HLNE vs. FICO

Last updated Jun 3, 2026

HLNE (Hamilton Lane Incorporated) and FICO (Fair Isaac Corporation) are both stocks. HLNE operates in Asset Management (Financial Services), while FICO operates in Software - Application (Technology). Over the past 5 years, HLNE returned 1.40%/yr vs 21.14%/yr for FICO. At a 0.37 correlation, their price movements are largely independent.

Performance

HLNE vs. FICO - Performance Comparison

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

Returns By Period

In the year-to-date period, HLNE achieves a -36.48% return, which is significantly lower than FICO's -25.97% return.

HLNE

• 1D: -4.00%
• 1M: -8.32%
• YTD: -36.48%
• 6M: -29.29%
• 1Y: -42.06%
• 3Y*: 7.52%
• 5Y*: 1.40%
• 10Y*: —

FICO

• 1D: -2.58%
• 1M: 20.87%
• YTD: -25.97%
• 6M: -29.63%
• 1Y: -28.41%
• 3Y*: 16.54%
• 5Y*: 21.14%
• 10Y*: 27.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HLNE vs. FICO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HLNE Hamilton Lane Incorporated	-36.48%	-7.90%	32.40%	81.36%	-36.98%	34.74%	33.55%	64.25%	6.61%	100.55%
FICO Fair Isaac Corporation	-25.97%	-15.08%	71.04%	94.46%	38.03%	-15.14%	36.39%	100.36%	22.06%	15.99%

Correlation

The correlation between HLNE and FICO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (All Time) Calculated using the full available price history since Mar 2, 2017	0.37

The correlation between HLNE and FICO shifts across timeframes, from 0.24 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS HLNE : $4.29 FICO : $31.51
PE Ratio HLNE : 19.80 FICO : 39.73
PEG Ratio HLNE : 1.46 FICO : 2.11
PS Ratio HLNE : 6.06 FICO : 13.38
Total Revenue (TTM) HLNE : $763.40M FICO : $2.26B
Gross Profit (TTM) HLNE : $528.54M FICO : $1.90B
EBITDA (TTM) HLNE : $446.22M FICO : $1.16B

Return for Risk

HLNE vs. FICO — Risk / Return Rank

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

HLNE

HLNE Risk / Return Rank: 4
HLNE Sharpe Ratio Rank: 3
HLNE Sortino Ratio Rank: 4
HLNE Omega Ratio Rank: 6
HLNE Calmar Ratio Rank: 6
HLNE Martin Ratio Rank: 2

FICO

FICO Risk / Return Rank: 18
FICO Sharpe Ratio Rank: 16
FICO Sortino Ratio Rank: 18
FICO Omega Ratio Rank: 17
FICO Calmar Ratio Rank: 21
FICO Martin Ratio Rank: 19

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HLNE vs. FICO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Lane Incorporated (HLNE) 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.

	HLNE	FICO	Difference
Sharpe ratio Return per unit of total volatility	-1.10	-0.57	-0.53
Sortino ratio Return per unit of downside risk	-1.61	-0.57	-1.04
Omega ratio Gain probability vs. loss probability	0.82	0.92	-0.11
Calmar ratio Return relative to maximum drawdown	-0.89	-0.53	-0.37
Martin ratio Return relative to average drawdown	-1.72	-1.03	-0.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HLNE vs. FICO - Sharpe Ratio Comparison

The current HLNE Sharpe Ratio is -1.10, which is lower than the FICO Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of HLNE and FICO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HLNE	FICO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.10	-0.57	-0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	0.52	-0.49
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.72	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.49	+0.07

Drawdowns

HLNE vs. FICO - Drawdown Comparison

The maximum HLNE drawdown since its inception was -57.30%, smaller than the maximum FICO drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for HLNE and FICO.

Drawdown Indicators

	HLNE	FICO	Difference
Max Drawdown Largest peak-to-trough decline	-57.30%	-79.26%	+21.96%
Max Drawdown (1Y) Largest decline over 1 year	-47.04%	-52.12%	+5.08%
Max Drawdown (3Y) Largest decline over 3 years	-57.30%	-61.28%	+3.98%
Max Drawdown (5Y) Largest decline over 5 years	-57.30%	-61.28%	+3.98%
Max Drawdown (10Y) Largest decline over 10 years	—	-61.28%	—
Current Drawdown Current decline from peak	-56.92%	-47.46%	-9.46%
Average Drawdown Average peak-to-trough decline	-15.94%	-18.00%	+2.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.47%	26.61%	-2.14%

Volatility

HLNE vs. FICO - Volatility Comparison

The current volatility for Hamilton Lane Incorporated (HLNE) is 10.55%, while Fair Isaac Corporation (FICO) has a volatility of 12.14%. This indicates that HLNE 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.

Volatility by Period

	HLNE	FICO	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.55%	12.14%	-1.59%
Volatility (6M) Calculated over the trailing 6-month period	30.64%	38.18%	-7.54%
Volatility (1Y) Calculated over the trailing 1-year period	38.19%	49.87%	-11.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.99%	40.56%	-4.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.39%	37.98%	-1.59%

Dividends

HLNE vs. FICO - Dividend Comparison

HLNE's dividend yield for the trailing twelve months is around 2.55%, while FICO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FICO Fair Isaac Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.01%	0.07%	0.08%
HLNE Hamilton Lane Incorporated	2.55%	1.57%	1.29%	1.53%	2.43%	1.31%	1.55%	1.74%	2.20%	1.48%	0.00%	0.00%

Financials

HLNE vs. FICO - Profitability Comparison

The chart below illustrates the profitability comparison between Hamilton Lane Incorporated and Fair Isaac Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

HLNE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hamilton Lane Incorporated reported a gross profit of 137.70M and revenue of 198.59M. Therefore, the gross margin over that period was 69.3%.

FICO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fair Isaac Corporation reported a gross profit of 600.48M and revenue of 691.68M. Therefore, the gross margin over that period was 86.8%.

HLNE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hamilton Lane Incorporated reported an operating income of 86.01M and revenue of 198.59M, resulting in an operating margin of 43.3%.

FICO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fair Isaac Corporation reported an operating income of 402.47M and revenue of 691.68M, resulting in an operating margin of 58.2%.

HLNE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hamilton Lane Incorporated reported a net income of 58.37M and revenue of 198.59M, resulting in a net margin of 29.4%.

FICO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fair Isaac Corporation reported a net income of 264.46M and revenue of 691.68M, resulting in a net margin of 38.2%.

Frequently Asked Questions

Can I hold both HLNE and FICO in my portfolio?

HLNE and FICO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HLNE or FICO?

FICO has higher volatility (12.14%) compared to HLNE (10.55%). In terms of maximum drawdown, HLNE dropped -57.30% vs FICO's -79.26%.

Which has better risk-adjusted returns?

FICO currently has the higher Sharpe Ratio (-0.57 vs -1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.