NVR vs. FICO
NVR (NVR, Inc.) and FICO (Fair Isaac Corporation) are both stocks. NVR operates in Residential Construction (Consumer Cyclical), while FICO operates in Software - Application (Technology). Over the past 10 years, NVR returned 14.09%/yr vs 26.62%/yr for FICO. At a 0.26 correlation, their price movements are largely independent.
Performance
NVR vs. FICO - Performance Comparison
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Returns By Period
In the year-to-date period, NVR achieves a -12.59% return, which is significantly higher than FICO's -30.25% return. Over the past 10 years, NVR has underperformed FICO with an annualized return of 14.09%, while FICO has yielded a comparatively higher 26.62% annualized return.
NVR
- 1D
- -1.62%
- 1M
- 14.58%
- YTD
- -12.59%
- 6M
- -15.20%
- 1Y
- -11.77%
- 3Y*
- 2.44%
- 5Y*
- 6.42%
- 10Y*
- 14.09%
FICO
- 1D
- -0.52%
- 1M
- 7.34%
- YTD
- -30.25%
- 6M
- -36.09%
- 1Y
- -33.92%
- 3Y*
- 13.73%
- 5Y*
- 18.49%
- 10Y*
- 26.62%
NVR vs. FICO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NVR NVR, Inc. | -12.59% | -10.83% | 16.83% | 51.77% | -21.94% | 44.83% | 7.13% | 56.28% | -30.53% | 110.20% |
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 NVR and FICO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 1992 | 0.26 |
The correlation between NVR and FICO shifts across timeframes, from 0.19 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
NVR:
$18.67B
FICO:
$28.00B
NVR:
$408.34
FICO:
$31.51
NVR:
15.61
FICO:
37.43
NVR:
1.52
FICO:
1.99
NVR:
2.00
FICO:
12.60
NVR:
$9.66B
FICO:
$2.26B
NVR:
$2.17B
FICO:
$1.90B
NVR:
$1.60B
FICO:
$1.16B
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Return for Risk
NVR vs. FICO — Risk / Return Rank
NVR
FICO
NVR vs. FICO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NVR, Inc. (NVR) 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.
| NVR | FICO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.90 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | -0.65 | +0.26 |
| Martin ratioReturn relative to average drawdown | -0.87 | -1.24 | +0.37 |
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Drawdowns
NVR vs. FICO - Drawdown Comparison
The maximum NVR drawdown since its inception was -96.72%, which is greater than FICO's maximum drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for NVR and FICO.
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Drawdown Indicators
| NVR | FICO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.72% | -79.26% | -17.46% |
Max Drawdown (1Y)Largest decline over 1 year | -34.88% | -52.12% | +17.24% |
Max Drawdown (3Y)Largest decline over 3 years | -43.94% | -61.28% | +17.34% |
Max Drawdown (5Y)Largest decline over 5 years | -43.94% | -61.28% | +17.34% |
Max Drawdown (10Y)Largest decline over 10 years | -46.13% | -61.28% | +15.15% |
Current DrawdownCurrent decline from peak | -35.77% | -50.50% | +14.73% |
Average DrawdownAverage peak-to-trough decline | -24.19% | -18.03% | -6.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.77% | 27.47% | -11.70% |
Volatility
NVR vs. FICO - Volatility Comparison
The current volatility for NVR, Inc. (NVR) is 7.42%, while Fair Isaac Corporation (FICO) has a volatility of 14.33%. This indicates that NVR 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
| NVR | FICO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.42% | 14.33% | -6.91% |
Volatility (6M)Calculated over the trailing 6-month period | 20.17% | 39.21% | -19.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.34% | 50.67% | -23.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.55% | 40.73% | -13.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.97% | 38.07% | -6.10% |
Dividends
NVR vs. FICO - Dividend Comparison
Neither NVR 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% |
NVR NVR, 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
NVR vs. FICO - Financials Comparison
This section allows you to compare key financial metrics between NVR, 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
NVR vs. FICO - Profitability Comparison
NVR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NVR, Inc. reported a gross profit of 360.34M and revenue of 1.83B. Therefore, the gross margin over that period was 19.6%.
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%.
NVR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NVR, Inc. reported an operating income of 203.37M and revenue of 1.83B, resulting in an operating margin of 11.1%.
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%.
NVR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NVR, Inc. reported a net income of 198.36M and revenue of 1.83B, resulting in a net margin of 10.8%.
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
NVR and FICO have a correlation of 0.19, 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 NVR (7.42%). In terms of maximum drawdown, NVR dropped -96.72% vs FICO's -79.26%.
NVR currently has the higher Sharpe Ratio (-0.50 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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