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FICO vs. FIVN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

FICO vs. FIVN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fair Isaac Corporation (FICO) and Five9, Inc. (FIVN). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
57.11%
-30.92%
FICO
FIVN

Returns By Period

In the year-to-date period, FICO achieves a 95.21% return, which is significantly higher than FIVN's -52.90% return. Over the past 10 years, FICO has outperformed FIVN with an annualized return of 41.39%, while FIVN has yielded a comparatively lower 23.52% annualized return.


FICO

YTD

95.21%

1M

15.14%

6M

57.11%

1Y

118.02%

5Y (annualized)

45.08%

10Y (annualized)

41.39%

FIVN

YTD

-52.90%

1M

21.19%

6M

-30.92%

1Y

-49.17%

5Y (annualized)

-10.70%

10Y (annualized)

23.52%

Fundamentals


FICOFIVN
Market Cap$55.33B$2.86B
EPS$20.35-$0.48
PEG Ratio2.150.99
Total Revenue (TTM)$1.72B$1.00B
Gross Profit (TTM)$1.37B$512.33M
EBITDA (TTM)$754.96M-$11.67M

Key characteristics


FICOFIVN
Sharpe Ratio3.97-0.96
Sortino Ratio4.20-1.32
Omega Ratio1.610.82
Calmar Ratio7.13-0.56
Martin Ratio23.86-1.12
Ulcer Index5.02%43.90%
Daily Std Dev30.20%50.96%
Max Drawdown-79.26%-87.13%
Current Drawdown-3.31%-82.33%

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Correlation

-0.50.00.51.00.4

The correlation between FICO and FIVN is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

FICO vs. FIVN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fair Isaac Corporation (FICO) and Five9, Inc. (FIVN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for FICO, currently valued at 3.97, compared to the broader market-4.00-2.000.002.004.003.97-0.96
The chart of Sortino ratio for FICO, currently valued at 4.20, compared to the broader market-4.00-2.000.002.004.004.20-1.32
The chart of Omega ratio for FICO, currently valued at 1.61, compared to the broader market0.501.001.502.001.610.82
The chart of Calmar ratio for FICO, currently valued at 7.13, compared to the broader market0.002.004.006.007.13-0.56
The chart of Martin ratio for FICO, currently valued at 23.86, compared to the broader market-10.000.0010.0020.0030.0023.86-1.12
FICO
FIVN

The current FICO Sharpe Ratio is 3.97, which is higher than the FIVN Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of FICO and FIVN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.97
-0.96
FICO
FIVN

Dividends

FICO vs. FIVN - Dividend Comparison

Neither FICO nor FIVN has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FICO
Fair Isaac Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.07%0.08%0.11%0.13%
FIVN
Five9, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FICO vs. FIVN - Drawdown Comparison

The maximum FICO drawdown since its inception was -79.26%, smaller than the maximum FIVN drawdown of -87.13%. Use the drawdown chart below to compare losses from any high point for FICO and FIVN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.31%
-82.33%
FICO
FIVN

Volatility

FICO vs. FIVN - Volatility Comparison

The current volatility for Fair Isaac Corporation (FICO) is 9.68%, while Five9, Inc. (FIVN) has a volatility of 17.52%. This indicates that FICO experiences smaller price fluctuations and is considered to be less risky than FIVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
9.68%
17.52%
FICO
FIVN

Financials

FICO vs. FIVN - Financials Comparison

This section allows you to compare key financial metrics between Fair Isaac Corporation and Five9, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items