Fair Isaac (FICO): analysis and statistics
Return, volatility, Sharpe ratio and risk for Fair Isaac, an S&P 500 component in the Information Technology sector. Data as of 2026-07-30.
| Last close price | $1,139.16 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +10.84% |
| Total return over period | +35.94% |
| Annualized volatility | 42.69% |
| Sharpe ratio | 0.17 |
| Sortino ratio | 0.22 |
| Max drawdown | -61.28% |
| CVaR 95% (avg. loss, worst 5% of days) | -7.29% |
| Correlation with the S&P 500 | 0.34 |
| Period range | $822.19 – $2,382.40 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Fair Isaac (FICO) has posted an annualized return of +10.84% with annual volatility of 42.69%, a Sharpe ratio of 0.17. Its worst stretch (max drawdown from a peak) was -61.28%. Its correlation with the S&P 500 is 0.34, 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 S&P 500 stocks, try the optimizer.
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