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FICO vs. MUSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FICO and MUSA is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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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Key characteristics

Sharpe Ratio

FICO:

0.83

MUSA:

-0.02

Sortino Ratio

FICO:

1.00

MUSA:

0.00

Omega Ratio

FICO:

1.15

MUSA:

1.00

Calmar Ratio

FICO:

0.67

MUSA:

-0.17

Martin Ratio

FICO:

1.72

MUSA:

-0.37

Ulcer Index

FICO:

14.32%

MUSA:

10.47%

Daily Std Dev

FICO:

39.83%

MUSA:

28.19%

Max Drawdown

FICO:

-79.26%

MUSA:

-33.72%

Current Drawdown

FICO:

-27.54%

MUSA:

-23.00%

Fundamentals

Market Cap

FICO:

$42.02B

MUSA:

$8.43B

EPS

FICO:

$23.30

MUSA:

$23.60

PE Ratio

FICO:

74.09

MUSA:

18.08

PEG Ratio

FICO:

1.66

MUSA:

1.60

PS Ratio

FICO:

22.83

MUSA:

0.48

PB Ratio

FICO:

82.33

MUSA:

11.72

Total Revenue (TTM)

FICO:

$1.84B

MUSA:

$19.93B

Gross Profit (TTM)

FICO:

$1.49B

MUSA:

$2.31B

EBITDA (TTM)

FICO:

$829.07M

MUSA:

$986.70M

Returns By Period

In the year-to-date period, FICO achieves a -13.29% return, which is significantly higher than MUSA's -14.75% return. Over the past 10 years, FICO has outperformed MUSA with an annualized return of 34.57%, while MUSA has yielded a comparatively lower 22.28% annualized return.


FICO

YTD

-13.29%

1M

-15.72%

6M

-27.32%

1Y

33.83%

3Y*

61.54%

5Y*

33.79%

10Y*

34.57%

MUSA

YTD

-14.75%

1M

-15.10%

6M

-21.92%

1Y

-2.33%

3Y*

20.19%

5Y*

30.40%

10Y*

22.28%

*Annualized

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Fair Isaac Corporation

Murphy USA Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FICO vs. MUSA — Risk-Adjusted Performance Rank

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

FICO
The Risk-Adjusted Performance Rank of FICO is 7272
Overall Rank
The Sharpe Ratio Rank of FICO is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of FICO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FICO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FICO is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FICO is 7171
Martin Ratio Rank

MUSA
The Risk-Adjusted Performance Rank of MUSA is 4141
Overall Rank
The Sharpe Ratio Rank of MUSA is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of MUSA is 3636
Sortino Ratio Rank
The Omega Ratio Rank of MUSA is 3636
Omega Ratio Rank
The Calmar Ratio Rank of MUSA is 4040
Calmar Ratio Rank
The Martin Ratio Rank of MUSA is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FICO vs. MUSA - Risk-Adjusted Performance 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.


The current FICO Sharpe Ratio is 0.83, which is higher than the MUSA Sharpe Ratio of -0.02. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 0.45%.


TTM20242023202220212020201920182017201620152014
FICO
Fair Isaac Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.07%0.08%0.11%
MUSA
Murphy USA Inc.
0.45%0.36%0.43%0.45%0.52%0.19%0.00%0.00%0.00%0.00%0.00%0.00%

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 -33.72%. Use the drawdown chart below to compare losses from any high point for FICO and MUSA.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FICO vs. MUSA - Volatility Comparison

Fair Isaac Corporation (FICO) has a higher volatility of 25.09% compared to Murphy USA Inc. (MUSA) at 14.55%. 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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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


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00B20212022202320242025
498.74M
4.53B
(FICO) Total Revenue
(MUSA) Total Revenue
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

0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
82.4%
10.7%
(FICO) Gross Margin
(MUSA) Gross Margin
FICO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Fair Isaac Corporation reported a gross profit of 411.11M and revenue of 498.74M. Therefore, the gross margin over that period was 82.4%.

MUSA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Murphy USA Inc. reported a gross profit of 483.60M and revenue of 4.53B. Therefore, the gross margin over that period was 10.7%.

FICO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Fair Isaac Corporation reported an operating income of 245.65M and revenue of 498.74M, resulting in an operating margin of 49.3%.

MUSA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Murphy USA Inc. reported an operating income of 88.00M and revenue of 4.53B, resulting in an operating margin of 1.9%.

FICO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Fair Isaac Corporation reported a net income of 162.62M and revenue of 498.74M, resulting in a net margin of 32.6%.

MUSA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Murphy USA Inc. reported a net income of 53.20M and revenue of 4.53B, resulting in a net margin of 1.2%.