EFX vs FICO: Correlation
Measured on weekly returns over the past three years, Equifax (EFX) and Fair Isaac (FICO) carry a correlation of 0.46, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EFX and FICO?
Across a 3-year window, the weekly returns of EFX and FICO correlate at 0.46, moderate. Little has changed lately, as the 1-year reading of 0.45 lands near the 3-year figure. Stretching to 5 years gives 0.52, with an annualized covariance of 691.7 %².
Among the 53 assets we track against EFX, FICO ranks #31 by 3-year correlation. Their 12-month results are close: -21.8% for EFX against -18.5% for FICO. On a rolling one-year basis the correlation drifted between 0.26 and 0.67, a moderate band.
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.
EFX vs FICO: side by side
| EFX (Equifax) | FICO (Fair Isaac) | |
|---|---|---|
| 1-year return | -21.8% | -18.5% |
| 5-year return | -26.0% | +154.2% |
| Volatility (ann.) | 33.3% | 45.1% |
| Beta vs S&P 500 | 1.25 | 1.27 |
| Max drawdown (3Y) | -49.7% | -61.3% |
| Market cap | $22.4B | $25.0B |
| P/E (trailing) | 33.5 | 32.8 |
| Dividend yield | 1.11% | 0.00% |
| Sector / category | Industrials | Information Technology |
Year-by-year returns
| Year | EFX | FICO |
|---|---|---|
| 2022 | -33.1% | +38.0% |
| 2023 | +28.2% | +94.5% |
| 2024 | +3.7% | +71.0% |
| 2025 | -14.2% | -15.1% |
| 2026 | -11.7% | -31.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are EFX and FICO good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.46 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between EFX and FICO?
Using weekly returns as of 2026-08-27: 0.46 over 3 years, with 0.45 over the last year and 0.52 over 5 years.
Is FICO a good diversifier for EFX?
Yes, to a useful degree: a correlation of 0.46 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.46 mean?
A reading of 0.46 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/efx-vs-fico.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/efx-vs-fico/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: EFX correlations · FICO correlations
