FICO vs. NESN.SW
FICO (Fair Isaac Corporation) and NESN.SW (Nestlé S.A.) are both stocks. FICO operates in Software - Application (Technology), while NESN.SW operates in Packaged Foods (Consumer Defensive). Over the past 10 years, FICO returned 26.67%/yr vs 5.59%/yr for NESN.SW. At a 0.15 correlation, their price movements are largely independent.
Performance
FICO vs. NESN.SW - Performance Comparison
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Different Trading Currencies
FICO is traded in USD, while NESN.SW is traded in CHF. To make them comparable, the NESN.SW values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FICO achieves a -28.59% return, which is significantly lower than NESN.SW's 1.70% return. Over the past 10 years, FICO has outperformed NESN.SW with an annualized return of 26.67%, while NESN.SW has yielded a comparatively lower 5.59% annualized return.
FICO
- 1D
- 6.16%
- 1M
- 7.22%
- YTD
- -28.59%
- 6M
- -31.42%
- 1Y
- -31.98%
- 3Y*
- 15.94%
- 5Y*
- 19.71%
- 10Y*
- 26.67%
NESN.SW
- 1D
- -0.42%
- 1M
- -2.63%
- YTD
- 1.70%
- 6M
- 3.22%
- 1Y
- -4.09%
- 3Y*
- -3.42%
- 5Y*
- -1.99%
- 10Y*
- 5.59%
FICO vs. NESN.SW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FICO Fair Isaac Corporation | -28.59% | -15.08% | 71.04% | 94.46% | 38.03% | -15.14% | 36.39% | 100.36% | 22.06% | 28.52% |
NESN.SW Nestlé S.A. | 1.70% | 24.36% | -26.18% | 2.56% | -15.00% | 20.99% | 12.29% | 36.91% | -2.79% | 23.65% |
Correlation
The correlation between FICO and NESN.SW is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 2007 | 0.15 |
The correlation between FICO and NESN.SW shifts across timeframes, from -0.00 (3 years) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FICO vs. NESN.SW — Risk / Return Rank
FICO
NESN.SW
FICO vs. NESN.SW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and Nestlé S.A. (NESN.SW). 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.
| FICO | NESN.SW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.98 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | -0.28 | -0.34 |
| Martin ratioReturn relative to average drawdown | -1.18 | -0.52 | -0.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FICO | NESN.SW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.63 | -0.22 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | -0.10 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.31 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.39 | +0.10 |
Drawdowns
FICO vs. NESN.SW - Drawdown Comparison
The maximum FICO drawdown since its inception was -79.26%, which is greater than NESN.SW's maximum drawdown of -40.53%. Use the drawdown chart below to compare losses from any high point for FICO and NESN.SW.
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Drawdown Indicators
| FICO | NESN.SW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.26% | -40.53% | -38.73% |
Max Drawdown (1Y)Largest decline over 1 year | -52.12% | -17.25% | -34.87% |
Max Drawdown (3Y)Largest decline over 3 years | -61.28% | -32.86% | -28.42% |
Max Drawdown (5Y)Largest decline over 5 years | -61.28% | -38.13% | -23.15% |
Max Drawdown (10Y)Largest decline over 10 years | -61.28% | -38.13% | -23.15% |
Current DrawdownCurrent decline from peak | -49.32% | -19.70% | -29.62% |
Average DrawdownAverage peak-to-trough decline | -18.02% | -9.37% | -8.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.06% | 9.50% | +17.56% |
Volatility
FICO vs. NESN.SW - Volatility Comparison
Fair Isaac Corporation (FICO) has a higher volatility of 14.53% compared to Nestlé S.A. (NESN.SW) at 5.89%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than NESN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FICO | NESN.SW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.53% | 5.89% | +8.64% |
Volatility (6M)Calculated over the trailing 6-month period | 39.17% | 15.63% | +23.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.75% | 22.84% | +27.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.72% | 19.92% | +20.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.08% | 18.15% | +19.93% |
Dividends
FICO vs. NESN.SW - Dividend Comparison
FICO has not paid dividends to shareholders, while NESN.SW's dividend yield for the trailing twelve months is around 4.04%.
| 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% |
NESN.SW Nestlé S.A. | 4.04% | 3.87% | 4.01% | 3.03% | 2.61% | 2.16% | 2.59% | 2.34% | 2.94% | 2.74% | 3.08% | 2.95% |
Financials
FICO vs. NESN.SW - Financials Comparison
This section allows you to compare key financial metrics between Fair Isaac Corporation and Nestlé S.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
FICO and NESN.SW have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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