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FICO vs. IAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FICO vs. IAU

Last updated Jun 13, 2026

FICO (Fair Isaac Corporation) is a stock, while IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, FICO returned 26.62%/yr vs 12.31%/yr for IAU. At a 0.02 correlation, their price movements are largely independent.

Performance

FICO vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fair Isaac Corporation (FICO) and iShares Gold Trust (IAU). 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 IAU's -2.44% return. Over the past 10 years, FICO has outperformed IAU with an annualized return of 26.62%, while IAU has yielded a comparatively lower 12.31% annualized 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%

IAU

1D
0.08%
1M
-7.39%
YTD
-2.44%
6M
-2.22%
1Y
22.32%
3Y*
29.07%
5Y*
17.23%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FICO vs. IAU - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FICO
Fair Isaac Corporation		-30.25%-15.08%71.04%94.46%38.03%-15.14%36.39%100.36%22.06%28.52%
IAU
iShares Gold Trust		-2.44%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%

Correlation

The correlation between FICO and IAU is -0.05, 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

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2005

0.02

Compare stocks, funds, or ETFs

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Fair Isaac Corporation

iShares Gold Trust

Often compared with FICO:
FICO vs. EFXFICO vs. MSCIFICO vs. SPYFICO vs. AVGOFICO vs. AZOFICO vs. MUSAFICO vs. FIVN
Often compared with IAU:
IAU vs. GLDIAU vs. GLDMIAU vs. IAUMIAU vs. SGOLIAU vs. GDXIAU vs. VOOIAU vs. PHYS

Return for Risk

FICO vs. IAU — 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
IAU
IAU Risk / Return Rank: 2626
Overall Rank
IAU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2525
Sortino Ratio Rank
IAU Omega Ratio Rank: 3030
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2424
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. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and iShares Gold Trust (IAU). 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.

FICOIAUDifference
Sharpe ratioReturn per unit of total volatility
-0.67
0.89

-1.56

Sortino ratioReturn per unit of downside risk
-0.76
1.25

-2.01

Omega ratioGain probability vs. loss probability

0.90

1.19

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.65

0.99

-1.64

Martin ratioReturn relative to average drawdown

-1.24

2.83

-4.07

FICO vs. IAU - Sharpe Ratio Comparison

The current FICO Sharpe Ratio is -0.67, which is lower than the IAU Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of FICO and IAU, 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. IAU - Drawdown Comparison

The maximum FICO drawdown since its inception was -79.26%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for FICO and IAU.

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Drawdown Indicators

FICOIAUDifference

Max Drawdown

Largest peak-to-trough decline

-79.26%

-45.14%

-34.12%

Max Drawdown (1Y)

Largest decline over 1 year

-52.12%

-24.40%

-27.72%

Max Drawdown (3Y)

Largest decline over 3 years

-61.28%

-24.40%

-36.88%

Max Drawdown (5Y)

Largest decline over 5 years

-61.28%

-24.40%

-36.88%

Max Drawdown (10Y)

Largest decline over 10 years

-61.28%

-24.40%

-36.88%

Current Drawdown

Current decline from peak

-50.50%

-22.03%

-28.47%

Average Drawdown

Average peak-to-trough decline

-18.03%

-15.97%

-2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.47%

8.47%

+19.00%

Volatility

FICO vs. IAU - Volatility Comparison

Fair Isaac Corporation (FICO) has a higher volatility of 14.33% compared to iShares Gold Trust (IAU) at 7.70%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FICOIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.33%

7.70%

+6.63%

Volatility (6M)

Calculated over the trailing 6-month period

39.21%

23.94%

+15.27%

Volatility (1Y)

Calculated over the trailing 1-year period

50.67%

27.17%

+23.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.73%

18.16%

+22.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.07%

16.02%

+22.05%

Dividends

FICO vs. IAU - Dividend Comparison

Neither FICO nor IAU has paid dividends to shareholders.

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%
IAU
iShares Gold Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

FICO and IAU have a correlation of -0.05, 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 IAU (7.70%). In terms of maximum drawdown, FICO dropped -79.26% vs IAU's -45.14%.

IAU currently has the higher Sharpe Ratio (0.89 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.

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