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FICO vs. MUSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FICO vs. MUSA - Performance Comparison

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

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Returns By Period

In the year-to-date period, FICO achieves a -33.58% return, which is significantly lower than MUSA's 51.03% return. Both investments have delivered pretty close results over the past 10 years, with FICO having a 24.21% annualized return and MUSA not far behind at 23.74%.


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%

MUSA

1D
-1.35%
1M
8.38%
6M
44.24%
YTD
51.03%
1Y
68.79%
3Y*
26.68%
5Y*
33.41%
10Y*
23.74%
ALL TIME*
24.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$482.91M$385.62M$388.77M
$157.53M$157.15M$171.96M

FICO vs. MUSA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FICO
Fair Isaac Corporation
-33.58%-15.08%71.04%94.46%38.03%-15.14%36.39%100.36%22.06%28.52%
MUSA
Murphy USA Inc.
51.03%-19.15%41.27%28.20%41.02%53.33%12.06%52.66%-4.63%30.73%

Correlation

The correlation between FICO and MUSA is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.03

Correlation (3Y)
Balances recent behavior with more history.

0.12

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.16

Correlation (10Y)
Provides a long-term view across more market conditions.

0.21

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2013

0.23

The correlation between FICO and MUSA shifts across timeframes, from -0.03 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FICO:

$24.25B

MUSA:

$11.23B

EPS

FICO:

$34.47

MUSA:

$29.26

PE Ratio

FICO:

32.58

MUSA:

20.77

PEG Ratio

FICO:

1.73

MUSA:

1.13

PS Ratio

FICO:

11.09

MUSA:

0.58

Total Revenue (TTM)

FICO:

$2.39B

MUSA:

$19.68B

Gross Profit (TTM)

FICO:

$2.04B

MUSA:

$487.10M

EBITDA (TTM)

FICO:

$1.25B

MUSA:

$1.06B

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Return for Risk

FICO vs. MUSA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FICO
FICO Risk / Return Rank: 2727
Overall Rank
FICO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FICO Sortino Ratio Rank: 2727
Sortino Ratio Rank
FICO Omega Ratio Rank: 2626
Omega Ratio Rank
FICO Calmar Ratio Rank: 3030
Calmar Ratio Rank
FICO Martin Ratio Rank: 2929
Martin Ratio Rank

MUSA
MUSA Risk / Return Rank: 8989
Overall Rank
MUSA Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
MUSA Sortino Ratio Rank: 8686
Sortino Ratio Rank
MUSA Omega Ratio Rank: 8787
Omega Ratio Rank
MUSA Calmar Ratio Rank: 9090
Calmar Ratio Rank
MUSA Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FICO vs. MUSA - Risk-Adjusted Trends Comparison

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.

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.


FICOMUSADifference
Sharpe ratioReturn per unit of total volatility

-2.22

Sortino ratioReturn per unit of downside risk

-2.66

Omega ratioGain probability vs. loss probability

0.96

1.33

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.43

3.50

-3.93

Martin ratioReturn relative to average drawdown

-0.81

10.30

-11.11

FICO vs. MUSA - Sharpe Ratio Comparison

The current FICO Sharpe Ratio is -0.41, which is lower than the MUSA Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of FICO and MUSA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FICO vs. MUSA - Drawdown Comparison

The maximum FICO drawdown since its inception was -79.26%, which is greater than MUSA's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for FICO and MUSA.


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Drawdown Indicators


FICOMUSADifference

Max Drawdown

Largest peak-to-trough decline

-79.26%

-35.54%

-43.72%

Max Drawdown (1Y)

Largest decline over 1 year

-50.93%

-19.72%

-31.21%

Max Drawdown (3Y)

Largest decline over 3 years

-61.28%

-35.54%

-25.74%

Max Drawdown (5Y)

Largest decline over 5 years

-61.28%

-35.54%

-25.74%

Max Drawdown (10Y)

Largest decline over 10 years

-61.28%

-35.54%

-25.74%

Current Drawdown

Current decline from peak

-52.86%

-2.41%

-50.45%

Average Drawdown

Average peak-to-trough decline

-18.15%

-9.93%

-8.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.05%

6.69%

+20.36%

Volatility

FICO vs. MUSA - Volatility Comparison

Fair Isaac Corporation (FICO) has a higher volatility of 22.66% compared to Murphy USA Inc. (MUSA) at 9.95%. 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.


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Volatility by Period


FICOMUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

22.66%

9.95%

+12.71%

Volatility (6M)

Calculated over the trailing 6-month period

44.32%

32.19%

+12.13%

Volatility (1Y)

Calculated over the trailing 1-year period

53.50%

39.90%

+13.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.84%

30.88%

+10.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.52%

31.59%

+6.93%

Dividends

FICO vs. MUSA - Dividend Comparison

FICO has not paid dividends to shareholders, while MUSA's dividend yield for the trailing twelve months is around 0.40%.


PositionTTM20252024202320222021202020192018201720162015
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%
MUSA
Murphy USA Inc.
0.40%0.53%0.36%0.43%0.45%0.52%0.19%0.00%0.00%0.00%0.00%0.00%

Financials

FICO vs. MUSA - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

FICO vs. MUSA - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

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%.

MUSA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Murphy USA Inc. reported a gross profit of 0.00 and revenue of 4.82B. Therefore, the gross margin over that period was 0.0%.

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%.

MUSA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Murphy USA Inc. reported an operating income of 205.20M and revenue of 4.82B, resulting in an operating margin of 4.3%.

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%.

MUSA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Murphy USA Inc. reported a net income of 136.30M and revenue of 4.82B, resulting in a net margin of 2.8%.


Frequently Asked Questions


FICO and MUSA have a correlation of -0.03, 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 MUSA (9.95%). In terms of maximum drawdown, FICO dropped -79.26% vs MUSA's -35.54%.

MUSA currently has the higher Sharpe Ratio (1.80 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.

Portfolio Optimizer

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