FICO vs. ORLY
FICO (Fair Isaac Corporation) and ORLY (O'Reilly Automotive, Inc.) are both stocks. FICO operates in Software - Application (Technology), while ORLY operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, FICO returned 26.62%/yr vs 18.05%/yr for ORLY. At a 0.27 correlation, their price movements are largely independent.
Performance
FICO vs. ORLY - Performance Comparison
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Returns By Period
In the year-to-date period, FICO achieves a -30.25% return, which is significantly lower than ORLY's -0.21% return. Over the past 10 years, FICO has outperformed ORLY with an annualized return of 26.62%, while ORLY has yielded a comparatively lower 18.05% annualized return.
FICO
- 1D
- -0.52%
- 1M
- 10.76%
- YTD
- -30.25%
- 6M
- -36.09%
- 1Y
- -33.92%
- 3Y*
- 13.73%
- 5Y*
- 18.49%
- 10Y*
- 26.62%
ORLY
- 1D
- 1.02%
- 1M
- 1.47%
- YTD
- -0.21%
- 6M
- -3.28%
- 1Y
- -0.03%
- 3Y*
- 14.22%
- 5Y*
- 20.62%
- 10Y*
- 18.05%
FICO vs. ORLY - 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% |
ORLY O'Reilly Automotive, Inc. | -0.21% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 43.15% | -13.60% |
Correlation
The correlation between FICO and ORLY is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 1993 | 0.27 |
The correlation between FICO and ORLY shifts across timeframes, from 0.08 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
Fundamentals
FICO:
$28.00B
ORLY:
$76.69B
FICO:
$31.51
ORLY:
$3.06
FICO:
37.43
ORLY:
29.76
FICO:
1.99
ORLY:
3.20
FICO:
12.60
ORLY:
4.26
FICO:
$2.26B
ORLY:
$18.21B
FICO:
$1.90B
ORLY:
$9.40B
FICO:
$1.16B
ORLY:
$3.96B
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Return for Risk
FICO vs. ORLY — Risk / Return Rank
FICO
ORLY
FICO vs. ORLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and O'Reilly Automotive, Inc. (ORLY). 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 | ORLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.02 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | -0.00 | -0.65 |
| Martin ratioReturn relative to average drawdown | -1.24 | -0.00 | -1.23 |
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Drawdowns
FICO vs. ORLY - Drawdown Comparison
The maximum FICO drawdown since its inception was -79.26%, which is greater than ORLY's maximum drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for FICO and ORLY.
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Drawdown Indicators
| FICO | ORLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.26% | -65.42% | -13.84% |
Max Drawdown (1Y)Largest decline over 1 year | -52.12% | -20.02% | -32.10% |
Max Drawdown (3Y)Largest decline over 3 years | -61.28% | -20.02% | -41.26% |
Max Drawdown (5Y)Largest decline over 5 years | -61.28% | -23.03% | -38.25% |
Max Drawdown (10Y)Largest decline over 10 years | -61.28% | -42.00% | -19.28% |
Current DrawdownCurrent decline from peak | -50.50% | -15.58% | -34.92% |
Average DrawdownAverage peak-to-trough decline | -18.03% | -10.78% | -7.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.47% | 10.77% | +16.70% |
Volatility
FICO vs. ORLY - Volatility Comparison
Fair Isaac Corporation (FICO) has a higher volatility of 14.33% compared to O'Reilly Automotive, Inc. (ORLY) at 6.52%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than ORLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FICO | ORLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.33% | 6.52% | +7.81% |
Volatility (6M)Calculated over the trailing 6-month period | 39.21% | 17.78% | +21.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.67% | 22.82% | +27.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.73% | 22.63% | +18.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.07% | 26.52% | +11.55% |
Dividends
FICO vs. ORLY - Dividend Comparison
Neither FICO nor ORLY has paid dividends to shareholders.
| 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% |
ORLY O'Reilly Automotive, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
FICO vs. ORLY - Financials Comparison
This section allows you to compare key financial metrics between Fair Isaac Corporation and O'Reilly Automotive, 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.
Total Revenue: Total amount of money received from sales and other business activities
FICO vs. ORLY - Profitability Comparison
FICO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fair Isaac Corporation reported a gross profit of 600.48M and revenue of 691.68M. Therefore, the gross margin over that period was 86.8%.
ORLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, O'Reilly Automotive, Inc. reported a gross profit of 2.35B and revenue of 4.56B. Therefore, the gross margin over that period was 51.5%.
FICO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fair Isaac Corporation reported an operating income of 402.47M and revenue of 691.68M, resulting in an operating margin of 58.2%.
ORLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, O'Reilly Automotive, Inc. reported an operating income of 841.61M and revenue of 4.56B, resulting in an operating margin of 18.5%.
FICO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fair Isaac Corporation reported a net income of 264.46M and revenue of 691.68M, resulting in a net margin of 38.2%.
ORLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, O'Reilly Automotive, Inc. reported a net income of 604.18M and revenue of 4.56B, resulting in a net margin of 13.3%.
Frequently Asked Questions
FICO and ORLY have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FICO has higher volatility (14.33%) compared to ORLY (6.52%). In terms of maximum drawdown, FICO dropped -79.26% vs ORLY's -65.42%.
ORLY currently has the higher Sharpe Ratio (-0.00 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.
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