FICO vs. LLHE.TO
FICO (Fair Isaac Corporation) is a stock, while LLHE.TO (Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units) is Derivative Income fund actively managed by Harvest. Over the past year, FICO returned -33.92% vs 41.73% for LLHE.TO. At a 0.18 correlation, their price movements are largely independent.
Performance
FICO vs. LLHE.TO - Performance Comparison
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Different Trading Currencies
FICO is traded in USD, while LLHE.TO is traded in CAD. To make them comparable, the LLHE.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FICO achieves a -30.25% return, which is significantly lower than LLHE.TO's 7.41% 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%
LLHE.TO
- 1D
- -1.86%
- 1M
- 12.19%
- YTD
- 7.41%
- 6M
- 14.29%
- 1Y
- 41.73%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FICO vs. LLHE.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FICO Fair Isaac Corporation | -30.25% | -15.08% | 13.77% |
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | 7.41% | 35.80% | -19.66% |
Correlation
The correlation between FICO and LLHE.TO 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 (All Time) Calculated using the full available price history since Aug 21, 2024 | 0.18 |
The correlation between FICO and LLHE.TO shifts across timeframes, from 0.05 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FICO vs. LLHE.TO — Risk / Return Rank
FICO
LLHE.TO
FICO vs. LLHE.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO). 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 | LLHE.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.23 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 1.72 | -2.37 |
| Martin ratioReturn relative to average drawdown | -1.24 | 4.55 | -5.79 |
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Drawdowns
FICO vs. LLHE.TO - Drawdown Comparison
The maximum FICO drawdown since its inception was -79.26%, which is greater than LLHE.TO's maximum drawdown of -38.85%. Use the drawdown chart below to compare losses from any high point for FICO and LLHE.TO.
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Drawdown Indicators
| FICO | LLHE.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.26% | -38.85% | -40.41% |
Max Drawdown (1Y)Largest decline over 1 year | -52.12% | -25.64% | -26.48% |
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 DrawdownCurrent decline from peak | -50.50% | -1.86% | -48.64% |
Average DrawdownAverage peak-to-trough decline | -18.03% | -15.07% | -2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.47% | 9.65% | +17.82% |
Volatility
FICO vs. LLHE.TO - Volatility Comparison
Fair Isaac Corporation (FICO) has a higher volatility of 14.33% compared to Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO) at 8.02%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than LLHE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FICO | LLHE.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.33% | 8.02% | +6.31% |
Volatility (6M)Calculated over the trailing 6-month period | 39.21% | 29.23% | +9.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.67% | 40.28% | +10.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.73% | 41.99% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.07% | 41.99% | -3.92% |
Dividends
FICO vs. LLHE.TO - Dividend Comparison
FICO has not paid dividends to shareholders, while LLHE.TO's dividend yield for the trailing twelve months is around 20.22%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LLHE.TO Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units | 20.22% | 20.89% | 7.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FICO and LLHE.TO 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.
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