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 low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FICO vs. ^GSPC - Performance Comparison
Key characteristics
FICO:
1.40
^GSPC:
0.25
FICO:
1.90
^GSPC:
0.41
FICO:
1.25
^GSPC:
1.06
FICO:
1.54
^GSPC:
0.30
FICO:
3.68
^GSPC:
1.15
FICO:
12.06%
^GSPC:
3.18%
FICO:
31.82%
^GSPC:
14.78%
FICO:
-79.26%
^GSPC:
-56.78%
FICO:
-24.40%
^GSPC:
-12.17%
Returns By Period
In the year-to-date period, FICO achieves a -9.54% return, which is significantly lower than ^GSPC's -8.25% return. Over the past 10 years, FICO has outperformed ^GSPC with an annualized return of 34.74%, while ^GSPC has yielded a comparatively lower 10.02% annualized return.
FICO
-9.54%
-3.74%
-6.97%
44.25%
47.02%
34.74%
^GSPC
-8.25%
-6.60%
-5.32%
3.55%
16.80%
10.02%
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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.
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.
Volatility
FICO vs. ^GSPC - Volatility Comparison
Fair Isaac Corporation (FICO) has a higher volatility of 12.98% compared to S&P 500 (^GSPC) at 7.38%. 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.