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SSD vs. FICO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SSD and FICO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

SSD vs. FICO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simpson Manufacturing Co., Inc. (SSD) and Fair Isaac Corporation (FICO). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
0.83%
45.18%
SSD
FICO

Key characteristics

Sharpe Ratio

SSD:

-0.28

FICO:

2.54

Sortino Ratio

SSD:

-0.19

FICO:

2.96

Omega Ratio

SSD:

0.98

FICO:

1.42

Calmar Ratio

SSD:

-0.34

FICO:

4.68

Martin Ratio

SSD:

-0.60

FICO:

14.86

Ulcer Index

SSD:

14.52%

FICO:

5.29%

Daily Std Dev

SSD:

30.80%

FICO:

30.91%

Max Drawdown

SSD:

-68.16%

FICO:

-79.26%

Current Drawdown

SSD:

-19.67%

FICO:

-13.91%

Fundamentals

Market Cap

SSD:

$7.49B

FICO:

$52.06B

EPS

SSD:

$7.55

FICO:

$20.40

PE Ratio

SSD:

23.53

FICO:

104.81

PEG Ratio

SSD:

1.47

FICO:

1.98

Total Revenue (TTM)

SSD:

$2.22B

FICO:

$1.72B

Gross Profit (TTM)

SSD:

$1.02B

FICO:

$1.37B

EBITDA (TTM)

SSD:

$511.18M

FICO:

$761.49M

Returns By Period

In the year-to-date period, SSD achieves a -12.71% return, which is significantly lower than FICO's 76.21% return. Over the past 10 years, SSD has underperformed FICO with an annualized return of 19.10%, while FICO has yielded a comparatively higher 39.94% annualized return.


SSD

YTD

-12.71%

1M

-3.99%

6M

0.70%

1Y

-11.95%

5Y*

17.75%

10Y*

19.10%

FICO

YTD

76.21%

1M

-9.74%

6M

44.26%

1Y

77.97%

5Y*

40.73%

10Y*

39.94%

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Risk-Adjusted Performance

SSD vs. FICO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simpson Manufacturing Co., Inc. (SSD) 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.


Sharpe ratio
The chart of Sharpe ratio for SSD, currently valued at -0.28, compared to the broader market-4.00-2.000.002.00-0.282.54
The chart of Sortino ratio for SSD, currently valued at -0.19, compared to the broader market-4.00-2.000.002.004.00-0.192.96
The chart of Omega ratio for SSD, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.42
The chart of Calmar ratio for SSD, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.344.68
The chart of Martin ratio for SSD, currently valued at -0.60, compared to the broader market0.0010.0020.00-0.6014.86
SSD
FICO

The current SSD Sharpe Ratio is -0.28, which is lower than the FICO Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of SSD and FICO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.28
2.54
SSD
FICO

Dividends

SSD vs. FICO - Dividend Comparison

SSD's dividend yield for the trailing twelve months is around 0.64%, while FICO has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SSD
Simpson Manufacturing Co., Inc.
0.64%0.54%1.15%0.69%0.74%1.41%1.59%1.36%1.55%1.76%1.17%1.02%
FICO
Fair Isaac Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.07%0.08%0.11%0.13%

Drawdowns

SSD vs. FICO - Drawdown Comparison

The maximum SSD drawdown since its inception was -68.16%, smaller than the maximum FICO drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for SSD and FICO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.67%
-13.91%
SSD
FICO

Volatility

SSD vs. FICO - Volatility Comparison

Simpson Manufacturing Co., Inc. (SSD) has a higher volatility of 11.03% compared to Fair Isaac Corporation (FICO) at 8.85%. This indicates that SSD's price experiences larger fluctuations and is considered to be riskier than FICO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%6.00%7.00%8.00%9.00%10.00%11.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.03%
8.85%
SSD
FICO

Financials

SSD vs. FICO - Financials Comparison

This section allows you to compare key financial metrics between Simpson Manufacturing Co., 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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