FICO vs. NECB

Last updated Jun 13, 2026

FICO (Fair Isaac Corporation) and NECB (Northeast Community Bancorp, Inc.) are both stocks. FICO operates in Software - Application (Technology), while NECB operates in Banks - Regional (Financial Services). Over the past 10 years, FICO returned 26.62%/yr vs 20.80%/yr for NECB. At a 0.11 correlation, their price movements are largely independent.

Performance

FICO vs. NECB - Performance Comparison

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

Returns By Period

In the year-to-date period, FICO achieves a -30.25% return, which is significantly lower than NECB's 16.88% return. Over the past 10 years, FICO has outperformed NECB with an annualized return of 26.62%, while NECB has yielded a comparatively lower 20.80% annualized return.

FICO

• 1D: -0.52%
• 1M: 7.34%
• YTD: -30.25%
• 6M: -36.09%
• 1Y: -33.92%
• 3Y*: 13.73%
• 5Y*: 18.49%
• 10Y*: 26.62%

NECB

• 1D: 1.33%
• 1M: 12.03%
• YTD: 16.88%
• 6M: 13.37%
• 1Y: 22.49%
• 3Y*: 25.98%
• 5Y*: 20.75%
• 10Y*: 20.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FICO vs. NECB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FICO Fair Isaac Corporation	-30.25%	-15.08%	71.04%	94.46%	38.03%	-15.14%	36.39%	100.36%	22.06%	28.52%
NECB Northeast Community Bancorp, Inc.	16.88%	-3.51%	41.77%	20.41%	38.91%	10.09%	16.28%	9.72%	11.13%	29.67%

Correlation

The correlation between FICO and NECB is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (10Y) Calculated over the trailing 10-year period	0.12
Correlation (All Time) Calculated using the full available price history since Jul 6, 2006	0.11

The correlation between FICO and NECB shifts across timeframes, from 0.06 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap FICO : $28.00B NECB : $351.30M
EPS FICO : $31.51 NECB : $2.49
PE Ratio FICO : 37.43 NECB : 10.42
PEG Ratio FICO : 1.99 NECB : 0.19
PS Ratio FICO : 12.60 NECB : 3.02
Total Revenue (TTM) FICO : $2.26B NECB : $116.88M
Gross Profit (TTM) FICO : $1.90B NECB : $77.77M
EBITDA (TTM) FICO : $1.16B NECB : $48.19M

Return for Risk

FICO vs. NECB — Risk / Return Rank

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

FICO

FICO Risk / Return Rank: 16
FICO Sharpe Ratio Rank: 14
FICO Sortino Ratio Rank: 16
FICO Omega Ratio Rank: 16
FICO Calmar Ratio Rank: 19
FICO Martin Ratio Rank: 15

NECB

NECB Risk / Return Rank: 62
NECB Sharpe Ratio Rank: 65
NECB Sortino Ratio Rank: 60
NECB Omega Ratio Rank: 57
NECB Calmar Ratio Rank: 63
NECB Martin Ratio Rank: 62

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FICO vs. NECB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and Northeast Community Bancorp, Inc. (NECB). 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	NECB	Difference
Sharpe ratio: Return per unit of total volatility	-0.67	0.68	-1.35
Sortino ratio: Return per unit of downside risk	-0.76	1.18	-1.94
Omega ratio: Gain probability vs. loss probability	0.90	1.13	-0.23
Calmar ratio: Return relative to maximum drawdown	-0.65	0.97	-1.63
Martin ratio: Return relative to average drawdown	-1.24	1.99	-3.22

FICO vs. NECB - Sharpe Ratio Comparison

The current FICO Sharpe Ratio is -0.67, which is lower than the NECB Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of FICO and NECB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FICO vs. NECB - Drawdown Comparison

The maximum FICO drawdown since its inception was -79.26%, which is greater than NECB's maximum drawdown of -61.91%. Use the drawdown chart below to compare losses from any high point for FICO and NECB.

Drawdown Indicators

	FICO	NECB	Difference
Max Drawdown Largest peak-to-trough decline	-79.26%	-61.91%	-17.35%
Max Drawdown (1Y) Largest decline over 1 year	-52.12%	-18.77%	-33.35%
Max Drawdown (3Y) Largest decline over 3 years	-61.28%	-34.54%	-26.74%
Max Drawdown (5Y) Largest decline over 5 years	-61.28%	-34.54%	-26.74%
Max Drawdown (10Y) Largest decline over 10 years	-61.28%	-47.80%	-13.48%
Current Drawdown Current decline from peak	-50.50%	-11.33%	-39.17%
Average Drawdown Average peak-to-trough decline	-18.03%	-24.85%	+6.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.47%	9.20%	+18.27%

Volatility

FICO vs. NECB - Volatility Comparison

Fair Isaac Corporation (FICO) has a higher volatility of 14.33% compared to Northeast Community Bancorp, Inc. (NECB) at 5.30%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than NECB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FICO	NECB	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.33%	5.30%	+9.03%
Volatility (6M) Calculated over the trailing 6-month period	39.21%	15.65%	+23.56%
Volatility (1Y) Calculated over the trailing 1-year period	50.67%	26.79%	+23.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.73%	24.88%	+15.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.07%	29.10%	+8.97%

Dividends

FICO vs. NECB - Dividend Comparison

FICO has not paid dividends to shareholders, while NECB's dividend yield for the trailing twelve months is around 3.85%.

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%
NECB Northeast Community Bancorp, Inc.	3.85%	4.20%	2.29%	1.01%	2.82%	1.82%	1.09%	1.00%	1.08%	1.19%	1.52%	1.69%

Financials

Frequently Asked Questions

Can I hold both FICO and NECB in my portfolio?

FICO and NECB have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FICO or NECB?

FICO has higher volatility (14.33%) compared to NECB (5.30%). In terms of maximum drawdown, FICO dropped -79.26% vs NECB's -61.91%.

Which has better risk-adjusted returns?

NECB currently has the higher Sharpe Ratio (0.68 vs -0.67), 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.