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FICO vs. GEV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FICO vs. GEV - Performance Comparison

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

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Returns By Period

In the year-to-date period, FICO achieves a -30.25% return, which is significantly lower than GEV's 44.12% return.


FICO

1D
-0.52%
1M
7.34%
YTD
-30.25%
6M
-36.09%
1Y
-33.92%
3Y*
13.73%
5Y*
18.49%
10Y*
26.62%

GEV

1D
3.74%
1M
-10.35%
YTD
44.12%
6M
40.23%
1Y
97.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FICO vs. GEV - Yearly Performance Comparison


2026 (YTD)20252024
FICO
Fair Isaac Corporation
-30.25%-15.08%55.24%
GEV
GE Vernova Inc.
44.12%99.02%186.24%

Correlation

The correlation between FICO and GEV is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2024

0.14

The correlation between FICO and GEV shifts across timeframes, from -0.12 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FICO:

$28.00B

GEV:

$255.86B

EPS

FICO:

$31.51

GEV:

$34.12

PE Ratio

FICO:

37.43

GEV:

27.57

PEG Ratio

FICO:

1.99

GEV:

0.13

PS Ratio

FICO:

12.60

GEV:

6.56

Total Revenue (TTM)

FICO:

$2.26B

GEV:

$39.38B

Gross Profit (TTM)

FICO:

$1.90B

GEV:

$7.85B

EBITDA (TTM)

FICO:

$1.16B

GEV:

$3.32B

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Return for Risk

FICO vs. GEV — Risk / Return Rank

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

FICO
FICO Risk / Return Rank: 1616
Overall Rank
FICO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FICO Sortino Ratio Rank: 1616
Sortino Ratio Rank
FICO Omega Ratio Rank: 1616
Omega Ratio Rank
FICO Calmar Ratio Rank: 1919
Calmar Ratio Rank
FICO Martin Ratio Rank: 1515
Martin Ratio Rank

GEV
GEV Risk / Return Rank: 8888
Overall Rank
GEV Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GEV Sortino Ratio Rank: 8787
Sortino Ratio Rank
GEV Omega Ratio Rank: 8484
Omega Ratio Rank
GEV Calmar Ratio Rank: 8989
Calmar Ratio Rank
GEV Martin Ratio Rank: 9090
Martin Ratio Rank
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. GEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and GE Vernova Inc. (GEV). 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.


FICOGEVDifference
Sharpe ratioReturn per unit of total volatility

-2.58

Sortino ratioReturn per unit of downside risk

-3.44

Omega ratioGain probability vs. loss probability

0.90

1.33

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.65

3.82

-4.47

Martin ratioReturn relative to average drawdown

-1.24

11.27

-12.51

FICO vs. GEV - Sharpe Ratio Comparison

The current FICO Sharpe Ratio is -0.67, which is lower than the GEV Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of FICO and GEV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FICO vs. GEV - Drawdown Comparison

The maximum FICO drawdown since its inception was -79.26%, which is greater than GEV's maximum drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for FICO and GEV.


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Drawdown Indicators


FICOGEVDifference

Max Drawdown

Largest peak-to-trough decline

-79.26%

-38.29%

-40.97%

Max Drawdown (1Y)

Largest decline over 1 year

-52.12%

-24.57%

-27.55%

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

-50.50%

-18.17%

-32.33%

Average Drawdown

Average peak-to-trough decline

-18.03%

-6.99%

-11.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.47%

8.31%

+19.16%

Volatility

FICO vs. GEV - Volatility Comparison

Fair Isaac Corporation (FICO) has a higher volatility of 14.33% compared to GE Vernova Inc. (GEV) at 13.17%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than GEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FICOGEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.33%

13.17%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

39.21%

34.45%

+4.76%

Volatility (1Y)

Calculated over the trailing 1-year period

50.67%

49.09%

+1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.73%

53.62%

-12.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.07%

53.62%

-15.55%

Dividends

FICO vs. GEV - Dividend Comparison

FICO has not paid dividends to shareholders, while GEV's dividend yield for the trailing twelve months is around 0.16%.


PositionTTM20252024202320222021202020192018201720162015
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%
GEV
GE Vernova Inc.
0.16%0.11%0.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

FICO vs. GEV - Financials Comparison

This section allows you to compare key financial metrics between Fair Isaac Corporation and GE Vernova 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


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
691.68M
9.34B
(FICO) Total Revenue
(GEV) Total Revenue
Values in USD except per share items

FICO vs. GEV - Profitability Comparison

The chart below illustrates the profitability comparison between Fair Isaac Corporation and GE Vernova Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%20222023202420252026
86.8%
19.1%
Portfolio components
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%.

GEV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GE Vernova Inc. reported a gross profit of 1.78B and revenue of 9.34B. Therefore, the gross margin over that period was 19.1%.

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%.

GEV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GE Vernova Inc. reported an operating income of 179.00M and revenue of 9.34B, resulting in an operating margin of 1.9%.

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%.

GEV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GE Vernova Inc. reported a net income of 4.75B and revenue of 9.34B, resulting in a net margin of 50.8%.


Frequently Asked Questions


FICO and GEV have a correlation of -0.12, 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 GEV (13.17%). In terms of maximum drawdown, FICO dropped -79.26% vs GEV's -38.29%.

GEV currently has the higher Sharpe Ratio (1.91 vs -0.67), 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.

Portfolio Optimizer

Find the right allocation for FICO and GEV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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