NECB vs. FICO
NECB (Northeast Community Bancorp, Inc.) and FICO (Fair Isaac Corporation) are both stocks. NECB operates in Banks - Regional (Financial Services), while FICO operates in Software - Application (Technology). Over the past 10 years, NECB returned 21.26%/yr vs 25.91%/yr for FICO. At a 0.11 correlation, their price movements are largely independent.
Performance
NECB vs. FICO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NECB achieves a 16.75% return, which is significantly higher than FICO's -35.48% return. Over the past 10 years, NECB has underperformed FICO with an annualized return of 21.26%, while FICO has yielded a comparatively higher 25.91% annualized return.
NECB
- 1D
- 0.82%
- 1M
- 8.17%
- YTD
- 16.75%
- 6M
- 14.67%
- 1Y
- 20.02%
- 3Y*
- 26.14%
- 5Y*
- 20.72%
- 10Y*
- 21.26%
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%
NECB vs. FICO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NECB Northeast Community Bancorp, Inc. | 16.75% | -3.51% | 41.77% | 20.41% | 38.91% | 10.09% | 16.28% | 9.72% | 11.13% | 29.67% |
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 NECB and FICO is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2006 | 0.11 |
The correlation between NECB and FICO shifts across timeframes, from 0.06 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
NECB:
$350.90M
FICO:
$25.91B
NECB:
$2.49
FICO:
$31.51
NECB:
10.41
FICO:
34.62
NECB:
0.19
FICO:
1.84
NECB:
3.01
FICO:
11.66
NECB:
$116.88M
FICO:
$2.26B
NECB:
$77.77M
FICO:
$1.90B
NECB:
$48.19M
FICO:
$1.16B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NECB vs. FICO — Risk / Return Rank
NECB
FICO
NECB vs. FICO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northeast Community Bancorp, Inc. (NECB) 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.
| NECB | FICO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.87 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.07 | -0.76 | +1.83 |
| Martin ratioReturn relative to average drawdown | 2.18 | -1.41 | +3.59 |
Loading charts...
Drawdowns
NECB vs. FICO - Drawdown Comparison
The maximum NECB drawdown since its inception was -61.91%, smaller than the maximum FICO drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for NECB and FICO.
Loading charts...
Drawdown Indicators
| NECB | FICO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.91% | -79.26% | +17.35% |
Max Drawdown (1Y)Largest decline over 1 year | -18.77% | -52.12% | +33.35% |
Max Drawdown (3Y)Largest decline over 3 years | -34.54% | -61.28% | +26.74% |
Max Drawdown (5Y)Largest decline over 5 years | -34.54% | -61.28% | +26.74% |
Max Drawdown (10Y)Largest decline over 10 years | -47.80% | -61.28% | +13.48% |
Current DrawdownCurrent decline from peak | -11.43% | -54.21% | +42.78% |
Average DrawdownAverage peak-to-trough decline | -24.84% | -18.05% | -6.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.19% | 28.07% | -18.88% |
Volatility
NECB vs. FICO - Volatility Comparison
The current volatility for Northeast Community Bancorp, Inc. (NECB) is 5.67%, while Fair Isaac Corporation (FICO) has a volatility of 12.79%. This indicates that NECB 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.
Loading charts...
Volatility by Period
| NECB | FICO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 12.79% | -7.12% |
Volatility (6M)Calculated over the trailing 6-month period | 15.77% | 39.23% | -23.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.62% | 50.94% | -24.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.94% | 40.83% | -15.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.14% | 38.13% | -8.99% |
Dividends
NECB vs. FICO - Dividend Comparison
NECB's dividend yield for the trailing twelve months is around 3.85%, 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% |
NECB Northeast Community Bancorp, Inc. | 3.85% | 4.20% | 2.29% | 1.01% | 2.82% | 1.82% | 1.09% | 1.00% | 1.08% | 1.19% | 1.52% | 1.69% |
Financials
NECB vs. FICO - Financials Comparison
This section allows you to compare key financial metrics between Northeast Community Bancorp, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NECB and FICO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FICO has higher volatility (12.79%) compared to NECB (5.67%). In terms of maximum drawdown, NECB dropped -61.91% vs FICO's -79.26%.
NECB currently has the higher Sharpe Ratio (0.76 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.
Find the right allocation for NECB and FICO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer