FICO vs. MSCI

Last updated Apr 1, 2026

Compare and contrast key facts about Fair Isaac Corporation (FICO) and MSCI Inc. (MSCI).

Performance

FICO vs. MSCI - Performance Comparison

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

FICO vs. MSCI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FICO Fair Isaac Corporation	-36.86%	-15.08%	71.04%	94.46%	38.03%	-15.14%	36.39%	100.36%	22.06%	28.52%
MSCI MSCI Inc.	-5.68%	-3.17%	7.31%	22.90%	-23.34%	38.14%	74.38%	77.19%	17.95%	62.63%

Fundamentals

Market Cap FICO : $25.58B MSCI : $41.66B
EPS FICO : $27.15 MSCI : $15.54
PE Ratio FICO : 39.32 MSCI : 34.68
PEG Ratio FICO : 2.09 MSCI : 2.15
PS Ratio FICO : 12.54 MSCI : 13.30
Total Revenue (TTM) FICO : $2.06B MSCI : $3.13B
Gross Profit (TTM) FICO : $1.71B MSCI : $2.58B
EBITDA (TTM) FICO : $1.00B MSCI : $1.93B

Returns By Period

In the year-to-date period, FICO achieves a -36.86% return, which is significantly lower than MSCI's -5.68% return. Over the past 10 years, FICO has outperformed MSCI with an annualized return of 25.66%, while MSCI has yielded a comparatively lower 23.21% annualized return.

FICO

• 1D: 1.87%
• 1M: -24.25%
• YTD: -36.86%
• 6M: -28.67%
• 1Y: -42.11%
• 3Y*: 14.96%
• 5Y*: 16.34%
• 10Y*: 25.66%

MSCI

• 1D: 1.34%
• 1M: -5.74%
• YTD: -5.68%
• 6M: -4.33%
• 1Y: -3.40%
• 3Y*: -0.04%
• 5Y*: 5.82%
• 10Y*: 23.21%

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

Return for Risk

FICO vs. MSCI — Risk / Return Rank

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

FICO

FICO Risk / Return Rank: 11
FICO Sharpe Ratio Rank: 9
FICO Sortino Ratio Rank: 11
FICO Omega Ratio Rank: 11
FICO Calmar Ratio Rank: 15
FICO Martin Ratio Rank: 11

MSCI

MSCI Risk / Return Rank: 35
MSCI Sharpe Ratio Rank: 37
MSCI Sortino Ratio Rank: 32
MSCI Omega Ratio Rank: 32
MSCI Calmar Ratio Rank: 38
MSCI Martin Ratio Rank: 37

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. MSCI - Risk-Adjusted Trends 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.

	FICO	MSCI	Difference
Sharpe ratio Return per unit of total volatility	-0.81	-0.11	-0.69
Sortino ratio Return per unit of downside risk	-1.02	0.05	-1.07
Omega ratio Gain probability vs. loss probability	0.86	1.01	-0.15
Calmar ratio Return relative to maximum drawdown	-0.76	-0.12	-0.64
Martin ratio Return relative to average drawdown	-1.48	-0.34	-1.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FICO vs. MSCI - Sharpe Ratio Comparison

The current FICO Sharpe Ratio is -0.81, which is lower than the MSCI Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of FICO and MSCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FICO	MSCI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.81	-0.11	-0.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.19	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.75	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.53	-0.05

Correlation

The correlation between FICO and MSCI is 0.49, 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.

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 1.38%.

	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%
MSCI MSCI Inc.	1.38%	1.25%	1.07%	0.98%	0.98%	0.59%	0.65%	0.98%	1.30%	1.04%	1.27%	1.11%

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.

Drawdown Indicators

	FICO	MSCI	Difference
Max Drawdown Largest peak-to-trough decline	-79.26%	-69.06%	-10.20%
Max Drawdown (1Y) Largest decline over 1 year	-54.90%	-18.07%	-36.83%
Max Drawdown (5Y) Largest decline over 5 years	-58.24%	-43.74%	-14.50%
Max Drawdown (10Y) Largest decline over 10 years	-58.24%	-43.74%	-14.50%
Current Drawdown Current decline from peak	-55.19%	-16.20%	-38.99%
Average Drawdown Average peak-to-trough decline	-17.82%	-13.12%	-4.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.31%	6.48%	+21.83%

Volatility

FICO vs. MSCI - Volatility Comparison

Fair Isaac Corporation (FICO) has a higher volatility of 22.06% compared to MSCI Inc. (MSCI) at 6.58%. 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.

Volatility by Period

	FICO	MSCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.06%	6.58%	+15.48%
Volatility (6M) Calculated over the trailing 6-month period	38.56%	21.10%	+17.46%
Volatility (1Y) Calculated over the trailing 1-year period	52.35%	30.07%	+22.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.49%	30.55%	+8.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.39%	31.03%	+6.36%

Financials

FICO vs. MSCI - Profitability Comparison

The chart below illustrates the profitability comparison between Fair Isaac Corporation and MSCI Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

FICO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Fair Isaac Corporation reported a gross profit of 424.70M and revenue of 511.96M. Therefore, the gross margin over that period was 83.0%.

MSCI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, MSCI Inc. reported a gross profit of 679.15M and revenue of 822.53M. Therefore, the gross margin over that period was 82.6%.

FICO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Fair Isaac Corporation reported an operating income of 234.05M and revenue of 511.96M, resulting in an operating margin of 45.7%.

MSCI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, MSCI Inc. reported an operating income of 463.62M and revenue of 822.53M, resulting in an operating margin of 56.4%.

FICO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Fair Isaac Corporation reported a net income of 158.37M and revenue of 511.96M, resulting in a net margin of 30.9%.

MSCI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, MSCI Inc. reported a net income of 284.67M and revenue of 822.53M, resulting in a net margin of 34.6%.