FICO vs. SOXL

Last updated Aug 1, 2026

FICO (Fair Isaac Corporation) is a stock, while SOXL (Direxion Daily Semiconductor Bull 3X ETF) is Leveraged Equities fund tracking the NYSE Semiconductor Index. Over the past 10 years, FICO returned 24.21%/yr vs 48.63%/yr for SOXL. Their 0.47 correlation means their historical movements had little consistent relationship.

Performance

FICO vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fair Isaac Corporation (FICO) and Direxion Daily Semiconductor Bull 3X ETF (SOXL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FICO achieves a -33.58% return, which is significantly lower than SOXL's 172.95% return. Over the past 10 years, FICO has underperformed SOXL with an annualized return of 24.21%, while SOXL has yielded a comparatively higher 48.63% annualized return.

FICO

• 1D: -1.45%
• 1M: -11.63%
• 6M: -23.25%
• YTD: -33.58%
• 1Y: -18.69%
• 3Y*: 10.62%
• 5Y*: 16.47%
• 10Y*: 24.21%
• ALL TIME*: 20.11%

SOXL

• 1D: 0.00%
• 1M: -36.78%
• 6M: 85.66%
• YTD: 172.95%
• 1Y: 376.55%
• 3Y*: 60.01%
• 5Y*: 21.65%
• 10Y*: 48.63%
• ALL TIME*: 38.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FICO Fair Isaac Corporation	$482.91M	$385.62M	$388.77M
SOXL Direxion Daily Semiconductor Bull 3X ETF	$10.60B	$10.77B	$11.72B

FICO vs. SOXL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FICO Fair Isaac Corporation	-33.58%	-15.08%	71.04%	94.46%	38.03%	-15.14%	36.39%	100.36%	22.06%	28.52%
SOXL Direxion Daily Semiconductor Bull 3X ETF	172.95%	54.91%	-12.31%	226.98%	-85.66%	118.84%	70.04%	231.83%	-39.07%	141.71%

Correlation

The correlation between FICO and SOXL is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.13
Correlation (3Y) Balances recent behavior with more history.	0.20
Correlation (5Y) Shows whether the relationship held over a longer period.	0.33
Correlation (10Y) Provides a long-term view across more market conditions.	0.42
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010	0.47

The correlation between FICO and SOXL shifts across timeframes, from -0.12 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FICO vs. SOXL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FICO

FICO Risk / Return Rank: 27
FICO Sharpe Ratio Rank: 26
FICO Sortino Ratio Rank: 27
FICO Omega Ratio Rank: 26
FICO Calmar Ratio Rank: 30
FICO Martin Ratio Rank: 29

SOXL

SOXL Risk / Return Rank: 90
SOXL Sharpe Ratio Rank: 95
SOXL Sortino Ratio Rank: 83
SOXL Omega Ratio Rank: 85
SOXL Calmar Ratio Rank: 95
SOXL Martin Ratio Rank: 94

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FICO vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and Direxion Daily Semiconductor Bull 3X ETF (SOXL). 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	SOXL	Difference
Sharpe ratio: Return per unit of total volatility	-0.41	2.77	-3.19
Sortino ratio: Return per unit of downside risk	-0.26	2.70	-2.96
Omega ratio: Gain probability vs. loss probability	0.96	1.36	-0.40
Calmar ratio: Return relative to maximum drawdown	-0.43	5.22	-5.65
Martin ratio: Return relative to average drawdown	-0.81	18.04	-18.85

FICO vs. SOXL - Sharpe Ratio Comparison

The current FICO Sharpe Ratio is -0.41, which is lower than the SOXL Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of FICO and SOXL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FICO vs. SOXL - Drawdown Comparison

The maximum FICO drawdown since its inception was -79.26%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for FICO and SOXL.

Drawdown Indicators

	FICO	SOXL	Difference
Max Drawdown Largest peak-to-trough decline	-79.26%	-90.46%	+11.20%
Max Drawdown (1Y) Largest decline over 1 year	-50.93%	-69.42%	+18.49%
Max Drawdown (3Y) Largest decline over 3 years	-61.28%	-87.88%	+26.60%
Max Drawdown (5Y) Largest decline over 5 years	-61.28%	-90.46%	+29.18%
Max Drawdown (10Y) Largest decline over 10 years	-61.28%	-90.46%	+29.18%
Current Drawdown Current decline from peak	-52.86%	-61.86%	+9.00%
Average Drawdown Average peak-to-trough decline	-18.15%	-35.00%	+16.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.05%	20.04%	+7.01%

Volatility

FICO vs. SOXL - Volatility Comparison

The current volatility for Fair Isaac Corporation (FICO) is 22.66%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 52.68%. This indicates that FICO experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FICO	SOXL	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.66%	52.68%	-30.02%
Volatility (6M) Calculated over the trailing 6-month period	44.32%	115.51%	-71.19%
Volatility (1Y) Calculated over the trailing 1-year period	53.50%	130.99%	-77.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.84%	113.21%	-71.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.52%	102.11%	-63.59%

Dividends

FICO vs. SOXL - Dividend Comparison

FICO has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 0.01%.

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%
SOXL Direxion Daily Semiconductor Bull 3X ETF	0.01%	0.34%	1.18%	0.51%	1.07%	0.04%	0.05%	0.38%	1.30%	0.09%	4.84%	0.00%

Frequently Asked Questions

Can I hold both FICO and SOXL in my portfolio?

FICO and SOXL have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FICO or SOXL?

SOXL has higher volatility (52.68%) compared to FICO (22.66%). In terms of maximum drawdown, FICO dropped -79.26% vs SOXL's -90.46%.

Which has better risk-adjusted returns?

SOXL currently has the higher Sharpe Ratio (2.77 vs -0.41), 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.