FICO vs. MSCI
FICO (Fair Isaac Corporation) and MSCI (MSCI Inc.) are both stocks. FICO operates in Software - Application (Technology), while MSCI operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, FICO returned 24.21%/yr vs 22.38%/yr for MSCI. Their 0.49 correlation means their historical movements had little consistent relationship.
Performance
FICO vs. MSCI - Performance Comparison
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Returns By Period
In the year-to-date period, FICO achieves a -33.58% return, which is significantly lower than MSCI's 0.50% return. Over the past 10 years, FICO has outperformed MSCI with an annualized return of 24.21%, while MSCI has yielded a comparatively lower 22.38% annualized return.
FICO
- 1D
- -1.45%
- 1M
- -11.63%
- 6M
- -23.25%
- YTD
- -33.58%
- 1Y
- -18.69%
- 3Y*
- 10.62%
- 5Y*
- 16.47%
- 10Y*
- 24.21%
- ALL TIME*
- 20.11%
MSCI
- 1D
- -0.61%
- 1M
- -5.12%
- 6M
- -5.36%
- YTD
- 0.50%
- 1Y
- 4.10%
- 3Y*
- 2.84%
- 5Y*
- 0.29%
- 10Y*
- 22.38%
- ALL TIME*
- 19.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $482.91M | $385.62M | $388.77M | |
MSCI MSCI Inc. | $558.68M | $425.84M | $423.23M |
FICO vs. MSCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FICO Fair Isaac Corporation | -33.58% | -15.08% | 71.04% | 94.46% | 38.03% | -15.14% | 36.39% | 100.36% | 22.06% | 28.52% |
MSCI MSCI Inc. | 0.50% | -3.17% | 7.31% | 22.90% | -23.34% | 38.14% | 74.38% | 77.19% | 17.95% | 62.63% |
Correlation
The correlation between FICO and MSCI is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2007 | 0.49 |
The correlation between FICO and MSCI shifts across timeframes, from 0.36 (1 year) to 0.50 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
FICO:
$24.25B
MSCI:
$41.60B
FICO:
$34.47
MSCI:
$18.04
FICO:
32.58
MSCI:
31.72
FICO:
1.73
MSCI:
1.96
FICO:
11.09
MSCI:
12.92
FICO:
$2.39B
MSCI:
$3.33B
FICO:
$2.04B
MSCI:
$2.77B
FICO:
$1.25B
MSCI:
$2.05B
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Return for Risk
FICO vs. MSCI — Risk / Return Rank
FICO
MSCI
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.
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 | MSCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.05 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 0.19 | -0.62 |
| Martin ratioReturn relative to average drawdown | -0.81 | 0.45 | -1.26 |
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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.
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Drawdown Indicators
| FICO | MSCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.26% | -69.06% | -10.20% |
Max Drawdown (1Y)Largest decline over 1 year | -50.93% | -18.07% | -32.86% |
Max Drawdown (3Y)Largest decline over 3 years | -61.28% | -25.99% | -35.29% |
Max Drawdown (5Y)Largest decline over 5 years | -61.28% | -43.74% | -17.54% |
Max Drawdown (10Y)Largest decline over 10 years | -61.28% | -43.74% | -17.54% |
Current DrawdownCurrent decline from peak | -52.86% | -11.12% | -41.74% |
Average DrawdownAverage peak-to-trough decline | -18.15% | -13.04% | -5.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.05% | 7.46% | +19.59% |
Volatility
FICO vs. MSCI - Volatility Comparison
Fair Isaac Corporation (FICO) has a higher volatility of 22.66% compared to MSCI Inc. (MSCI) at 13.82%. 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.
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Volatility by Period
| FICO | MSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.66% | 13.82% | +8.84% |
Volatility (6M)Calculated over the trailing 6-month period | 44.32% | 24.75% | +19.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.50% | 30.48% | +23.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.84% | 31.36% | +10.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.52% | 31.47% | +7.05% |
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 1.35%.
| 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% |
MSCI MSCI Inc. | 1.35% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
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
FICO vs. MSCI - Profitability Comparison
FICO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Fair Isaac Corporation reported a gross profit of 587.17M and revenue of 674.19M. Therefore, the gross margin over that period was 87.1%.
MSCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, MSCI Inc. reported a gross profit of 717.10M and revenue of 867.00M. Therefore, the gross margin over that period was 82.7%.
FICO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Fair Isaac Corporation reported an operating income of 362.63M and revenue of 674.19M, resulting in an operating margin of 53.8%.
MSCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, MSCI Inc. reported an operating income of 487.50M and revenue of 867.00M, resulting in an operating margin of 56.2%.
FICO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Fair Isaac Corporation reported a net income of 237.17M and revenue of 674.19M, resulting in a net margin of 35.2%.
MSCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, MSCI Inc. reported a net income of 342.00M and revenue of 867.00M, resulting in a net margin of 39.5%.
Frequently Asked Questions
FICO and MSCI have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FICO has higher volatility (22.66%) compared to MSCI (13.82%). In terms of maximum drawdown, FICO dropped -79.26% vs MSCI's -69.06%.
MSCI currently has the higher Sharpe Ratio (0.11 vs -0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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