NFLX vs. FICO

Last updated Jun 9, 2026

NFLX (Netflix, Inc.) and FICO (Fair Isaac Corporation) are both stocks. NFLX operates in Entertainment (Communication Services), while FICO operates in Software - Application (Technology). Over the past 10 years, NFLX returned 24.31%/yr vs 26.67%/yr for FICO. At a 0.32 correlation, their price movements are largely independent.

Performance

NFLX vs. FICO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Netflix, Inc. (NFLX) 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, NFLX achieves a -11.86% return, which is significantly higher than FICO's -28.59% return. Over the past 10 years, NFLX has underperformed FICO with an annualized return of 24.31%, while FICO has yielded a comparatively higher 26.67% annualized return.

NFLX

• 1D: 0.56%
• 1M: -5.54%
• YTD: -11.86%
• 6M: -14.62%
• 1Y: -33.43%
• 3Y*: 25.31%
• 5Y*: 11.21%
• 10Y*: 24.31%

FICO

• 1D: 6.16%
• 1M: 7.22%
• YTD: -28.59%
• 6M: -31.42%
• 1Y: -31.98%
• 3Y*: 15.94%
• 5Y*: 19.71%
• 10Y*: 26.67%

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

NFLX vs. FICO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NFLX Netflix, Inc.	-11.86%	5.19%	83.07%	65.11%	-51.05%	11.41%	67.11%	20.89%	39.44%	55.06%
FICO Fair Isaac Corporation	-28.59%	-15.08%	71.04%	94.46%	38.03%	-15.14%	36.39%	100.36%	22.06%	28.52%

Correlation

The correlation between NFLX and FICO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (10Y) Calculated over the trailing 10-year period	0.37
Correlation (All Time) Calculated using the full available price history since May 24, 2002	0.32

The correlation between NFLX and FICO shifts across timeframes, from 0.13 (1 year) to 0.37 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap NFLX : $355.22B FICO : $28.67B
EPS NFLX : $3.09 FICO : $31.51
PE Ratio NFLX : 26.73 FICO : 38.32
PEG Ratio NFLX : 1.06 FICO : 2.04
PS Ratio NFLX : 7.62 FICO : 12.90
Total Revenue (TTM) NFLX : $46.89B FICO : $2.26B
Gross Profit (TTM) NFLX : $22.99B FICO : $1.90B
EBITDA (TTM) NFLX : $26.91B FICO : $1.16B

Return for Risk

NFLX vs. FICO — Risk / Return Rank

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

NFLX

NFLX Risk / Return Rank: 8
NFLX Sharpe Ratio Rank: 4
NFLX Sortino Ratio Rank: 7
NFLX Omega Ratio Rank: 7
NFLX Calmar Ratio Rank: 13
NFLX Martin Ratio Rank: 10

FICO

FICO Risk / Return Rank: 17
FICO Sharpe Ratio Rank: 15
FICO Sortino Ratio Rank: 17
FICO Omega Ratio Rank: 16
FICO Calmar Ratio Rank: 19
FICO Martin Ratio Rank: 16

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.

NFLX vs. FICO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) 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.

	NFLX	FICO	Difference
Sharpe ratio: Return per unit of total volatility	-1.01	-0.63	-0.38
Sortino ratio: Return per unit of downside risk	-1.43	-0.69	-0.74
Omega ratio: Gain probability vs. loss probability	0.82	0.91	-0.09
Calmar ratio: Return relative to maximum drawdown	-0.77	-0.62	-0.16
Martin ratio: Return relative to average drawdown	-1.36	-1.18	-0.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NFLX vs. FICO - Sharpe Ratio Comparison

The current NFLX Sharpe Ratio is -1.01, which is lower than the FICO Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of NFLX 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

	NFLX	FICO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.01	-0.63	-0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	0.49	-0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.70	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.49	+0.09

Drawdowns

NFLX vs. FICO - Drawdown Comparison

The maximum NFLX drawdown since its inception was -81.99%, roughly equal to the maximum FICO drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for NFLX and FICO.

Drawdown Indicators

	NFLX	FICO	Difference
Max Drawdown Largest peak-to-trough decline	-81.99%	-79.26%	-2.73%
Max Drawdown (1Y) Largest decline over 1 year	-43.35%	-52.12%	+8.77%
Max Drawdown (3Y) Largest decline over 3 years	-43.35%	-61.28%	+17.93%
Max Drawdown (5Y) Largest decline over 5 years	-75.95%	-61.28%	-14.67%
Max Drawdown (10Y) Largest decline over 10 years	-75.95%	-61.28%	-14.67%
Current Drawdown Current decline from peak	-38.29%	-49.32%	+11.03%
Average Drawdown Average peak-to-trough decline	-24.90%	-18.02%	-6.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.70%	27.06%	-2.36%

Volatility

NFLX vs. FICO - Volatility Comparison

The current volatility for Netflix, Inc. (NFLX) is 6.64%, while Fair Isaac Corporation (FICO) has a volatility of 14.53%. This indicates that NFLX 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

	NFLX	FICO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.64%	14.53%	-7.89%
Volatility (6M) Calculated over the trailing 6-month period	25.22%	39.17%	-13.95%
Volatility (1Y) Calculated over the trailing 1-year period	33.15%	50.75%	-17.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.10%	40.72%	+2.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.52%	38.08%	+3.44%

Dividends

NFLX vs. FICO - Dividend Comparison

Neither NFLX nor FICO has 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%
NFLX Netflix, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

NFLX vs. FICO - Profitability Comparison

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

NFLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a gross profit of 6.36B and revenue of 12.25B. Therefore, the gross margin over that period was 51.9%.

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%.

NFLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported an operating income of 3.96B and revenue of 12.25B, resulting in an operating margin of 32.3%.

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%.

NFLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a net income of 5.28B and revenue of 12.25B, resulting in a net margin of 43.1%.

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 NFLX and FICO in my portfolio?

NFLX and FICO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NFLX or FICO?

FICO has higher volatility (14.53%) compared to NFLX (6.64%). In terms of maximum drawdown, NFLX dropped -81.99% vs FICO's -79.26%.

Which has better risk-adjusted returns?

FICO currently has the higher Sharpe Ratio (-0.63 vs -1.01), 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.