FICO vs. ^GSPC
Compare and contrast key facts about Fair Isaac Corporation (FICO) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FICO or ^GSPC.
Correlation
The correlation between FICO and ^GSPC is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FICO vs. ^GSPC - Performance Comparison
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Key characteristics
FICO:
1.71
^GSPC:
0.64
FICO:
2.41
^GSPC:
1.01
FICO:
1.32
^GSPC:
1.15
FICO:
2.06
^GSPC:
0.65
FICO:
4.54
^GSPC:
2.49
FICO:
13.50%
^GSPC:
4.96%
FICO:
33.17%
^GSPC:
19.65%
FICO:
-79.26%
^GSPC:
-56.78%
FICO:
-7.40%
^GSPC:
-2.94%
Returns By Period
In the year-to-date period, FICO achieves a 10.80% return, which is significantly higher than ^GSPC's 1.39% return. Over the past 10 years, FICO has outperformed ^GSPC with an annualized return of 37.95%, while ^GSPC has yielded a comparatively lower 10.86% annualized return.
FICO
10.80%
15.58%
-2.92%
56.30%
77.36%
41.89%
37.95%
^GSPC
1.39%
12.89%
1.19%
12.45%
15.19%
14.95%
10.86%
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Risk-Adjusted Performance
FICO vs. ^GSPC — Risk-Adjusted Performance Rank
FICO
^GSPC
FICO vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and S&P 500 (^GSPC). 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.
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Drawdowns
FICO vs. ^GSPC - Drawdown Comparison
The maximum FICO drawdown since its inception was -79.26%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FICO and ^GSPC. For additional features, visit the drawdowns tool.
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Volatility
FICO vs. ^GSPC - Volatility Comparison
Fair Isaac Corporation (FICO) has a higher volatility of 7.96% compared to S&P 500 (^GSPC) at 5.42%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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