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FICO vs. CDNS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.3

Performance

FICO vs. CDNS - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
44.74%
-5.86%
FICO
CDNS

Key characteristics

Sharpe Ratio

FICO:

2.50

CDNS:

0.27

Sortino Ratio

FICO:

2.93

CDNS:

0.64

Omega Ratio

FICO:

1.41

CDNS:

1.08

Calmar Ratio

FICO:

4.61

CDNS:

0.38

Martin Ratio

FICO:

14.44

CDNS:

0.81

Ulcer Index

FICO:

5.36%

CDNS:

11.51%

Daily Std Dev

FICO:

30.91%

CDNS:

34.86%

Max Drawdown

FICO:

-79.26%

CDNS:

-93.13%

Current Drawdown

FICO:

-14.17%

CDNS:

-8.16%

Fundamentals

Market Cap

FICO:

$52.06B

CDNS:

$85.39B

EPS

FICO:

$20.40

CDNS:

$3.79

PE Ratio

FICO:

104.81

CDNS:

82.15

PEG Ratio

FICO:

1.98

CDNS:

3.29

Total Revenue (TTM)

FICO:

$1.72B

CDNS:

$4.35B

Gross Profit (TTM)

FICO:

$1.37B

CDNS:

$3.91B

EBITDA (TTM)

FICO:

$761.49M

CDNS:

$1.49B

Returns By Period

In the year-to-date period, FICO achieves a 75.68% return, which is significantly higher than CDNS's 10.10% return. Over the past 10 years, FICO has outperformed CDNS with an annualized return of 39.88%, while CDNS has yielded a comparatively lower 31.87% annualized return.


FICO

YTD

75.68%

1M

-10.49%

6M

44.74%

1Y

77.02%

5Y*

40.61%

10Y*

39.88%

CDNS

YTD

10.10%

1M

0.08%

6M

-5.86%

1Y

10.74%

5Y*

33.83%

10Y*

31.87%

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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.


Sharpe ratio
The chart of Sharpe ratio for FICO, currently valued at 2.50, compared to the broader market-4.00-2.000.002.002.500.27
The chart of Sortino ratio for FICO, currently valued at 2.93, compared to the broader market-4.00-2.000.002.004.002.930.64
The chart of Omega ratio for FICO, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.08
The chart of Calmar ratio for FICO, currently valued at 4.61, compared to the broader market0.002.004.006.004.610.38
The chart of Martin ratio for FICO, currently valued at 14.44, compared to the broader market0.0010.0020.0014.440.81
FICO
CDNS

The current FICO Sharpe Ratio is 2.50, which is higher than the CDNS Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of FICO and CDNS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.50
0.27
FICO
CDNS

Dividends

FICO vs. CDNS - Dividend Comparison

Neither FICO nor CDNS has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.17%
-8.16%
FICO
CDNS

Volatility

FICO vs. CDNS - Volatility Comparison

The current volatility for Fair Isaac Corporation (FICO) is 8.79%, while Cadence Design Systems, Inc. (CDNS) has a volatility of 10.02%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
8.79%
10.02%
FICO
CDNS

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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