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:
2.54
^GSPC:
1.90
FICO:
2.96
^GSPC:
2.54
FICO:
1.42
^GSPC:
1.35
FICO:
4.68
^GSPC:
2.81
FICO:
14.86
^GSPC:
12.39
FICO:
5.29%
^GSPC:
1.93%
FICO:
30.91%
^GSPC:
12.58%
FICO:
-79.26%
^GSPC:
-56.78%
FICO:
-13.91%
^GSPC:
-3.58%
Returns By Period
In the year-to-date period, FICO achieves a 76.21% return, which is significantly higher than ^GSPC's 23.11% return. Over the past 10 years, FICO has outperformed ^GSPC with an annualized return of 39.94%, while ^GSPC has yielded a comparatively lower 11.01% annualized return.
FICO
76.21%
-9.74%
44.26%
77.97%
40.73%
39.94%
^GSPC
23.11%
-0.36%
7.02%
23.15%
12.80%
11.01%
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Risk-Adjusted Performance
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 8.85% compared to S&P 500 (^GSPC) at 3.64%. 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.