FICO vs GDDY: Correlation
Measured on weekly returns over the past three years, Fair Isaac (FICO) and GoDaddy (GDDY) carry a correlation of 0.50, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are FICO and GDDY?
Across a 3-year window, the weekly returns of FICO and GDDY correlate at 0.50, moderate. Recent behaviour matches the longer record: 0.47 over 1 year against 0.50 over 3. Stretching to 5 years gives 0.49, with an annualized covariance of 763.1 %².
Within FICO's tracked universe of 30 assets, GDDY comes in at #5 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months FICO outperformed by 15.9 percentage points (-18.5% for FICO against -34.4% for GDDY). The link looks structural: the rolling one-year correlation barely moved, holding between 0.35 and 0.59.
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.
FICO vs GDDY: side by side
| FICO (Fair Isaac) | GDDY (GoDaddy) | |
|---|---|---|
| 1-year return | -18.5% | -34.4% |
| 5-year return | +154.2% | +32.1% |
| Volatility (ann.) | 45.1% | 33.6% |
| Beta vs S&P 500 | 1.27 | 0.93 |
| Max drawdown (3Y) | -61.3% | -65.0% |
| Market cap | $25.0B | $12.3B |
| P/E (trailing) | 32.8 | 14.4 |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | Information Technology | Information Technology |
Year-by-year returns
| Year | FICO | GDDY |
|---|---|---|
| 2022 | +38.0% | -11.8% |
| 2023 | +94.5% | +41.9% |
| 2024 | +71.0% | +85.9% |
| 2025 | -15.1% | -37.1% |
| 2026 | -31.6% | -21.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are FICO and GDDY good diversifiers for each other?
Only partially. A correlation of 0.50 means FICO and GDDY share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
FAQ
What is the correlation between FICO and GDDY?
As of 2026-08-27, the correlation of weekly returns between FICO and GDDY is 0.50 over 3 years, 0.47 over 1 year and 0.49 over 5 years.
Is GDDY a good diversifier for FICO?
Only partially. A correlation of 0.50 means FICO and GDDY share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.50 mean?
On the −1 to +1 scale, 0.50 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
$ curl https://www.pairbook.io/api/v1/pairs/fico-vs-gddy.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/fico-vs-gddy/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: FICO correlations · GDDY correlations
