FICO vs. STRL

Last updated Jun 9, 2026

FICO (Fair Isaac Corporation) and STRL (Sterling Construction Company, Inc.) are both stocks. FICO operates in Software - Application (Technology), while STRL operates in Engineering & Construction (Industrials). Over the past 10 years, FICO returned 26.67%/yr vs 68.46%/yr for STRL. At a 0.22 correlation, their price movements are largely independent.

Performance

FICO vs. STRL - Performance Comparison

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

Returns By Period

In the year-to-date period, FICO achieves a -28.59% return, which is significantly lower than STRL's 191.24% return. Over the past 10 years, FICO has underperformed STRL with an annualized return of 26.67%, while STRL has yielded a comparatively higher 68.46% annualized return.

FICO

• 1D: 6.16%
• 1M: 7.22%
• YTD: -28.59%
• 6M: -31.42%
• 1Y: -31.98%
• 3Y*: 15.94%
• 5Y*: 19.71%
• 10Y*: 26.67%

STRL

• 1D: 1.07%
• 1M: 5.57%
• YTD: 191.24%
• 6M: 174.74%
• 1Y: 332.96%
• 3Y*: 155.47%
• 5Y*: 104.86%
• 10Y*: 68.46%

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

FICO vs. STRL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FICO Fair Isaac Corporation	-28.59%	-15.08%	71.04%	94.46%	38.03%	-15.14%	36.39%	100.36%	22.06%	28.52%
STRL Sterling Construction Company, Inc.	191.24%	81.79%	91.57%	168.08%	24.71%	41.32%	32.17%	29.29%	-33.11%	92.43%

Correlation

The correlation between FICO and STRL is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Aug 21, 1995	0.22

The correlation between FICO and STRL shifts across timeframes, from -0.12 (1 year) to 0.23 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap FICO : $28.67B STRL : $27.68B
EPS FICO : $31.51 STRL : $11.19
PE Ratio FICO : 38.32 STRL : 79.71
PEG Ratio FICO : 2.04 STRL : 1.70
PS Ratio FICO : 12.90 STRL : 9.58
Total Revenue (TTM) FICO : $2.26B STRL : $2.88B
Gross Profit (TTM) FICO : $1.90B STRL : $664.66M
EBITDA (TTM) FICO : $1.16B STRL : $429.99M

Return for Risk

FICO vs. STRL — Risk / Return Rank

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

FICO

FICO Risk / Return Rank: 17
FICO Sharpe Ratio Rank: 15
FICO Sortino Ratio Rank: 17
FICO Omega Ratio Rank: 16
FICO Calmar Ratio Rank: 19
FICO Martin Ratio Rank: 16

STRL

STRL Risk / Return Rank: 97
STRL Sharpe Ratio Rank: 98
STRL Sortino Ratio Rank: 96
STRL Omega Ratio Rank: 95
STRL Calmar Ratio Rank: 98
STRL Martin Ratio Rank: 98

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. STRL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and Sterling Construction Company, Inc. (STRL). 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.

	FICO	STRL	Difference
Sharpe ratio: Return per unit of total volatility	-0.63	4.13	-4.76
Sortino ratio: Return per unit of downside risk	-0.69	4.20	-4.89
Omega ratio: Gain probability vs. loss probability	0.91	1.56	-0.65
Calmar ratio: Return relative to maximum drawdown	-0.62	10.82	-11.43
Martin ratio: Return relative to average drawdown	-1.18	30.19	-31.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FICO vs. STRL - Sharpe Ratio Comparison

The current FICO Sharpe Ratio is -0.63, which is lower than the STRL Sharpe Ratio of 4.13. The chart below compares the historical Sharpe Ratios of FICO and STRL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FICO	STRL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.63	4.13	-4.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	1.85	-1.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	1.29	-0.58
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.27	+0.22

Drawdowns

FICO vs. STRL - Drawdown Comparison

The maximum FICO drawdown since its inception was -79.26%, smaller than the maximum STRL drawdown of -92.51%. Use the drawdown chart below to compare losses from any high point for FICO and STRL.

Drawdown Indicators

	FICO	STRL	Difference
Max Drawdown Largest peak-to-trough decline	-79.26%	-92.51%	+13.25%
Max Drawdown (1Y) Largest decline over 1 year	-52.12%	-31.02%	-21.10%
Max Drawdown (3Y) Largest decline over 3 years	-61.28%	-47.67%	-13.61%
Max Drawdown (5Y) Largest decline over 5 years	-61.28%	-47.67%	-13.61%
Max Drawdown (10Y) Largest decline over 10 years	-61.28%	-59.60%	-1.68%
Current Drawdown Current decline from peak	-49.32%	-10.25%	-39.07%
Average Drawdown Average peak-to-trough decline	-18.02%	-46.31%	+28.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.06%	11.09%	+15.97%

Volatility

FICO vs. STRL - Volatility Comparison

The current volatility for Fair Isaac Corporation (FICO) is 14.53%, while Sterling Construction Company, Inc. (STRL) has a volatility of 24.22%. This indicates that FICO experiences smaller price fluctuations and is considered to be less risky than STRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FICO	STRL	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.53%	24.22%	-9.69%
Volatility (6M) Calculated over the trailing 6-month period	39.17%	63.81%	-24.64%
Volatility (1Y) Calculated over the trailing 1-year period	50.75%	81.49%	-30.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.72%	56.99%	-16.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.08%	53.42%	-15.34%

Dividends

FICO vs. STRL - Dividend Comparison

Neither FICO nor STRL 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%
STRL Sterling Construction Company, 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. STRL - Profitability Comparison

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

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%.

STRL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sterling Construction Company, Inc. reported a gross profit of 194.30M and revenue of 825.68M. Therefore, the gross margin over that period was 23.5%.

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%.

STRL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sterling Construction Company, Inc. reported an operating income of 2.36M and revenue of 825.68M, resulting in an operating margin of 0.3%.

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%.

STRL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sterling Construction Company, Inc. reported a net income of 95.97M and revenue of 825.68M, resulting in a net margin of 11.6%.

Frequently Asked Questions

Can I hold both FICO and STRL in my portfolio?

FICO and STRL 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 STRL?

STRL has higher volatility (24.22%) compared to FICO (14.53%). In terms of maximum drawdown, FICO dropped -79.26% vs STRL's -92.51%.

Which has better risk-adjusted returns?

STRL currently has the higher Sharpe Ratio (4.13 vs -0.63), 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.