FICO vs GJO: Correlation
Fair Isaac (FICO) and Synthetic Fixed-Income Securities, Inc. on behalf of (GJO) show a negative relationship: their 3-year correlation of weekly returns is -0.20.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are FICO and GJO?
Over the past 3 years, FICO and GJO moved with a correlation of -0.20, which is negative, meaning they tend to move in opposite directions. The past 12 months show a weaker link (-0.37) than the 3-year average (-0.20). Over 5 years the correlation is -0.05, and the annualized covariance of weekly returns is -61.1 %².
GJO is close to the least connected end of FICO's tracked universe, ranking #26 of 30. The last year tells two different stories: GJO led by 21.1 percentage points, -18.5% for FICO against +2.6% for GJO. Risk is not evenly split, since FICO carries 6.5 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.
FICO vs GJO: side by side
| FICO (Fair Isaac) | GJO (Synthetic Fixed-Income Securities, Inc. on behalf of) | |
|---|---|---|
| 1-year return | -18.5% | +2.6% |
| 5-year return | +154.2% | +27.3% |
| Volatility (ann.) | 45.1% | 6.9% |
| Beta vs S&P 500 | 1.27 | 0.02 |
| Max drawdown (3Y) | -61.3% | -3.2% |
| Market cap | $25.0B | – |
| P/E (trailing) | 32.8 | – |
| Dividend yield | 0.00% | – |
| Sector / category | Information Technology | US Listed |
Year-by-year returns
| Year | FICO | GJO |
|---|---|---|
| 2022 | +38.0% | +1.6% |
| 2023 | +94.5% | +10.3% |
| 2024 | +71.0% | +5.2% |
| 2025 | -15.1% | +5.6% |
| 2026 | -31.6% | +1.4% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are FICO and GJO good diversifiers for each other?
By historical standards, yes. A correlation of -0.20 means the two rarely move for the same reasons.
FAQ
What is the correlation between FICO and GJO?
As of 2026-08-27, the correlation of weekly returns between FICO and GJO is -0.20 over 3 years, -0.37 over 1 year and -0.05 over 5 years.
Is GJO a good diversifier for FICO?
By historical standards, yes. A correlation of -0.20 means the two rarely move for the same reasons.
What does a correlation of -0.20 mean?
A reading of -0.20 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
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Related comparisons
Hubs: FICO correlations · GJO correlations
