FICO vs. YCS

Last updated Jun 5, 2026

FICO (Fair Isaac Corporation) is a stock, while YCS (ProShares UltraShort Yen) is Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Over the past 10 years, FICO returned 26.23%/yr vs 12.16%/yr for YCS. At a 0.11 correlation, their price movements are largely independent.

Performance

FICO vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fair Isaac Corporation (FICO) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FICO achieves a -30.99% return, which is significantly lower than YCS's 7.17% return. Over the past 10 years, FICO has outperformed YCS with an annualized return of 26.23%, while YCS has yielded a comparatively lower 12.16% annualized return.

FICO

• 1D: -0.68%
• 1M: 9.42%
• YTD: -30.99%
• 6M: -34.15%
• 1Y: -33.52%
• 3Y*: 13.80%
• 5Y*: 18.93%
• 10Y*: 26.23%

YCS

• 1D: 0.00%
• 1M: 3.39%
• YTD: 7.17%
• 6M: 10.02%
• 1Y: 34.99%
• 3Y*: 20.03%
• 5Y*: 23.54%
• 10Y*: 12.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FICO vs. YCS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FICO Fair Isaac Corporation	-30.99%	-15.08%	71.04%	94.46%	38.03%	-15.14%	36.39%	100.36%	22.06%	28.52%
YCS ProShares UltraShort Yen	7.17%	9.04%	35.41%	28.70%	29.09%	22.38%	-11.18%	3.37%	-1.49%	-6.57%

Correlation

The correlation between FICO and YCS is -0.04, 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	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (5Y) Calculated over the trailing 5-year period	-0.04
Correlation (10Y) Calculated over the trailing 10-year period	0.04
Correlation (All Time) Calculated using the full available price history since Nov 26, 2008	0.11

The correlation between FICO and YCS shifts across timeframes, from -0.04 (5 years) to 0.11 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FICO vs. YCS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FICO

FICO Risk / Return Rank: 15
FICO Sharpe Ratio Rank: 13
FICO Sortino Ratio Rank: 15
FICO Omega Ratio Rank: 15
FICO Calmar Ratio Rank: 19
FICO Martin Ratio Rank: 13

YCS

YCS Risk / Return Rank: 67
YCS Sharpe Ratio Rank: 62
YCS Sortino Ratio Rank: 55
YCS Omega Ratio Rank: 63
YCS Calmar Ratio Rank: 82
YCS Martin Ratio Rank: 72

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FICO vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and ProShares UltraShort Yen (YCS). 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	YCS	Difference
Sharpe ratio: Return per unit of total volatility	-0.67	2.06	-2.73
Sortino ratio: Return per unit of downside risk	-0.76	2.60	-3.35
Omega ratio: Gain probability vs. loss probability	0.90	1.38	-0.48
Calmar ratio: Return relative to maximum drawdown	-0.65	4.23	-4.88
Martin ratio: Return relative to average drawdown	-1.25	13.22	-14.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FICO vs. YCS - Sharpe Ratio Comparison

The current FICO Sharpe Ratio is -0.67, which is lower than the YCS Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of FICO and YCS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FICO	YCS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.67	2.06	-2.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	1.12	-0.65
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.64	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.33	+0.16

Drawdowns

FICO vs. YCS - Drawdown Comparison

The maximum FICO drawdown since its inception was -79.26%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for FICO and YCS.

Drawdown Indicators

	FICO	YCS	Difference
Max Drawdown Largest peak-to-trough decline	-79.26%	-49.56%	-29.70%
Max Drawdown (1Y) Largest decline over 1 year	-52.12%	-8.30%	-43.82%
Max Drawdown (3Y) Largest decline over 3 years	-61.28%	-23.05%	-38.23%
Max Drawdown (5Y) Largest decline over 5 years	-61.28%	-27.32%	-33.96%
Max Drawdown (10Y) Largest decline over 10 years	-61.28%	-27.32%	-33.96%
Current Drawdown Current decline from peak	-51.03%	0.00%	-51.03%
Average Drawdown Average peak-to-trough decline	-18.01%	-19.93%	+1.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.84%	2.65%	+24.19%

Volatility

FICO vs. YCS - Volatility Comparison

Fair Isaac Corporation (FICO) has a higher volatility of 14.07% compared to ProShares UltraShort Yen (YCS) at 2.62%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FICO	YCS	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.07%	2.62%	+11.45%
Volatility (6M) Calculated over the trailing 6-month period	38.61%	12.31%	+26.30%
Volatility (1Y) Calculated over the trailing 1-year period	50.22%	17.18%	+33.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.62%	21.09%	+19.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.01%	19.01%	+19.00%

Dividends

FICO vs. YCS - Dividend Comparison

Neither FICO nor YCS has paid dividends to shareholders.

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%
YCS ProShares UltraShort Yen	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FICO and YCS in my portfolio?

FICO and YCS have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FICO or YCS?

FICO has higher volatility (14.07%) compared to YCS (2.62%). In terms of maximum drawdown, FICO dropped -79.26% vs YCS's -49.56%.

Which has better risk-adjusted returns?

YCS currently has the higher Sharpe Ratio (2.06 vs -0.67), 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.