FICO vs. TECL
FICO (Fair Isaac Corporation) is a stock, while TECL (Direxion Daily Technology Bull 3X Shares) is Leveraged Equities fund tracking the Technology Select Sector Index (300%). Over the past 10 years, FICO returned 26.66%/yr vs 46.56%/yr for TECL. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
FICO vs. TECL - Performance Comparison
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Returns By Period
In the year-to-date period, FICO achieves a -25.24% return, which is significantly lower than TECL's 51.67% return. Over the past 10 years, FICO has underperformed TECL with an annualized return of 26.66%, while TECL has yielded a comparatively higher 46.56% annualized return.
FICO
- 1D
- 0.53%
- 1M
- 15.26%
- 6M
- -19.36%
- YTD
- -25.24%
- 1Y
- -18.02%
- 3Y*
- 14.38%
- 5Y*
- 18.50%
- 10Y*
- 26.66%
- ALL TIME*
- 20.55%
TECL
- 1D
- 0.12%
- 1M
- -24.73%
- 6M
- 47.64%
- YTD
- 51.67%
- 1Y
- 86.67%
- 3Y*
- 50.97%
- 5Y*
- 26.20%
- 10Y*
- 46.56%
- ALL TIME*
- 46.94%
FICO vs. TECL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FICO Fair Isaac Corporation | -25.24% | -15.08% | 71.04% | 94.46% | 38.03% | -15.14% | 36.39% | 100.36% | 22.06% | 28.52% |
TECL Direxion Daily Technology Bull 3X Shares | 51.67% | 38.60% | 36.15% | 203.14% | -74.32% | 112.80% | 69.46% | 185.58% | -24.03% | 124.82% |
Correlation
The correlation between FICO and TECL 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 | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2008 | 0.56 |
Over the past year, the correlation between FICO and TECL has dropped to 0.05 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
FICO vs. TECL — Risk / Return Rank
FICO
TECL
FICO vs. TECL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and Direxion Daily Technology Bull 3X Shares (TECL). 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 | TECL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.22 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 1.87 | -2.23 |
| Martin ratioReturn relative to average drawdown | -0.68 | 4.75 | -5.43 |
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Drawdowns
FICO vs. TECL - Drawdown Comparison
The maximum FICO drawdown since its inception was -79.26%, roughly equal to the maximum TECL drawdown of -77.96%. Use the drawdown chart below to compare losses from any high point for FICO and TECL.
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Drawdown Indicators
| FICO | TECL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.26% | -77.96% | -1.30% |
Max Drawdown (1Y)Largest decline over 1 year | -50.93% | -46.58% | -4.35% |
Max Drawdown (3Y)Largest decline over 3 years | -61.28% | -66.58% | +5.30% |
Max Drawdown (5Y)Largest decline over 5 years | -61.28% | -77.96% | +16.68% |
Max Drawdown (10Y)Largest decline over 10 years | -61.28% | -77.96% | +16.68% |
Current DrawdownCurrent decline from peak | -46.95% | -34.86% | -12.09% |
Average DrawdownAverage peak-to-trough decline | -18.12% | -18.41% | +0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.42% | 18.31% | +8.11% |
Volatility
FICO vs. TECL - Volatility Comparison
The current volatility for Fair Isaac Corporation (FICO) is 11.12%, while Direxion Daily Technology Bull 3X Shares (TECL) has a volatility of 28.79%. This indicates that FICO experiences smaller price fluctuations and is considered to be less risky than TECL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FICO | TECL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.12% | 28.79% | -17.67% |
Volatility (6M)Calculated over the trailing 6-month period | 39.98% | 63.05% | -23.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.30% | 73.41% | -23.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.04% | 76.08% | -35.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.21% | 73.29% | -35.08% |
Dividends
FICO vs. TECL - Dividend Comparison
FICO has not paid dividends to shareholders, while TECL's dividend yield for the trailing twelve months is around 4.69%.
| 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% |
TECL Direxion Daily Technology Bull 3X Shares | 4.69% | 7.19% | 0.29% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% | 0.00% | 0.00% |
Frequently Asked Questions
FICO and TECL 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.
TECL has higher volatility (28.79%) compared to FICO (11.12%). In terms of maximum drawdown, FICO dropped -79.26% vs TECL's -77.96%.
TECL currently has the higher Sharpe Ratio (1.19 vs -0.36), 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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