MC vs. FICO
MC (Moelis & Company) and FICO (Fair Isaac Corporation) are both stocks. MC operates in Capital Markets (Financial Services), while FICO operates in Software - Application (Technology). Over the past 10 years, MC returned 18.82%/yr vs 26.62%/yr for FICO. At a 0.34 correlation, their price movements are largely independent.
Performance
MC vs. FICO - Performance Comparison
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Returns By Period
In the year-to-date period, MC achieves a 0.47% return, which is significantly higher than FICO's -30.25% return. Over the past 10 years, MC has underperformed FICO with an annualized return of 18.82%, while FICO has yielded a comparatively higher 26.62% annualized return.
MC
- 1D
- -1.78%
- 1M
- 5.67%
- YTD
- 0.47%
- 6M
- -0.98%
- 1Y
- 19.57%
- 3Y*
- 19.10%
- 5Y*
- 10.06%
- 10Y*
- 18.82%
FICO
- 1D
- -0.52%
- 1M
- 10.76%
- YTD
- -30.25%
- 6M
- -36.09%
- 1Y
- -33.92%
- 3Y*
- 13.73%
- 5Y*
- 18.49%
- 10Y*
- 26.62%
MC vs. FICO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MC Moelis & Company | 0.47% | -3.13% | 37.14% | 54.90% | -35.18% | 49.03% | 62.83% | 0.80% | -22.52% | 52.49% |
FICO Fair Isaac Corporation | -30.25% | -15.08% | 71.04% | 94.46% | 38.03% | -15.14% | 36.39% | 100.36% | 22.06% | 28.52% |
Correlation
The correlation between MC 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 | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2014 | 0.34 |
The correlation between MC and FICO shifts across timeframes, from 0.24 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MC:
$5.38B
FICO:
$28.00B
MC:
$2.79
FICO:
$31.51
MC:
24.24
FICO:
37.43
MC:
1.39
FICO:
1.99
MC:
3.50
FICO:
12.60
MC:
$1.53B
FICO:
$2.26B
MC:
$1.06B
FICO:
$1.90B
MC:
$300.04M
FICO:
$1.16B
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Return for Risk
MC vs. FICO — Risk / Return Rank
MC
FICO
MC vs. FICO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moelis & Company (MC) 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.
| MC | FICO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.23 | ||
| Sortino ratioReturn per unit of downside risk | +1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.90 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | -0.65 | +1.24 |
| Martin ratioReturn relative to average drawdown | 1.41 | -1.24 | +2.65 |
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Drawdowns
MC vs. FICO - Drawdown Comparison
The maximum MC drawdown since its inception was -58.26%, smaller than the maximum FICO drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for MC and FICO.
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Drawdown Indicators
| MC | FICO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.26% | -79.26% | +21.00% |
Max Drawdown (1Y)Largest decline over 1 year | -33.26% | -52.12% | +18.86% |
Max Drawdown (3Y)Largest decline over 3 years | -39.31% | -61.28% | +21.97% |
Max Drawdown (5Y)Largest decline over 5 years | -53.06% | -61.28% | +8.22% |
Max Drawdown (10Y)Largest decline over 10 years | -58.26% | -61.28% | +3.02% |
Current DrawdownCurrent decline from peak | -11.45% | -50.50% | +39.05% |
Average DrawdownAverage peak-to-trough decline | -20.29% | -18.03% | -2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.89% | 27.47% | -13.58% |
Volatility
MC vs. FICO - Volatility Comparison
The current volatility for Moelis & Company (MC) is 10.99%, while Fair Isaac Corporation (FICO) has a volatility of 14.33%. This indicates that MC 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.
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Volatility by Period
| MC | FICO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.99% | 14.33% | -3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 26.59% | 39.21% | -12.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.99% | 50.67% | -15.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.80% | 40.73% | -3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.00% | 38.07% | -2.07% |
Dividends
MC vs. FICO - Dividend Comparison
MC's dividend yield for the trailing twelve months is around 3.84%, 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% |
MC Moelis & Company | 3.84% | 3.78% | 3.25% | 4.28% | 6.25% | 10.88% | 8.88% | 10.18% | 14.19% | 5.11% | 9.71% | 3.43% |
Financials
MC vs. FICO - Financials Comparison
This section allows you to compare key financial metrics between Moelis & Company 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.
Total Revenue: Total amount of money received from sales and other business activities
MC vs. FICO - Profitability Comparison
MC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Moelis & Company reported a gross profit of 109.37M and revenue of 319.78M. Therefore, the gross margin over that period was 34.2%.
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%.
MC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Moelis & Company reported an operating income of 40.50M and revenue of 319.78M, resulting in an operating margin of 12.7%.
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%.
MC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Moelis & Company reported a net income of 38.43M and revenue of 319.78M, resulting in a net margin of 12.0%.
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
MC 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.
FICO has higher volatility (14.33%) compared to MC (10.99%). In terms of maximum drawdown, MC dropped -58.26% vs FICO's -79.26%.
MC currently has the higher Sharpe Ratio (0.56 vs -0.67), 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.
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