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 26.71%/yr vs 56.23%/yr for USD. At a 0.48 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 -26.58% return, which is significantly lower than USD's 63.25% return. Over the past 10 years, FICO has underperformed USD with an annualized return of 26.71%, while USD has yielded a comparatively higher 56.23% annualized return.
FICO
- 1D
- 2.94%
- 1M
- 4.63%
- 6M
- -21.50%
- YTD
- -26.58%
- 1Y
- -19.23%
- 3Y*
- 14.02%
- 5Y*
- 18.83%
- 10Y*
- 26.71%
USD
- 1D
- -7.37%
- 1M
- -12.52%
- 6M
- 51.62%
- YTD
- 63.25%
- 1Y
- 108.17%
- 3Y*
- 94.08%
- 5Y*
- 61.69%
- 10Y*
- 56.23%
FICO vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FICO Fair Isaac Corporation | -26.58% | -15.08% | 71.04% | 94.46% | 38.03% | -15.14% | 36.39% | 100.36% | 22.06% | 28.52% |
USD ProShares Ultra Semiconductors | 63.25% | 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 -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.48 |
The correlation between FICO and USD shifts across timeframes, from -0.09 (1 year) to 0.48 (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 | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.26 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 3.42 | -3.80 |
| Martin ratioReturn relative to average drawdown | -0.73 | 8.81 | -9.54 |
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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 | -50.93% | -31.80% | -19.13% |
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 | -47.90% | -24.58% | -23.32% |
Average DrawdownAverage peak-to-trough decline | -18.11% | -32.25% | +14.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.25% | 12.32% | +13.93% |
Volatility
FICO vs. USD - Volatility Comparison
The current volatility for Fair Isaac Corporation (FICO) is 12.45%, while ProShares Ultra Semiconductors (USD) has a volatility of 30.75%. 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 | 12.45% | 30.75% | -18.30% |
Volatility (6M)Calculated over the trailing 6-month period | 39.99% | 58.47% | -18.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.23% | 71.05% | -20.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.05% | 78.28% | -37.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.20% | 70.10% | -31.90% |
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 0.35%.
| 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 | 0.35% | 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 -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (30.75%) compared to FICO (12.45%). In terms of maximum drawdown, FICO dropped -79.26% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (1.53 vs -0.38), 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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