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

Correlation

The correlation between FICO and KNSL is 0.32, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

FICO vs. KNSL - Performance Comparison

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

1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
1,458.75%
2,698.94%
FICO
KNSL

Key characteristics

Sharpe Ratio

FICO:

1.40

KNSL:

0.18

Sortino Ratio

FICO:

1.90

KNSL:

0.51

Omega Ratio

FICO:

1.25

KNSL:

1.08

Calmar Ratio

FICO:

1.54

KNSL:

0.19

Martin Ratio

FICO:

3.68

KNSL:

0.56

Ulcer Index

FICO:

12.06%

KNSL:

12.05%

Daily Std Dev

FICO:

31.82%

KNSL:

38.28%

Max Drawdown

FICO:

-79.26%

KNSL:

-38.24%

Current Drawdown

FICO:

-24.40%

KNSL:

-8.88%

Fundamentals

Market Cap

FICO:

$45.67B

KNSL:

$11.44B

EPS

FICO:

$21.76

KNSL:

$17.79

PE Ratio

FICO:

85.87

KNSL:

27.63

PEG Ratio

FICO:

1.77

KNSL:

1.91

Total Revenue (TTM)

FICO:

$1.34B

KNSL:

$1.21B

Gross Profit (TTM)

FICO:

$1.08B

KNSL:

$1.21B

EBITDA (TTM)

FICO:

$581.26M

KNSL:

$144.42M

Returns By Period

In the year-to-date period, FICO achieves a -9.54% return, which is significantly lower than KNSL's 7.24% return.


FICO

YTD

-9.54%

1M

-3.74%

6M

-6.97%

1Y

44.25%

5Y*

47.02%

10Y*

34.74%

KNSL

YTD

7.24%

1M

15.11%

6M

4.45%

1Y

10.18%

5Y*

38.43%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

FICO vs. KNSL — Risk-Adjusted Performance Rank

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

FICO
The Risk-Adjusted Performance Rank of FICO is 8585
Overall Rank
The Sharpe Ratio Rank of FICO is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of FICO is 8383
Sortino Ratio Rank
The Omega Ratio Rank of FICO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FICO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FICO is 8181
Martin Ratio Rank

KNSL
The Risk-Adjusted Performance Rank of KNSL is 5858
Overall Rank
The Sharpe Ratio Rank of KNSL is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of KNSL is 5353
Sortino Ratio Rank
The Omega Ratio Rank of KNSL is 5555
Omega Ratio Rank
The Calmar Ratio Rank of KNSL is 6262
Calmar Ratio Rank
The Martin Ratio Rank of KNSL is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FICO vs. KNSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and Kinsale Capital Group, Inc. (KNSL). 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 1.40, compared to the broader market-2.00-1.000.001.002.003.00
FICO: 1.40
KNSL: 0.18
The chart of Sortino ratio for FICO, currently valued at 1.90, compared to the broader market-6.00-4.00-2.000.002.004.00
FICO: 1.90
KNSL: 0.51
The chart of Omega ratio for FICO, currently valued at 1.25, compared to the broader market0.501.001.502.00
FICO: 1.25
KNSL: 1.08
The chart of Calmar ratio for FICO, currently valued at 1.54, compared to the broader market0.001.002.003.004.005.00
FICO: 1.54
KNSL: 0.19
The chart of Martin ratio for FICO, currently valued at 3.68, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
FICO: 3.68
KNSL: 0.56

The current FICO Sharpe Ratio is 1.40, which is higher than the KNSL Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of FICO and KNSL, 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
1.40
0.18
FICO
KNSL

Dividends

FICO vs. KNSL - Dividend Comparison

FICO has not paid dividends to shareholders, while KNSL's dividend yield for the trailing twelve months is around 0.12%.


TTM20242023202220212020201920182017201620152014
FICO
Fair Isaac Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.07%0.08%0.11%
KNSL
Kinsale Capital Group, Inc.
0.12%0.13%0.17%0.20%0.18%0.18%0.31%0.50%0.53%0.29%0.00%0.00%

Drawdowns

FICO vs. KNSL - Drawdown Comparison

The maximum FICO drawdown since its inception was -79.26%, which is greater than KNSL's maximum drawdown of -38.24%. Use the drawdown chart below to compare losses from any high point for FICO and KNSL. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.40%
-8.88%
FICO
KNSL

Volatility

FICO vs. KNSL - Volatility Comparison

Fair Isaac Corporation (FICO) has a higher volatility of 12.98% compared to Kinsale Capital Group, Inc. (KNSL) at 6.82%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than KNSL 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%NovemberDecember2025FebruaryMarchApril
12.98%
6.82%
FICO
KNSL

Financials

FICO vs. KNSL - Financials Comparison

This section allows you to compare key financial metrics between Fair Isaac Corporation and Kinsale Capital Group, 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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