FICO vs. MSCI
Compare and contrast key facts about Fair Isaac Corporation (FICO) and MSCI Inc. (MSCI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FICO or MSCI.
Key characteristics
| FICO | MSCI | |
|---|---|---|
| YTD Return | 76.27% | 8.36% |
| 1Y Return | 123.43% | 19.17% |
| 3Y Return (Ann) | 71.32% | 0.57% |
| 5Y Return (Ann) | 46.89% | 23.28% |
| 10Y Return (Ann) | 43.84% | 31.66% |
| Sharpe Ratio | 4.29 | 0.70 |
| Sortino Ratio | 4.22 | 1.10 |
| Omega Ratio | 1.63 | 1.16 |
| Calmar Ratio | 7.83 | 0.59 |
| Martin Ratio | 25.46 | 1.75 |
| Ulcer Index | 5.16% | 11.00% |
| Daily Std Dev | 30.63% | 27.68% |
| Max Drawdown | -79.26% | -69.06% |
| Current Drawdown | -0.83% | -7.34% |
Fundamentals
| FICO | MSCI | |
|---|---|---|
| Market Cap | $50.31B | $47.75B |
| EPS | $18.96 | $14.90 |
| PE Ratio | 108.22 | 40.77 |
| PEG Ratio | 1.95 | 3.16 |
| Total Revenue (TTM) | $1.26B | $2.08B |
| Gross Profit (TTM) | $1.00B | $1.61B |
| EBITDA (TTM) | $549.86M | $1.39B |
Correlation
The correlation between FICO and MSCI is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FICO vs. MSCI - Performance Comparison
In the year-to-date period, FICO achieves a 76.27% return, which is significantly higher than MSCI's 8.36% return. Over the past 10 years, FICO has outperformed MSCI with an annualized return of 43.84%, while MSCI has yielded a comparatively lower 31.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FICO vs. MSCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and MSCI Inc. (MSCI). 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.
Dividends
FICO vs. MSCI - Dividend Comparison
FICO has not paid dividends to shareholders, while MSCI's dividend yield for the trailing twelve months is around 1.02%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
MSCI MSCI Inc. | 1.02% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% | 0.00% |
Drawdowns
FICO vs. MSCI - Drawdown Comparison
The maximum FICO drawdown since its inception was -79.26%, which is greater than MSCI's maximum drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for FICO and MSCI. For additional features, visit the drawdowns tool.
Volatility
FICO vs. MSCI - Volatility Comparison
Fair Isaac Corporation (FICO) has a higher volatility of 5.94% compared to MSCI Inc. (MSCI) at 4.97%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FICO vs. MSCI - Financials Comparison
This section allows you to compare key financial metrics between Fair Isaac Corporation and MSCI 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.
Total Revenue: Total amount of money received from sales and other business activities