FICO vs RSP: Correlation
Fair Isaac (FICO) and Invesco S&P 500 Equal Weight ETF (RSP) show a moderate relationship: their 3-year correlation of weekly returns is 0.46.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are FICO and RSP?
Across a 3-year window, the weekly returns of FICO and RSP correlate at 0.46, moderate. The relationship has been stable: the 1-year correlation (0.40) sits close to the 3-year figure. Stretching to 5 years gives 0.47, with an annualized covariance of 271.4 %².
By 3-year correlation, RSP places #14 of the 30 assets tracked against FICO. Their recent paths diverged sharply: over the last 12 months RSP outperformed by 37.7 percentage points (-18.5% for FICO against +19.2% for RSP). The rolling one-year correlation moved between 0.27 and 0.61 over the past three years, a moderate range. Note the risk asymmetry: FICO runs 3.4 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
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 RSP: side by side
| FICO (Fair Isaac) | RSP (Invesco S&P 500 Equal Weight ETF) | |
|---|---|---|
| 1-year return | -18.5% | +19.2% |
| 5-year return | +154.2% | +53.9% |
| Volatility (ann.) | 45.1% | 13.2% |
| Beta vs S&P 500 | 1.27 | 0.77 |
| Max drawdown (3Y) | -61.3% | -17.8% |
| Market cap | $25.0B | – |
| P/E (trailing) | 32.8 | – |
| Dividend yield | 0.00% | 1.49% |
| Expense ratio | – | 0.20% |
| Assets under management | – | $97.3B |
| Sector / category | Information Technology | ETF · US Large Cap |
On the fund side, RSP sits in the Large Blend category at Invesco, with $97.3B under management, 505 holdings, a 0.20% expense ratio, a 1.49% trailing dividend yield.
Year-by-year returns
| Year | FICO | RSP |
|---|---|---|
| 2022 | +38.0% | -11.6% |
| 2023 | +94.5% | +13.7% |
| 2024 | +71.0% | +12.8% |
| 2025 | -15.1% | +11.2% |
| 2026 | -31.6% | +16.5% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Fund exposure
A structural note: 0.17% of RSP is FICO itself, so the fund partly moves with the stock by construction.
Are FICO and RSP good diversifiers for each other?
A fair diversifier. At 0.46, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
FAQ
What is the correlation between FICO and RSP?
As of 2026-08-27, the correlation of weekly returns between FICO and RSP is 0.46 over 3 years, 0.40 over 1 year and 0.47 over 5 years.
Is RSP a good diversifier for FICO?
A fair diversifier. At 0.46, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
What does a correlation of 0.46 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/fico-vs-rsp.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/fico-vs-rsp/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: FICO correlations · RSP correlations
