PairBook
HomeARTL › ARTL vs FICO

ARTL vs FICO: Correlation

How closely do Artelo Biosciences, Inc. (ARTL) and Fair Isaac (FICO) trade together? Their weekly returns over three years give a correlation of -0.20, which is negative.

Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology

Correlation (3Y)
-0.20
negative
Correlation (1Y)
-0.21
last 12 months
Correlation (5Y)
-0.12
long-run
Ann. covariance
-1232.6
%² · weekly, annualized

How correlated are ARTL and FICO?

Across a 3-year window, the weekly returns of ARTL and FICO correlate at -0.20, negative, meaning they tend to move in opposite directions. The relationship has been stable: the 1-year correlation (-0.21) sits close to the 3-year figure. Stretching to 5 years gives -0.12, with an annualized covariance of -1232.6 %².

By 3-year correlation, FICO places #14 of the 21 assets tracked against ARTL. Correlation aside, the last 12 months split them widely, with FICO ahead by 79.1 points (-97.6% versus -18.5%). Risk is not evenly split, since ARTL carries 3.0 times the volatility of the other side.

How is this computed?

Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.

ARTL vs FICO: side by side

ARTL (Artelo Biosciences, Inc.)FICO (Fair Isaac)
1-year return-97.6%-18.5%
5-year return-99.7%+154.2%
Volatility (ann.)136.9%45.1%
Beta vs S&P 500-0.541.27
Max drawdown (3Y)-99.2%-61.3%
Market cap$25.0B
P/E (trailing)32.8
Dividend yield0.00%0.00%
Sector / categoryUS ListedInformation Technology
Smaller drawdown: FICO -61.3% vs -99.2%Higher 5y return: FICO +154.2% vs -99.7%
-95%0%+25%2025-09-052026-08-27
Twelve months of weekly closes, each series rebased to 100. ARTL · FICO

Year-by-year returns

YearARTLFICO
2022-62.9%+38.0%
2023-51.6%+94.5%
2024-24.3%+71.0%
2025-80.8%-15.1%
2026-81.9%-31.6%

Calendar-year price returns; the current year is year-to-date as of the data date above.

Are ARTL and FICO good diversifiers for each other?

Yes: at -0.20, the two have gone their own ways historically, which is what genuine diversification looks like.

FAQ

What is the correlation between ARTL and FICO?

Using weekly returns as of 2026-08-27: -0.20 over 3 years, with -0.21 over the last year and -0.12 over 5 years.

Is FICO a good diversifier for ARTL?

Yes: at -0.20, the two have gone their own ways historically, which is what genuine diversification looks like.

What does a correlation of -0.20 mean?

On the −1 to +1 scale, -0.20 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.

Use this data

JSON API · no key required
$ curl https://www.pairbook.io/api/v1/pairs/artl-vs-fico.json

ARTL vs FICO: 3-year weekly correlation -0.20ARTL vs FICO-0.20

Drop this badge in a README or notebook; it updates with the data:

[![ARTL vs FICO correlation](https://www.pairbook.io/api/v1/badge/artl-vs-fico.svg)](https://www.pairbook.io/pair/artl-vs-fico/)

The core API is free. Terms and every endpoint in the API documentation.

Related comparisons

Hubs: ARTL correlations · FICO correlations