GWRE vs. FICO

In the year-to-date period, GWRE achieves a 60.14% return, which is significantly lower than FICO's 80.84% return. Over the past 10 years, GWRE has underperformed FICO with an annualized return of 12.91%, while FICO has yielded a comparatively higher 40.07% annualized return.

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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.

The current GWRE Sharpe Ratio is 1.80, which is lower than the FICO Sharpe Ratio of 2.58. 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.

Neither GWRE nor FICO has paid dividends to shareholders.

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.

Guidewire Software, Inc. (GWRE) has a higher volatility of 16.14% compared to Fair Isaac Corporation (FICO) at 8.98%. This indicates that GWRE's price experiences larger fluctuations and is considered to be riskier than FICO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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.