FICO vs. EFX

Last updated Jun 20, 2026

FICO (Fair Isaac Corporation) and EFX (Equifax Inc.) are both stocks. FICO operates in Software - Application (Technology), while EFX operates in Consulting Services (Industrials). Over the past 10 years, FICO returned 25.73%/yr vs 3.14%/yr for EFX. At a 0.37 correlation, their price movements are largely independent.

Performance

FICO vs. EFX - Performance Comparison

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

Returns By Period

In the year-to-date period, FICO achieves a -35.14% return, which is significantly lower than EFX's -28.62% return. Over the past 10 years, FICO has outperformed EFX with an annualized return of 25.73%, while EFX has yielded a comparatively lower 3.14% annualized return.

FICO

• 1D: -2.69%
• 1M: -10.87%
• YTD: -35.14%
• 6M: -37.29%
• 1Y: -37.83%
• 3Y*: 11.08%
• 5Y*: 16.90%
• 10Y*: 25.73%

EFX

• 1D: -0.59%
• 1M: -3.96%
• YTD: -28.62%
• 6M: -29.41%
• 1Y: -38.61%
• 3Y*: -11.80%
• 5Y*: -7.24%
• 10Y*: 3.14%

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

FICO vs. EFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FICO Fair Isaac Corporation	-35.14%	-15.08%	71.04%	94.46%	38.03%	-15.14%	36.39%	100.36%	22.06%	28.52%
EFX Equifax Inc.	-28.62%	-14.19%	3.67%	28.18%	-33.09%	52.84%	39.00%	52.31%	-19.96%	0.95%

Correlation

The correlation between FICO and EFX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (10Y) Calculated over the trailing 10-year period	0.51
Correlation (All Time) Calculated using the full available price history since Feb 25, 1992	0.37

The correlation between FICO and EFX shifts across timeframes, from 0.37 (all time) to 0.53 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap FICO : $26.04B EFX : $18.59B
EPS FICO : $31.51 EFX : $5.68
PE Ratio FICO : 34.80 EFX : 27.11
PS Ratio FICO : 11.72 EFX : 3.02
Total Revenue (TTM) FICO : $2.26B EFX : $6.28B
Gross Profit (TTM) FICO : $1.90B EFX : $2.81B
EBITDA (TTM) FICO : $1.16B EFX : $1.88B

Return for Risk

FICO vs. EFX — Risk / Return Rank

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

FICO

FICO Risk / Return Rank: 12
FICO Sharpe Ratio Rank: 11
FICO Sortino Ratio Rank: 13
FICO Omega Ratio Rank: 13
FICO Calmar Ratio Rank: 15
FICO Martin Ratio Rank: 10

EFX

EFX Risk / Return Rank: 5
EFX Sharpe Ratio Rank: 4
EFX Sortino Ratio Rank: 6
EFX Omega Ratio Rank: 6
EFX Calmar Ratio Rank: 5
EFX Martin Ratio Rank: 2

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. EFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and Equifax Inc. (EFX). 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	EFX	Difference
Sharpe ratio: Return per unit of total volatility	-0.75	-1.07	+0.32
Sortino ratio: Return per unit of downside risk	-0.91	-1.45	+0.53
Omega ratio: Gain probability vs. loss probability	0.88	0.81	+0.07
Calmar ratio: Return relative to maximum drawdown	-0.73	-0.93	+0.21
Martin ratio: Return relative to average drawdown	-1.36	-1.71	+0.35

FICO vs. EFX - Sharpe Ratio Comparison

The current FICO Sharpe Ratio is -0.75, which is higher than the EFX Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of FICO and EFX, 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. EFX - Drawdown Comparison

The maximum FICO drawdown since its inception was -79.26%, which is greater than EFX's maximum drawdown of -56.83%. Use the drawdown chart below to compare losses from any high point for FICO and EFX.

Drawdown Indicators

	FICO	EFX	Difference
Max Drawdown Largest peak-to-trough decline	-79.26%	-56.83%	-22.43%
Max Drawdown (1Y) Largest decline over 1 year	-52.12%	-41.46%	-10.66%
Max Drawdown (3Y) Largest decline over 3 years	-61.28%	-49.03%	-12.25%
Max Drawdown (5Y) Largest decline over 5 years	-61.28%	-49.12%	-12.16%
Max Drawdown (10Y) Largest decline over 10 years	-61.28%	-49.12%	-12.16%
Current Drawdown Current decline from peak	-53.98%	-49.03%	-4.95%
Average Drawdown Average peak-to-trough decline	-18.04%	-15.31%	-2.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.94%	22.64%	+5.30%

Volatility

FICO vs. EFX - Volatility Comparison

Fair Isaac Corporation (FICO) has a higher volatility of 13.47% compared to Equifax Inc. (EFX) at 11.98%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than EFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FICO	EFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.47%	11.98%	+1.49%
Volatility (6M) Calculated over the trailing 6-month period	39.27%	29.54%	+9.73%
Volatility (1Y) Calculated over the trailing 1-year period	50.90%	36.23%	+14.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.81%	33.51%	+7.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.11%	31.55%	+6.56%

Dividends

FICO vs. EFX - Dividend Comparison

FICO has not paid dividends to shareholders, while EFX's dividend yield for the trailing twelve months is around 1.38%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EFX Equifax Inc.	1.38%	0.87%	0.61%	0.63%	0.80%	0.53%	0.81%	1.11%	1.68%	1.32%	1.12%	1.04%
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. EFX - Profitability Comparison

The chart below illustrates the profitability comparison between Fair Isaac Corporation and Equifax 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%.

EFX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Equifax Inc. reported a gross profit of 881.80M and revenue of 1.65B. Therefore, the gross margin over that period was 53.5%.

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%.

EFX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Equifax Inc. reported an operating income of 287.70M and revenue of 1.65B, resulting in an operating margin of 17.5%.

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%.

EFX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Equifax Inc. reported a net income of 171.50M and revenue of 1.65B, resulting in a net margin of 10.4%.

Frequently Asked Questions

Can I hold both FICO and EFX in my portfolio?

FICO and EFX have a correlation of 0.46, 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 EFX?

FICO has higher volatility (13.47%) compared to EFX (11.98%). In terms of maximum drawdown, FICO dropped -79.26% vs EFX's -56.83%.

Which has better risk-adjusted returns?

FICO currently has the higher Sharpe Ratio (-0.75 vs -1.07), 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.