FICO vs. SLV
FICO (Fair Isaac Corporation) is a stock, while SLV (iShares Silver Trust) is Silver fund tracking the LBMA Silver Price. Over the past 10 years, FICO returned 26.62%/yr vs 13.99%/yr for SLV. At a 0.10 correlation, their price movements are largely independent.
Performance
FICO vs. SLV - 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 SLV's -4.86% return. Over the past 10 years, FICO has outperformed SLV with an annualized return of 26.62%, while SLV has yielded a comparatively lower 13.99% 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%
SLV
- 1D
- 0.77%
- 1M
- -22.76%
- YTD
- -4.86%
- 6M
- 9.25%
- 1Y
- 85.39%
- 3Y*
- 41.27%
- 5Y*
- 18.83%
- 10Y*
- 13.99%
FICO vs. SLV - 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% |
SLV iShares Silver Trust | -4.86% | 144.66% | 20.89% | -1.09% | 2.37% | -12.45% | 47.30% | 14.88% | -9.19% | 5.82% |
Correlation
The correlation between FICO and SLV is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2006 | 0.10 |
The correlation between FICO and SLV shifts across timeframes, from -0.09 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FICO vs. SLV — Risk / Return Rank
FICO
SLV
FICO vs. SLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and iShares Silver Trust (SLV). 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 | SLV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.29 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 1.89 | -2.54 |
| Martin ratioReturn relative to average drawdown | -1.24 | 4.10 | -5.34 |
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Drawdowns
FICO vs. SLV - Drawdown Comparison
The maximum FICO drawdown since its inception was -79.26%, roughly equal to the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for FICO and SLV.
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Drawdown Indicators
| FICO | SLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.26% | -76.28% | -2.98% |
Max Drawdown (1Y)Largest decline over 1 year | -52.12% | -45.40% | -6.72% |
Max Drawdown (3Y)Largest decline over 3 years | -61.28% | -45.40% | -15.88% |
Max Drawdown (5Y)Largest decline over 5 years | -61.28% | -45.40% | -15.88% |
Max Drawdown (10Y)Largest decline over 10 years | -61.28% | -45.40% | -15.88% |
Current DrawdownCurrent decline from peak | -50.50% | -41.96% | -8.54% |
Average DrawdownAverage peak-to-trough decline | -18.03% | -44.66% | +26.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.47% | 20.88% | +6.59% |
Volatility
FICO vs. SLV - Volatility Comparison
The current volatility for Fair Isaac Corporation (FICO) is 14.33%, while iShares Silver Trust (SLV) has a volatility of 16.34%. This indicates that FICO experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FICO | SLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.33% | 16.34% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 39.21% | 59.10% | -19.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.67% | 59.82% | -9.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.73% | 36.46% | +4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.07% | 32.00% | +6.07% |
Dividends
FICO vs. SLV - Dividend Comparison
Neither FICO nor SLV 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% |
SLV iShares Silver Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FICO and SLV have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SLV has higher volatility (16.34%) compared to FICO (14.33%). In terms of maximum drawdown, FICO dropped -79.26% vs SLV's -76.28%.
SLV currently has the higher Sharpe Ratio (1.44 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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