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GWRE vs. FICO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GWRE and FICO is 0.49, 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.


-0.50.00.51.00.5

Performance

GWRE vs. FICO - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%OctoberNovemberDecember2025FebruaryMarch
1,046.67%
4,687.76%
GWRE
FICO

Key characteristics

Sharpe Ratio

GWRE:

1.76

FICO:

1.48

Sortino Ratio

GWRE:

2.71

FICO:

2.01

Omega Ratio

GWRE:

1.42

FICO:

1.26

Calmar Ratio

GWRE:

3.33

FICO:

1.61

Martin Ratio

GWRE:

9.61

FICO:

4.43

Ulcer Index

GWRE:

6.52%

FICO:

10.46%

Daily Std Dev

GWRE:

35.60%

FICO:

31.30%

Max Drawdown

GWRE:

-60.28%

FICO:

-79.26%

Current Drawdown

GWRE:

-10.04%

FICO:

-21.72%

Fundamentals

Market Cap

GWRE:

$16.60B

FICO:

$44.84B

EPS

GWRE:

$0.36

FICO:

$21.88

PE Ratio

GWRE:

552.06

FICO:

83.92

PEG Ratio

GWRE:

1.06

FICO:

1.79

Total Revenue (TTM)

GWRE:

$795.09M

FICO:

$1.78B

Gross Profit (TTM)

GWRE:

$487.06M

FICO:

$1.42B

EBITDA (TTM)

GWRE:

$39.25M

FICO:

$783.44M

Returns By Period

In the year-to-date period, GWRE achieves a 16.45% return, which is significantly higher than FICO's -6.33% return. Over the past 10 years, GWRE has underperformed FICO with an annualized return of 14.04%, while FICO has yielded a comparatively higher 36.40% annualized return.


GWRE

YTD

16.45%

1M

-7.08%

6M

31.96%

1Y

68.17%

5Y*

11.83%

10Y*

14.04%

FICO

YTD

-6.33%

1M

-0.46%

6M

7.78%

1Y

43.98%

5Y*

36.81%

10Y*

36.40%

*Annualized

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Risk-Adjusted Performance

GWRE vs. FICO — Risk-Adjusted Performance Rank

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

GWRE
The Risk-Adjusted Performance Rank of GWRE is 9292
Overall Rank
The Sharpe Ratio Rank of GWRE is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of GWRE is 9090
Sortino Ratio Rank
The Omega Ratio Rank of GWRE is 9292
Omega Ratio Rank
The Calmar Ratio Rank of GWRE is 9696
Calmar Ratio Rank
The Martin Ratio Rank of GWRE is 9292
Martin Ratio Rank

FICO
The Risk-Adjusted Performance Rank of FICO is 8383
Overall Rank
The Sharpe Ratio Rank of FICO is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FICO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FICO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FICO is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FICO is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GWRE vs. FICO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Guidewire Software, Inc. (GWRE) and Fair Isaac Corporation (FICO). 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.


Sharpe ratio
The chart of Sharpe ratio for GWRE, currently valued at 1.76, compared to the broader market-3.00-2.00-1.000.001.002.003.001.761.48
The chart of Sortino ratio for GWRE, currently valued at 2.71, compared to the broader market-4.00-2.000.002.004.002.712.01
The chart of Omega ratio for GWRE, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.26
The chart of Calmar ratio for GWRE, currently valued at 3.33, compared to the broader market0.001.002.003.004.005.006.003.331.61
The chart of Martin ratio for GWRE, currently valued at 9.61, compared to the broader market0.0010.0020.009.614.43
GWRE
FICO

The current GWRE Sharpe Ratio is 1.76, which is comparable to the FICO Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of GWRE and FICO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00OctoberNovemberDecember2025FebruaryMarch
1.76
1.48
GWRE
FICO

Dividends

GWRE vs. FICO - Dividend Comparison

Neither GWRE nor FICO has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
GWRE
Guidewire Software, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FICO
Fair Isaac Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.07%0.08%0.11%

Drawdowns

GWRE vs. FICO - Drawdown Comparison

The maximum GWRE drawdown since its inception was -60.28%, smaller than the maximum FICO drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for GWRE and FICO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-10.04%
-21.72%
GWRE
FICO

Volatility

GWRE vs. FICO - Volatility Comparison

The current volatility for Guidewire Software, Inc. (GWRE) is 6.81%, while Fair Isaac Corporation (FICO) has a volatility of 9.89%. This indicates that GWRE experiences smaller price fluctuations and is considered to be less risky than FICO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%OctoberNovemberDecember2025FebruaryMarch
6.81%
9.89%
GWRE
FICO

Financials

GWRE vs. FICO - Financials Comparison

This section allows you to compare key financial metrics between Guidewire Software, Inc. and Fair Isaac Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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