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. Data as of 2026-10-29.
| Last close price | $698.18 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | -6.31% |
| Total return over period | -17.68% |
| Annualized volatility | 48.97% |
| Period volatility | 84.60% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.36 |
| Sortino ratio | -0.46 |
| Max drawdown | -75.13% |
| CVaR 95% (avg. loss, worst 5% of days) | -8.52% |
| Correlation with the S&P 500 | 0.28 |
| Period range | $592.47 – $2,382.40 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Fair Isaac (FICO) has posted an annualized return of -6.31% with annual volatility of 48.97%, 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 -75.13%. Its correlation with the S&P 500 is 0.28, 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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Other Information Technology stocks
Is it part of the S&P 500?
Yes, Fair Isaac (FICO) is of the S&P 500.
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