FICO vs. FIVN

Last updated Jun 4, 2026

FICO (Fair Isaac Corporation) and FIVN (Five9, Inc.) are both stocks. Both are in the Technology sector — FICO in Software - Application, FIVN in Software - Infrastructure. Over the past 10 years, FICO returned 26.40%/yr vs 7.59%/yr for FIVN. At a 0.35 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, FICO achieves a -30.52% return, which is significantly lower than FIVN's 19.45% return. Over the past 10 years, FICO has outperformed FIVN with an annualized return of 26.40%, while FIVN has yielded a comparatively lower 7.59% annualized return.

FICO

• 1D: -6.15%
• 1M: 10.82%
• YTD: -30.52%
• 6M: -33.35%
• 1Y: -32.55%
• 3Y*: 14.10%
• 5Y*: 19.09%
• 10Y*: 26.40%

FIVN

• 1D: -4.31%
• 1M: 2.61%
• YTD: 19.45%
• 6M: 17.11%
• 1Y: -13.63%
• 3Y*: -30.16%
• 5Y*: -31.25%
• 10Y*: 7.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FICO vs. FIVN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FICO Fair Isaac Corporation	-30.52%	-15.08%	71.04%	94.46%	38.03%	-15.14%	36.39%	100.36%	22.06%	28.52%
FIVN Five9, Inc.	19.45%	-50.66%	-48.35%	15.96%	-50.58%	-21.26%	165.93%	50.00%	75.72%	75.33%

Correlation

The correlation between FICO and FIVN is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (10Y) Calculated over the trailing 10-year period	0.38
Correlation (All Time) Calculated using the full available price history since Apr 7, 2014	0.35

The correlation between FICO and FIVN shifts across timeframes, from 0.25 (3 years) to 0.38 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap FICO : $27.90B FIVN : $2.07B
EPS FICO : $31.51 FIVN : $0.65
PE Ratio FICO : 37.28 FIVN : 36.59
PS Ratio FICO : 12.55 FIVN : 1.78
Total Revenue (TTM) FICO : $2.26B FIVN : $1.17B
Gross Profit (TTM) FICO : $1.90B FIVN : $644.83M
EBITDA (TTM) FICO : $1.16B FIVN : $179.58M

Return for Risk

FICO vs. FIVN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FICO

FICO Risk / Return Rank: 15
FICO Sharpe Ratio Rank: 13
FICO Sortino Ratio Rank: 15
FICO Omega Ratio Rank: 15
FICO Calmar Ratio Rank: 18
FICO Martin Ratio Rank: 13

FIVN

FIVN Risk / Return Rank: 32
FIVN Sharpe Ratio Rank: 31
FIVN Sortino Ratio Rank: 32
FIVN Omega Ratio Rank: 31
FIVN Calmar Ratio Rank: 33
FIVN Martin Ratio Rank: 33

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FICO vs. FIVN - Risk-Adjusted Trends 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.

	FICO	FIVN	Difference
Sharpe ratio: Return per unit of total volatility	-0.65	-0.23	-0.42
Sortino ratio: Return per unit of downside risk	-0.72	0.08	-0.80
Omega ratio: Gain probability vs. loss probability	0.90	1.01	-0.10
Calmar ratio: Return relative to maximum drawdown	-0.63	-0.25	-0.37
Martin ratio: Return relative to average drawdown	-1.22	-0.45	-0.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FICO vs. FIVN - Sharpe Ratio Comparison

The current FICO Sharpe Ratio is -0.65, which is lower than the FIVN Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of FICO and FIVN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FICO	FIVN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.65	-0.23	-0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	-0.56	+1.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	0.15	+0.55
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.19	+0.30

Drawdowns

FICO vs. FIVN - Drawdown Comparison

The maximum FICO drawdown since its inception was -79.26%, smaller than the maximum FIVN drawdown of -93.51%. Use the drawdown chart below to compare losses from any high point for FICO and FIVN.

Drawdown Indicators

	FICO	FIVN	Difference
Max Drawdown Largest peak-to-trough decline	-79.26%	-93.51%	+14.25%
Max Drawdown (1Y) Largest decline over 1 year	-52.12%	-53.96%	+1.84%
Max Drawdown (3Y) Largest decline over 3 years	-61.28%	-84.52%	+23.24%
Max Drawdown (5Y) Largest decline over 5 years	-61.28%	-93.51%	+32.23%
Max Drawdown (10Y) Largest decline over 10 years	-61.28%	-93.51%	+32.23%
Current Drawdown Current decline from peak	-50.69%	-88.58%	+37.89%
Average Drawdown Average peak-to-trough decline	-18.00%	-35.21%	+17.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.72%	30.04%	-3.32%

Volatility

FICO vs. FIVN - Volatility Comparison

The current volatility for Fair Isaac Corporation (FICO) is 14.02%, while Five9, Inc. (FIVN) has a volatility of 19.88%. 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.

Volatility by Period

	FICO	FIVN	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.02%	19.88%	-5.86%
Volatility (6M) Calculated over the trailing 6-month period	38.62%	48.68%	-10.06%
Volatility (1Y) Calculated over the trailing 1-year period	50.22%	60.85%	-10.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.63%	55.75%	-15.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.02%	50.84%	-12.82%

Dividends

FICO vs. FIVN - Dividend Comparison

Neither FICO nor FIVN has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FICO Fair Isaac Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.01%	0.07%	0.08%
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%

Financials

FICO vs. FIVN - Profitability Comparison

The chart below illustrates the profitability comparison between Fair Isaac Corporation and Five9, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

FICO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fair Isaac Corporation reported a gross profit of 600.48M and revenue of 691.68M. Therefore, the gross margin over that period was 86.8%.

FIVN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Five9, Inc. reported a gross profit of 170.53M and revenue of 305.32M. Therefore, the gross margin over that period was 55.9%.

FICO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fair Isaac Corporation reported an operating income of 402.47M and revenue of 691.68M, resulting in an operating margin of 58.2%.

FIVN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Five9, Inc. reported an operating income of 18.49M and revenue of 305.32M, resulting in an operating margin of 6.1%.

FICO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fair Isaac Corporation reported a net income of 264.46M and revenue of 691.68M, resulting in a net margin of 38.2%.

FIVN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Five9, Inc. reported a net income of 18.41M and revenue of 305.32M, resulting in a net margin of 6.0%.

Frequently Asked Questions

Can I hold both FICO and FIVN in my portfolio?

FICO and FIVN have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FICO or FIVN?

FIVN has higher volatility (19.88%) compared to FICO (14.02%). In terms of maximum drawdown, FICO dropped -79.26% vs FIVN's -93.51%.

Which has better risk-adjusted returns?

FIVN currently has the higher Sharpe Ratio (-0.23 vs -0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.