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FICO vs. SMCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FICO vs. SMCI - Performance Comparison

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

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Returns By Period

In the year-to-date period, FICO achieves a -30.25% return, which is significantly lower than SMCI's 4.07% return. Both investments have delivered pretty close results over the past 10 years, with FICO having a 26.62% annualized return and SMCI not far ahead at 27.77%.


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%

SMCI

1D
-4.72%
1M
-4.81%
YTD
4.07%
6M
-5.78%
1Y
-29.75%
3Y*
7.64%
5Y*
52.73%
10Y*
27.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FICO vs. SMCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FICO
Fair Isaac Corporation
-30.25%-15.08%71.04%94.46%38.03%-15.14%36.39%100.36%22.06%28.52%
SMCI
Super Micro Computer, Inc.
4.07%-3.97%7.23%246.24%86.80%38.82%31.81%74.06%-34.07%-25.38%

Correlation

The correlation between FICO and SMCI 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

0.19

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 Mar 29, 2007

0.33

Over the past year, the correlation between FICO and SMCI has dropped to 0.02 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

FICO:

$28.00B

SMCI:

$20.52B

EPS

FICO:

$31.51

SMCI:

$2.70

PE Ratio

FICO:

37.43

SMCI:

11.27

PEG Ratio

FICO:

1.99

SMCI:

0.25

PS Ratio

FICO:

12.60

SMCI:

0.60

Total Revenue (TTM)

FICO:

$2.26B

SMCI:

$33.70B

Gross Profit (TTM)

FICO:

$1.90B

SMCI:

$2.83B

EBITDA (TTM)

FICO:

$1.16B

SMCI:

$1.47B

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Return for Risk

FICO vs. SMCI — Risk / Return Rank

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

FICO
FICO Risk / Return Rank: 1616
Overall Rank
FICO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FICO Sortino Ratio Rank: 1616
Sortino Ratio Rank
FICO Omega Ratio Rank: 1616
Omega Ratio Rank
FICO Calmar Ratio Rank: 1919
Calmar Ratio Rank
FICO Martin Ratio Rank: 1515
Martin Ratio Rank

SMCI
SMCI Risk / Return Rank: 3030
Overall Rank
SMCI Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SMCI Sortino Ratio Rank: 3333
Sortino Ratio Rank
SMCI Omega Ratio Rank: 3333
Omega Ratio Rank
SMCI Calmar Ratio Rank: 2828
Calmar Ratio Rank
SMCI Martin Ratio Rank: 2929
Martin Ratio Rank
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. SMCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and Super Micro Computer, Inc. (SMCI). 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.


FICOSMCIDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

0.90

1.01

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.65

-0.45

-0.20

Martin ratioReturn relative to average drawdown

-1.24

-0.76

-0.48

FICO vs. SMCI - Sharpe Ratio Comparison

The current FICO Sharpe Ratio is -0.67, which is lower than the SMCI Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of FICO and SMCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FICO vs. SMCI - Drawdown Comparison

The maximum FICO drawdown since its inception was -79.26%, smaller than the maximum SMCI drawdown of -84.84%. Use the drawdown chart below to compare losses from any high point for FICO and SMCI.


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Drawdown Indicators


FICOSMCIDifference

Max Drawdown

Largest peak-to-trough decline

-79.26%

-84.84%

+5.58%

Max Drawdown (1Y)

Largest decline over 1 year

-52.12%

-66.18%

+14.06%

Max Drawdown (3Y)

Largest decline over 3 years

-61.28%

-84.84%

+23.56%

Max Drawdown (5Y)

Largest decline over 5 years

-61.28%

-84.84%

+23.56%

Max Drawdown (10Y)

Largest decline over 10 years

-61.28%

-84.84%

+23.56%

Current Drawdown

Current decline from peak

-50.50%

-74.36%

+23.86%

Average Drawdown

Average peak-to-trough decline

-18.03%

-31.98%

+13.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.47%

39.34%

-11.87%

Volatility

FICO vs. SMCI - Volatility Comparison

The current volatility for Fair Isaac Corporation (FICO) is 14.33%, while Super Micro Computer, Inc. (SMCI) has a volatility of 44.32%. This indicates that FICO experiences smaller price fluctuations and is considered to be less risky than SMCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FICOSMCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.33%

44.32%

-29.99%

Volatility (6M)

Calculated over the trailing 6-month period

39.21%

76.32%

-37.11%

Volatility (1Y)

Calculated over the trailing 1-year period

50.67%

85.20%

-34.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.73%

86.53%

-45.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.07%

71.19%

-33.12%

Dividends

FICO vs. SMCI - Dividend Comparison

Neither FICO nor SMCI has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SMCI
Super Micro Computer, 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. SMCI - Financials Comparison

This section allows you to compare key financial metrics between Fair Isaac Corporation and Super Micro Computer, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
691.68M
10.24B
(FICO) Total Revenue
(SMCI) Total Revenue
Values in USD except per share items

FICO vs. SMCI - Profitability Comparison

The chart below illustrates the profitability comparison between Fair Isaac Corporation and Super Micro Computer, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
86.8%
10.0%
Portfolio components
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%.

SMCI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Super Micro Computer, Inc. reported a gross profit of 1.02B and revenue of 10.24B. Therefore, the gross margin over that period was 10.0%.

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%.

SMCI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Super Micro Computer, Inc. reported an operating income of 625.87M and revenue of 10.24B, resulting in an operating margin of 6.1%.

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%.

SMCI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Super Micro Computer, Inc. reported a net income of 1.02B and revenue of 10.24B, resulting in a net margin of 9.9%.


Frequently Asked Questions


FICO and SMCI 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.

SMCI has higher volatility (44.32%) compared to FICO (14.33%). In terms of maximum drawdown, FICO dropped -79.26% vs SMCI's -84.84%.

SMCI currently has the higher Sharpe Ratio (-0.35 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.

Portfolio Optimizer

Find the right allocation for FICO and SMCI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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