IDT vs. FICO

Last updated Jun 23, 2026

IDT (IDT Corporation) and FICO (Fair Isaac Corporation) are both stocks. IDT operates in Telecom Services (Communication Services), while FICO operates in Software - Application (Technology). Over the past 10 years, IDT returned 18.12%/yr vs 25.91%/yr for FICO. At a 0.26 correlation, their price movements are largely independent.

Performance

IDT vs. FICO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IDT Corporation (IDT) 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, IDT achieves a 2.37% return, which is significantly higher than FICO's -35.48% return. Over the past 10 years, IDT has underperformed FICO with an annualized return of 18.12%, while FICO has yielded a comparatively higher 25.91% annualized return.

IDT

• 1D: -5.67%
• 1M: -1.05%
• YTD: 2.37%
• 6M: 1.24%
• 1Y: -18.49%
• 3Y*: 26.84%
• 5Y*: 7.25%
• 10Y*: 18.12%

FICO

• 1D: -0.51%
• 1M: -12.02%
• YTD: -35.48%
• 6M: -37.40%
• 1Y: -39.56%
• 3Y*: 12.02%
• 5Y*: 17.03%
• 10Y*: 25.91%

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

IDT vs. FICO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDT IDT Corporation	2.37%	8.22%	40.09%	21.02%	-36.21%	257.28%	71.43%	16.48%	-29.46%	-38.46%
FICO Fair Isaac Corporation	-35.48%	-15.08%	71.04%	94.46%	38.03%	-15.14%	36.39%	100.36%	22.06%	28.52%

Correlation

The correlation between IDT and FICO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.26
Correlation (10Y) Calculated over the trailing 10-year period	0.24
Correlation (All Time) Calculated using the full available price history since May 16, 2001	0.26

Fundamentals

Market Cap IDT : $1.30B FICO : $25.91B
EPS IDT : $3.26 FICO : $31.51
PE Ratio IDT : 16.06 FICO : 34.62
PEG Ratio IDT : 1.11 FICO : 1.84
PS Ratio IDT : 1.03 FICO : 11.66
Total Revenue (TTM) IDT : $1.28B FICO : $2.26B
Gross Profit (TTM) IDT : $476.45M FICO : $1.90B
EBITDA (TTM) IDT : $130.53M FICO : $1.16B

Return for Risk

IDT vs. FICO — Risk / Return Rank

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

IDT

IDT Risk / Return Rank: 20
IDT Sharpe Ratio Rank: 17
IDT Sortino Ratio Rank: 19
IDT Omega Ratio Rank: 17
IDT Calmar Ratio Rank: 22
IDT Martin Ratio Rank: 28

FICO

FICO Risk / Return Rank: 11
FICO Sharpe Ratio Rank: 10
FICO Sortino Ratio Rank: 12
FICO Omega Ratio Rank: 12
FICO Calmar Ratio Rank: 13
FICO Martin Ratio Rank: 8

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.

IDT vs. FICO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IDT Corporation (IDT) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	IDT	FICO	Difference
Sharpe ratio: Return per unit of total volatility	-0.58	-0.78	+0.20
Sortino ratio: Return per unit of downside risk	-0.57	-0.99	+0.42
Omega ratio: Gain probability vs. loss probability	0.92	0.87	+0.05
Calmar ratio: Return relative to maximum drawdown	-0.56	-0.76	+0.20
Martin ratio: Return relative to average drawdown	-0.77	-1.41	+0.64

IDT vs. FICO - Sharpe Ratio Comparison

The current IDT Sharpe Ratio is -0.58, which is comparable to the FICO Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of IDT 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.

Drawdowns

IDT vs. FICO - Drawdown Comparison

The maximum IDT drawdown since its inception was -99.05%, which is greater than FICO's maximum drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for IDT and FICO.

Drawdown Indicators

	IDT	FICO	Difference
Max Drawdown Largest peak-to-trough decline	-99.05%	-79.26%	-19.79%
Max Drawdown (1Y) Largest decline over 1 year	-33.19%	-52.12%	+18.93%
Max Drawdown (3Y) Largest decline over 3 years	-33.19%	-61.28%	+28.09%
Max Drawdown (5Y) Largest decline over 5 years	-66.93%	-61.28%	-5.65%
Max Drawdown (10Y) Largest decline over 10 years	-72.52%	-61.28%	-11.24%
Current Drawdown Current decline from peak	-24.82%	-54.21%	+29.39%
Average Drawdown Average peak-to-trough decline	-50.29%	-18.05%	-32.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.12%	28.07%	-3.95%

Volatility

IDT vs. FICO - Volatility Comparison

The current volatility for IDT Corporation (IDT) is 10.49%, while Fair Isaac Corporation (FICO) has a volatility of 12.79%. This indicates that IDT 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

	IDT	FICO	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.49%	12.79%	-2.30%
Volatility (6M) Calculated over the trailing 6-month period	18.11%	39.23%	-21.12%
Volatility (1Y) Calculated over the trailing 1-year period	32.02%	50.94%	-18.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.70%	40.83%	+0.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.67%	38.13%	+16.54%

Dividends

IDT vs. FICO - Dividend Comparison

IDT's dividend yield for the trailing twelve months is around 0.50%, 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%
IDT IDT Corporation	0.50%	0.47%	0.42%	0.00%	0.00%	0.00%	0.00%	0.00%	2.68%	8.96%	3.93%	11.75%

Financials

IDT vs. FICO - Profitability Comparison

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

IDT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, IDT Corporation reported a gross profit of 122.50M and revenue of 315.71M. Therefore, the gross margin over that period was 38.8%.

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%.

IDT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, IDT Corporation reported an operating income of 29.90M and revenue of 315.71M, resulting in an operating margin of 9.5%.

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%.

IDT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, IDT Corporation reported a net income of 21.61M and revenue of 315.71M, resulting in a net margin of 6.9%.

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 IDT and FICO in my portfolio?

IDT and FICO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDT or FICO?

FICO has higher volatility (12.79%) compared to IDT (10.49%). In terms of maximum drawdown, IDT dropped -99.05% vs FICO's -79.26%.

Which has better risk-adjusted returns?

IDT currently has the higher Sharpe Ratio (-0.58 vs -0.78), 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.