdown Comparison
The maximum FICO drawdown since its inception was -79.26%, smaller than the maximum CDNS drawdown of -93.13%. Use the drawdown chart below to compare losses from any high point for FICO and CDNS. For additional features, visit the drawdowns tool.
Volatility
FICO vs. CDNS - Volatility Comparison
The current volatility for Fair Isaac Corporation (FICO) is 6.01%, while Cadence Design Systems, Inc. (CDNS) has a volatility of 9.51%. This indicates that FICO experiences smaller price fluctuations and is considered to be less risky than CDNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FICO vs. CDNS - Financials Comparison
This section allows you to compare key financial metrics between Fair Isaac Corporation and Cadence Design Systems, 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