Fair Isaac (FICO): analysis and statistics
Return, volatility, Sharpe ratio and risk for Fair Isaac, a component of the S&P 500 in the Information Technology sector. Data as of 2026-09-13.
| Last close price | $985.39 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +3.19% |
| Total return over period | +9.80% |
| Annualized volatility | 44.66% |
| Period volatility | 77.09% |
| Sharpe ratio | -0.02 |
| Sortino ratio | -0.02 |
| Max drawdown | -61.28% |
| CVaR 95% (avg. loss, worst 5% of days) | -7.73% |
| Correlation with the S&P 500 | 0.32 |
| Period range | $825.10 – $2,382.40 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Fair Isaac (FICO) has posted an annualized return of +3.19% with annual volatility of 44.66%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -61.28%. Its correlation with the S&P 500 is 0.32, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how FICO would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Fair Isaac (FICO) is of the S&P 500.
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