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FICO vs. LLHE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FICO vs. LLHE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fair Isaac Corporation (FICO) and Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units (LLHE.TO). The values are adjusted to include any dividend payments, if applicable.

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

FICO vs. LLHE.TO - Yearly Performance Comparison


2026 (YTD)20252024
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

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

LLHE.TO
LLHE.TO Risk / Return Rank: 3838
Overall Rank
LLHE.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LLHE.TO Sortino Ratio Rank: 3535
Sortino Ratio Rank
LLHE.TO Omega Ratio Rank: 4141
Omega Ratio Rank
LLHE.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
LLHE.TO Martin Ratio Rank: 3636
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. 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.


FICOLLHE.TODifference
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

FICO vs. LLHE.TO - Sharpe Ratio Comparison

The current FICO Sharpe Ratio is -0.67, which is lower than the LLHE.TO Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of FICO and LLHE.TO, 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. 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


FICOLLHE.TODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-50.50%

-1.86%

-48.64%

Average Drawdown

Average peak-to-trough decline

-18.03%

-15.07%

-2.96%

Ulcer Index

Depth 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


FICOLLHE.TODifference

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%.


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%
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.

Portfolio Optimizer

Find the right allocation for FICO and LLHE.TO

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