FICO vs. TDG
FICO (Fair Isaac Corporation) and TDG (TransDigm Group Incorporated) are both stocks. FICO operates in Software - Application (Technology), while TDG operates in Aerospace & Defense (Industrials). Over the past 10 years, FICO returned 26.67%/yr vs 22.15%/yr for TDG. At a 0.41 correlation, their price movements are largely independent.
Performance
FICO vs. TDG - Performance Comparison
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Returns By Period
In the year-to-date period, FICO achieves a -28.59% return, which is significantly lower than TDG's -9.29% return. Over the past 10 years, FICO has outperformed TDG with an annualized return of 26.67%, while TDG has yielded a comparatively lower 22.15% 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%
TDG
- 1D
- -2.62%
- 1M
- -0.72%
- YTD
- -9.29%
- 6M
- -10.46%
- 1Y
- -12.05%
- 3Y*
- 20.83%
- 5Y*
- 16.93%
- 10Y*
- 22.15%
FICO vs. TDG - 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% |
TDG TransDigm Group Incorporated | -9.29% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | 23.83% | 19.84% |
Correlation
The correlation between FICO and TDG is 0.10, 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 | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2006 | 0.41 |
Over the past year, the correlation between FICO and TDG has dropped to 0.10 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
Fundamentals
FICO:
$28.67B
TDG:
$70.21B
FICO:
$31.51
TDG:
$34.79
FICO:
38.32
TDG:
34.67
FICO:
2.04
TDG:
1.03
FICO:
12.90
TDG:
7.38
FICO:
$2.26B
TDG:
$9.50B
FICO:
$1.90B
TDG:
$5.61B
FICO:
$1.16B
TDG:
$4.78B
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Return for Risk
FICO vs. TDG — Risk / Return Rank
FICO
TDG
FICO vs. TDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and TransDigm Group Incorporated (TDG). 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 | TDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.94 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | -0.48 | -0.14 |
| Martin ratioReturn relative to average drawdown | -1.18 | -0.83 | -0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FICO | TDG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.63 | -0.44 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.61 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.66 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.85 | -0.36 |
Drawdowns
FICO vs. TDG - Drawdown Comparison
The maximum FICO drawdown since its inception was -79.26%, which is greater than TDG's maximum drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for FICO and TDG.
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Drawdown Indicators
| FICO | TDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.26% | -62.64% | -16.62% |
Max Drawdown (1Y)Largest decline over 1 year | -52.12% | -25.30% | -26.82% |
Max Drawdown (3Y)Largest decline over 3 years | -61.28% | -25.30% | -35.98% |
Max Drawdown (5Y)Largest decline over 5 years | -61.28% | -25.30% | -35.98% |
Max Drawdown (10Y)Largest decline over 10 years | -61.28% | -62.64% | +1.36% |
Current DrawdownCurrent decline from peak | -49.32% | -20.46% | -28.86% |
Average DrawdownAverage peak-to-trough decline | -18.02% | -7.95% | -10.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.06% | 14.58% | +12.48% |
Volatility
FICO vs. TDG - Volatility Comparison
Fair Isaac Corporation (FICO) has a higher volatility of 14.53% compared to TransDigm Group Incorporated (TDG) at 7.72%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than TDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FICO | TDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.53% | 7.72% | +6.81% |
Volatility (6M)Calculated over the trailing 6-month period | 39.17% | 21.00% | +18.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.75% | 27.63% | +23.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.72% | 27.81% | +12.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.08% | 33.78% | +4.30% |
Dividends
FICO vs. TDG - Dividend Comparison
FICO has not paid dividends to shareholders, while TDG's dividend yield for the trailing twelve months is around 7.46%.
| 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% |
TDG TransDigm Group Incorporated | 7.46% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% |
Financials
FICO vs. TDG - Financials Comparison
This section allows you to compare key financial metrics between Fair Isaac Corporation and TransDigm Group Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
FICO vs. TDG - Profitability Comparison
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%.
TDG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a gross profit of 1.51B and revenue of 2.54B. Therefore, the gross margin over that period was 59.4%.
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%.
TDG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported an operating income of 1.18B and revenue of 2.54B, resulting in an operating margin of 46.3%.
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%.
TDG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a net income of 535.00M and revenue of 2.54B, resulting in a net margin of 21.0%.
Frequently Asked Questions
FICO and TDG have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FICO has higher volatility (14.53%) compared to TDG (7.72%). In terms of maximum drawdown, FICO dropped -79.26% vs TDG's -62.64%.
TDG currently has the higher Sharpe Ratio (-0.44 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.
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