FICO vs. MSCI

In the year-to-date period, FICO achieves a -1.07% return, which is significantly lower than MSCI's 1.66% return. Over the past 10 years, FICO has outperformed MSCI with an annualized return of 38.98%, while MSCI has yielded a comparatively lower 28.88% annualized return.

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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.

The current FICO Sharpe Ratio is 1.94, which is higher than the MSCI Sharpe Ratio of 0.50. 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.

FICO has not paid dividends to shareholders, while MSCI's dividend yield for the trailing twelve months is around 1.05%.

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.

Fair Isaac Corporation (FICO) has a higher volatility of 8.75% compared to MSCI Inc. (MSCI) at 7.03%. 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.

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.