FICO vs. USD
FICO (Fair Isaac Corporation) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, FICO returned 26.40%/yr vs 62.16%/yr for USD. At a 0.49 correlation, their price movements are largely independent.
Performance
FICO vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, FICO achieves a -30.52% return, which is significantly lower than USD's 114.00% return. Over the past 10 years, FICO has underperformed USD with an annualized return of 26.40%, while USD has yielded a comparatively higher 62.16% annualized return.
FICO
- 1D
- -6.15%
- 1M
- 10.82%
- YTD
- -30.52%
- 6M
- -33.35%
- 1Y
- -32.55%
- 3Y*
- 14.10%
- 5Y*
- 19.09%
- 10Y*
- 26.40%
USD
- 1D
- -1.14%
- 1M
- 44.53%
- YTD
- 114.00%
- 6M
- 111.06%
- 1Y
- 274.62%
- 3Y*
- 127.67%
- 5Y*
- 69.52%
- 10Y*
- 62.16%
FICO vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FICO Fair Isaac Corporation | -30.52% | -15.08% | 71.04% | 94.46% | 38.03% | -15.14% | 36.39% | 100.36% | 22.06% | 28.52% |
USD ProShares Ultra Semiconductors | 114.00% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between FICO and USD 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 | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2007 | 0.49 |
The correlation between FICO and USD shifts across timeframes, from -0.05 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FICO vs. USD — Risk / Return Rank
FICO
USD
FICO vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and ProShares Ultra Semiconductors (USD). 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 | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.18 | ||
| Sortino ratioReturn per unit of downside risk | -4.52 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.51 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 8.70 | -9.32 |
| Martin ratioReturn relative to average drawdown | -1.22 | 25.16 | -26.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FICO | USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.65 | 4.53 | -5.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.91 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.90 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.49 | 0.00 |
Drawdowns
FICO vs. USD - Drawdown Comparison
The maximum FICO drawdown since its inception was -79.26%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for FICO and USD.
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Drawdown Indicators
| FICO | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.26% | -88.63% | +9.37% |
Max Drawdown (1Y)Largest decline over 1 year | -52.12% | -31.80% | -20.32% |
Max Drawdown (3Y)Largest decline over 3 years | -61.28% | -64.46% | +3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -61.28% | -77.85% | +16.57% |
Max Drawdown (10Y)Largest decline over 10 years | -61.28% | -77.85% | +16.57% |
Current DrawdownCurrent decline from peak | -50.69% | -1.14% | -49.55% |
Average DrawdownAverage peak-to-trough decline | -18.00% | -32.35% | +14.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.72% | 10.97% | +15.75% |
Volatility
FICO vs. USD - Volatility Comparison
The current volatility for Fair Isaac Corporation (FICO) is 14.02%, while ProShares Ultra Semiconductors (USD) has a volatility of 20.36%. This indicates that FICO experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FICO | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.02% | 20.36% | -6.34% |
Volatility (6M)Calculated over the trailing 6-month period | 38.62% | 46.39% | -7.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.22% | 61.22% | -11.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.63% | 76.55% | -35.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.02% | 69.23% | -31.21% |
Dividends
FICO vs. USD - Dividend Comparison
FICO has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.21%.
| 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% |
USD ProShares Ultra Semiconductors | 0.21% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
FICO and USD 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.
USD has higher volatility (20.36%) compared to FICO (14.02%). In terms of maximum drawdown, FICO dropped -79.26% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (4.53 vs -0.65), 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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