FICO vs. MUSA

The year-to-date returns for both investments are quite close, with FICO having a -1.94% return and MUSA slightly higher at -1.93%. Over the past 10 years, FICO has outperformed MUSA with an annualized return of 36.01%, while MUSA has yielded a comparatively lower 22.49% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and Murphy USA Inc. (MUSA). 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 1.87, which is higher than the MUSA Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of FICO and MUSA, 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 MUSA's dividend yield for the trailing twelve months is around 0.38%.

The maximum FICO drawdown since its inception was -79.26%, which is greater than MUSA's maximum drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for FICO and MUSA. For additional features, visit the drawdowns tool.

Fair Isaac Corporation (FICO) has a higher volatility of 15.96% compared to Murphy USA Inc. (MUSA) at 9.71%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than MUSA 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 Murphy USA 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.