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 26.47%/yr vs 60.90%/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 -32.55% return, which is significantly lower than USD's 83.22% return. Over the past 10 years, FICO has underperformed USD with an annualized return of 26.47%, while USD has yielded a comparatively higher 60.90% 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%
USD
- 1D
- -0.77%
- 1M
- 0.95%
- YTD
- 83.22%
- 6M
- 78.17%
- 1Y
- 185.84%
- 3Y*
- 113.73%
- 5Y*
- 63.17%
- 10Y*
- 60.90%
FICO vs. USD - 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% |
USD ProShares Ultra Semiconductors | 83.22% | 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 -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.49 |
The correlation between FICO and USD shifts across timeframes, from -0.06 (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.
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 | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.57 | ||
| Sortino ratioReturn per unit of downside risk | -3.82 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.38 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 5.88 | -6.68 |
| Martin ratioReturn relative to average drawdown | -1.50 | 16.26 | -17.75 |
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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 | -51.29% | -31.80% | -19.49% |
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 | -52.13% | -15.35% | -36.78% |
Average DrawdownAverage peak-to-trough decline | -18.06% | -32.29% | +14.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.32% | 11.48% | +16.84% |
Volatility
FICO vs. USD - Volatility Comparison
The current volatility for Fair Isaac Corporation (FICO) is 13.46%, while ProShares Ultra Semiconductors (USD) has a volatility of 34.08%. 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 | 13.46% | 34.08% | -20.62% |
Volatility (6M)Calculated over the trailing 6-month period | 39.44% | 53.79% | -14.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.80% | 67.97% | -17.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.85% | 77.72% | -36.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.12% | 69.82% | -31.70% |
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 0.25%.
| 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 | 0.25% | 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 -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (34.08%) compared to FICO (13.46%). In terms of maximum drawdown, FICO dropped -79.26% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (2.76 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.
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