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UTHR vs. FICO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UTHR vs. FICO - Performance Comparison

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

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Returns By Period

In the year-to-date period, UTHR achieves a 11.79% return, which is significantly higher than FICO's -28.59% return. Over the past 10 years, UTHR has underperformed FICO with an annualized return of 17.20%, while FICO has yielded a comparatively higher 26.67% annualized return.


UTHR

1D
-0.94%
1M
-3.58%
YTD
11.79%
6M
13.59%
1Y
67.18%
3Y*
33.59%
5Y*
25.53%
10Y*
17.20%

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)

UTHR vs. FICO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UTHR
United Therapeutics Corporation
11.79%38.09%60.46%-20.93%28.70%42.35%72.33%-19.12%-26.39%3.15%
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 UTHR and FICO is 0.01, 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

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jun 18, 1999

0.25

Over the past year, the correlation between UTHR and FICO has dropped to 0.01 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

UTHR:

$25.71B

FICO:

$28.67B

EPS

UTHR:

$27.00

FICO:

$31.51

PE Ratio

UTHR:

20.17

FICO:

38.32

PEG Ratio

UTHR:

0.66

FICO:

2.04

PS Ratio

UTHR:

8.19

FICO:

12.90

Total Revenue (TTM)

UTHR:

$3.17B

FICO:

$2.26B

Gross Profit (TTM)

UTHR:

$2.74B

FICO:

$1.90B

EBITDA (TTM)

UTHR:

$1.75B

FICO:

$1.16B

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Return for Risk

UTHR vs. FICO — Risk / Return Rank

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

UTHR
UTHR Risk / Return Rank: 8686
Overall Rank
UTHR Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
UTHR Sortino Ratio Rank: 8787
Sortino Ratio Rank
UTHR Omega Ratio Rank: 8787
Omega Ratio Rank
UTHR Calmar Ratio Rank: 8989
Calmar Ratio Rank
UTHR Martin Ratio Rank: 8989
Martin Ratio Rank

FICO
FICO Risk / Return Rank: 1717
Overall Rank
FICO Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FICO Sortino Ratio Rank: 1717
Sortino Ratio Rank
FICO Omega Ratio Rank: 1616
Omega Ratio Rank
FICO Calmar Ratio Rank: 1919
Calmar Ratio Rank
FICO Martin Ratio Rank: 1616
Martin Ratio Rank
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.

UTHR vs. FICO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United Therapeutics Corporation (UTHR) 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.


UTHRFICODifference
Sharpe ratioReturn per unit of total volatility

+1.99

Sortino ratioReturn per unit of downside risk

+3.45

Omega ratioGain probability vs. loss probability

1.37

0.91

+0.47

Calmar ratioReturn relative to maximum drawdown

4.13

-0.62

+4.74

Martin ratioReturn relative to average drawdown

10.54

-1.18

+11.73

UTHR vs. FICO - Sharpe Ratio Comparison

The current UTHR Sharpe Ratio is 1.36, which is higher than the FICO Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of UTHR 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.


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Sharpe Ratios by Period


UTHRFICODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

-0.63

+1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.49

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.70

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.49

-0.11

Drawdowns

UTHR vs. FICO - Drawdown Comparison

The maximum UTHR drawdown since its inception was -93.18%, which is greater than FICO's maximum drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for UTHR and FICO.


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Drawdown Indicators


UTHRFICODifference

Max Drawdown

Largest peak-to-trough decline

-93.18%

-79.26%

-13.92%

Max Drawdown (1Y)

Largest decline over 1 year

-16.35%

-52.12%

+35.77%

Max Drawdown (3Y)

Largest decline over 3 years

-33.00%

-61.28%

+28.28%

Max Drawdown (5Y)

Largest decline over 5 years

-33.00%

-61.28%

+28.28%

Max Drawdown (10Y)

Largest decline over 10 years

-55.56%

-61.28%

+5.72%

Current Drawdown

Current decline from peak

-8.73%

-49.32%

+40.59%

Average Drawdown

Average peak-to-trough decline

-35.31%

-18.02%

-17.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.39%

27.06%

-20.67%

Volatility

UTHR vs. FICO - Volatility Comparison

The current volatility for United Therapeutics Corporation (UTHR) is 5.15%, while Fair Isaac Corporation (FICO) has a volatility of 14.53%. This indicates that UTHR 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


UTHRFICODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

14.53%

-9.38%

Volatility (6M)

Calculated over the trailing 6-month period

26.01%

39.17%

-13.16%

Volatility (1Y)

Calculated over the trailing 1-year period

49.84%

50.75%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.13%

40.72%

-5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.07%

38.08%

-3.01%

Dividends

UTHR vs. FICO - Dividend Comparison

Neither UTHR nor FICO has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
UTHR
United Therapeutics Corporation
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

UTHR vs. FICO - Financials Comparison

This section allows you to compare key financial metrics between United Therapeutics Corporation 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


300.00M400.00M500.00M600.00M700.00M800.00M20222023202420252026
781.50M
691.68M
(UTHR) Total Revenue
(FICO) Total Revenue
Values in USD except per share items

UTHR vs. FICO - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

75.0%80.0%85.0%90.0%95.0%20222023202420252026
82.9%
86.8%
Portfolio components
UTHR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, United Therapeutics Corporation reported a gross profit of 648.10M and revenue of 781.50M. Therefore, the gross margin over that period was 82.9%.

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%.

UTHR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, United Therapeutics Corporation reported an operating income of 325.80M and revenue of 781.50M, resulting in an operating margin of 41.7%.

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%.

UTHR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, United Therapeutics Corporation reported a net income of 274.90M and revenue of 781.50M, resulting in a net margin of 35.2%.

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


UTHR and FICO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FICO has higher volatility (14.53%) compared to UTHR (5.15%). In terms of maximum drawdown, UTHR dropped -93.18% vs FICO's -79.26%.

UTHR currently has the higher Sharpe Ratio (1.36 vs -0.63), 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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