FICO vs. SOXX
FICO (Fair Isaac Corporation) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, FICO returned 26.47%/yr vs 36.04%/yr for SOXX. At a 0.47 correlation, their price movements are largely independent.
Performance
FICO vs. SOXX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FICO achieves a -32.55% return, which is significantly lower than SOXX's 99.95% return. Over the past 10 years, FICO has underperformed SOXX with an annualized return of 26.47%, while SOXX has yielded a comparatively higher 36.04% annualized return.
FICO
- 1D
- 3.72%
- 1M
- -8.03%
- YTD
- -32.55%
- 6M
- -34.12%
- 1Y
- -40.81%
- 3Y*
- 13.69%
- 5Y*
- 17.88%
- 10Y*
- 26.47%
SOXX
- 1D
- -0.31%
- 1M
- 12.00%
- YTD
- 99.95%
- 6M
- 96.69%
- 1Y
- 157.04%
- 3Y*
- 56.02%
- 5Y*
- 33.68%
- 10Y*
- 36.04%
FICO vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FICO Fair Isaac Corporation | -32.55% | -15.08% | 71.04% | 94.46% | 38.03% | -15.14% | 36.39% | 100.36% | 22.06% | 28.52% |
SOXX iShares Semiconductor ETF | 99.95% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between FICO and SOXX is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.47 |
The correlation between FICO and SOXX shifts across timeframes, from -0.05 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FICO vs. SOXX — Risk / Return Rank
FICO
SOXX
FICO vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and iShares Semiconductor ETF (SOXX). 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 | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.83 | ||
| Sortino ratioReturn per unit of downside risk | -5.03 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.57 | -0.71 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 10.02 | -10.82 |
| Martin ratioReturn relative to average drawdown | -1.50 | 35.78 | -37.28 |
Loading charts...
Drawdowns
FICO vs. SOXX - Drawdown Comparison
The maximum FICO drawdown since its inception was -79.26%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for FICO and SOXX.
Loading charts...
Drawdown Indicators
| FICO | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.26% | -70.21% | -9.05% |
Max Drawdown (1Y)Largest decline over 1 year | -51.29% | -15.77% | -35.52% |
Max Drawdown (3Y)Largest decline over 3 years | -61.28% | -41.36% | -19.92% |
Max Drawdown (5Y)Largest decline over 5 years | -61.28% | -45.75% | -15.53% |
Max Drawdown (10Y)Largest decline over 10 years | -61.28% | -45.75% | -15.53% |
Current DrawdownCurrent decline from peak | -52.13% | -8.17% | -43.96% |
Average DrawdownAverage peak-to-trough decline | -18.06% | -19.94% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.32% | 4.41% | +23.91% |
Volatility
FICO vs. SOXX - Volatility Comparison
The current volatility for Fair Isaac Corporation (FICO) is 13.46%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.70%. This indicates that FICO experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FICO | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.46% | 22.70% | -9.24% |
Volatility (6M)Calculated over the trailing 6-month period | 39.44% | 33.39% | +6.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.80% | 39.43% | +11.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.85% | 37.20% | +3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.12% | 33.99% | +4.13% |
Dividends
FICO vs. SOXX - Dividend Comparison
FICO has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.24%.
| 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% |
SOXX iShares Semiconductor ETF | 0.24% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
FICO and SOXX have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (22.70%) compared to FICO (13.46%). In terms of maximum drawdown, FICO dropped -79.26% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (4.02 vs -0.81), 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.
Find the right allocation for FICO and SOXX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer