FICO vs. CHPS

Last updated Jun 24, 2026

FICO (Fair Isaac Corporation) is a stock, while CHPS (Xtrackers Semiconductor Select Equity ETF) is Semiconductors fund tracking the Solactive Semiconductor ESG Screened Index. Over the past year, FICO returned -41.56% vs 199.74% for CHPS. At a 0.24 correlation, their price movements are largely independent.

Performance

FICO vs. CHPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fair Isaac Corporation (FICO) and Xtrackers Semiconductor Select Equity ETF (CHPS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FICO achieves a -34.97% return, which is significantly lower than CHPS's 107.68% return.

FICO

• 1D: 0.78%
• 1M: -11.33%
• YTD: -34.97%
• 6M: -36.29%
• 1Y: -41.56%
• 3Y*: 12.31%
• 5Y*: 17.02%
• 10Y*: 26.01%

CHPS

• 1D: -8.79%
• 1M: 14.08%
• YTD: 107.68%
• 6M: 109.36%
• 1Y: 199.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FICO vs. CHPS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FICO Fair Isaac Corporation	-34.97%	-15.08%	71.04%	43.53%
CHPS Xtrackers Semiconductor Select Equity ETF	107.68%	58.47%	7.75%	10.88%

Correlation

The correlation between FICO and CHPS is -0.03, 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	-0.03
Correlation (All Time) Calculated using the full available price history since Jul 13, 2023	0.24

The correlation between FICO and CHPS shifts across timeframes, from -0.03 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FICO vs. CHPS — Risk / Return Rank

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

FICO

FICO Risk / Return Rank: 10
FICO Sharpe Ratio Rank: 9
FICO Sortino Ratio Rank: 11
FICO Omega Ratio Rank: 11
FICO Calmar Ratio Rank: 12
FICO Martin Ratio Rank: 7

CHPS

CHPS Risk / Return Rank: 96
CHPS Sharpe Ratio Rank: 98
CHPS Sortino Ratio Rank: 94
CHPS Omega Ratio Rank: 94
CHPS Calmar Ratio Rank: 98
CHPS Martin Ratio Rank: 97

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. CHPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and Xtrackers Semiconductor Select Equity ETF (CHPS). 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	CHPS	Difference
Sharpe ratio: Return per unit of total volatility	-0.82	5.05	-5.87
Sortino ratio: Return per unit of downside risk	-1.08	4.70	-5.78
Omega ratio: Gain probability vs. loss probability	0.86	1.66	-0.80
Calmar ratio: Return relative to maximum drawdown	-0.80	11.49	-12.29
Martin ratio: Return relative to average drawdown	-1.48	42.41	-43.88

FICO vs. CHPS - Sharpe Ratio Comparison

The current FICO Sharpe Ratio is -0.82, which is lower than the CHPS Sharpe Ratio of 5.05. The chart below compares the historical Sharpe Ratios of FICO and CHPS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FICO vs. CHPS - Drawdown Comparison

The maximum FICO drawdown since its inception was -79.26%, which is greater than CHPS's maximum drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for FICO and CHPS.

Drawdown Indicators

	FICO	CHPS	Difference
Max Drawdown Largest peak-to-trough decline	-79.26%	-39.44%	-39.82%
Max Drawdown (1Y) Largest decline over 1 year	-52.12%	-17.50%	-34.62%
Max Drawdown (3Y) Largest decline over 3 years	-61.28%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-61.28%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-61.28%	—	—
Current Drawdown Current decline from peak	-53.85%	-8.79%	-45.06%
Average Drawdown Average peak-to-trough decline	-18.05%	-9.08%	-8.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.20%	4.73%	+23.47%

Volatility

FICO vs. CHPS - Volatility Comparison

The current volatility for Fair Isaac Corporation (FICO) is 12.86%, while Xtrackers Semiconductor Select Equity ETF (CHPS) has a volatility of 22.65%. This indicates that FICO experiences smaller price fluctuations and is considered to be less risky than CHPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FICO	CHPS	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.86%	22.65%	-9.79%
Volatility (6M) Calculated over the trailing 6-month period	39.24%	34.27%	+4.97%
Volatility (1Y) Calculated over the trailing 1-year period	50.84%	39.81%	+11.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.82%	35.53%	+5.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.11%	35.53%	+2.58%

Dividends

FICO vs. CHPS - Dividend Comparison

FICO has not paid dividends to shareholders, while CHPS's dividend yield for the trailing twelve months is around 0.31%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHPS Xtrackers Semiconductor Select Equity ETF	0.31%	0.68%	1.75%	0.36%	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%

Frequently Asked Questions

Can I hold both FICO and CHPS in my portfolio?

FICO and CHPS have a correlation of -0.03, 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 CHPS?

CHPS has higher volatility (22.65%) compared to FICO (12.86%). In terms of maximum drawdown, FICO dropped -79.26% vs CHPS's -39.44%.

Which has better risk-adjusted returns?

CHPS currently has the higher Sharpe Ratio (5.05 vs -0.82), 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.