FICO vs. NOV.DE
Compare and contrast key facts about Fair Isaac Corporation (FICO) and Novo Nordisk A/S (NOV.DE).
Performance
FICO vs. NOV.DE - Performance Comparison
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FICO vs. NOV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FICO Fair Isaac Corporation | -36.86% | -15.08% | 71.04% | 94.46% | 38.03% | -15.14% | 36.39% | 100.36% | 22.06% | 28.52% |
NOV.DE Novo Nordisk A/S | -28.17% | -38.94% | -14.91% | 54.32% | 23.38% | 59.96% | 24.41% | 32.54% | 13.85% | 53.99% |
Different Trading Currencies
FICO is traded in USD, while NOV.DE is traded in EUR. To make them comparable, the NOV.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FICO achieves a -36.86% return, which is significantly lower than NOV.DE's -28.17% return. Over the past 10 years, FICO has outperformed NOV.DE with an annualized return of 25.66%, while NOV.DE has yielded a comparatively lower 8.05% annualized return.
FICO
- 1D
- 1.87%
- 1M
- -24.25%
- YTD
- -36.86%
- 6M
- -28.67%
- 1Y
- -42.11%
- 3Y*
- 14.96%
- 5Y*
- 16.34%
- 10Y*
- 25.66%
NOV.DE
- 1D
- 1.14%
- 1M
- -1.72%
- YTD
- -28.17%
- 6M
- -31.56%
- 1Y
- -44.84%
- 3Y*
- -21.13%
- 5Y*
- 3.32%
- 10Y*
- 8.05%
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Return for Risk
FICO vs. NOV.DE — Risk / Return Rank
FICO
NOV.DE
FICO vs. NOV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and Novo Nordisk A/S (NOV.DE). 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 | NOV.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.81 | -0.80 | 0.00 |
Sortino ratioReturn per unit of downside risk | -1.02 | -0.96 | -0.06 |
Omega ratioGain probability vs. loss probability | 0.86 | 0.87 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.76 | -0.84 | +0.08 |
Martin ratioReturn relative to average drawdown | -1.48 | -1.46 | -0.02 |
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 | NOV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.81 | -0.80 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.09 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.24 | +0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.48 | +0.01 |
Correlation
The correlation between FICO and NOV.DE is 0.17, 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.
Dividends
FICO vs. NOV.DE - Dividend Comparison
FICO has not paid dividends to shareholders, while NOV.DE's dividend yield for the trailing twelve months is around 5.04%.
| 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% |
NOV.DE Novo Nordisk A/S | 5.04% | 3.54% | 1.58% | 1.01% | 1.18% | 1.27% | 1.99% | 2.09% | 27.20% | 2.27% | 3.67% | 1.25% |
Drawdowns
FICO vs. NOV.DE - Drawdown Comparison
The maximum FICO drawdown since its inception was -79.26%, which is greater than NOV.DE's maximum drawdown of -74.69%. Use the drawdown chart below to compare losses from any high point for FICO and NOV.DE.
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Drawdown Indicators
| FICO | NOV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.26% | -76.64% | -2.62% |
Max Drawdown (1Y)Largest decline over 1 year | -54.90% | -54.59% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -58.24% | -76.64% | +18.40% |
Max Drawdown (10Y)Largest decline over 10 years | -58.24% | -76.64% | +18.40% |
Current DrawdownCurrent decline from peak | -55.19% | -76.00% | +20.81% |
Average DrawdownAverage peak-to-trough decline | -17.82% | -12.33% | -5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.31% | 31.85% | -3.54% |
Volatility
FICO vs. NOV.DE - Volatility Comparison
Fair Isaac Corporation (FICO) has a higher volatility of 22.06% compared to Novo Nordisk A/S (NOV.DE) at 9.64%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than NOV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FICO | NOV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.06% | 9.64% | +12.42% |
Volatility (6M)Calculated over the trailing 6-month period | 38.56% | 41.68% | -3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.35% | 55.75% | -3.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.49% | 38.05% | +1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.39% | 33.60% | +3.79% |
Financials
FICO vs. NOV.DE - Financials Comparison
This section allows you to compare key financial metrics between Fair Isaac Corporation and Novo Nordisk A/S. 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