FICO vs. FIVN

In the year-to-date period, FICO achieves a -4.54% return, which is significantly higher than FIVN's -8.00% return. Over the past 10 years, FICO has outperformed FIVN with an annualized return of 37.74%, while FIVN has yielded a comparatively lower 24.24% annualized return.

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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.

The current FICO Sharpe Ratio is 1.73, which is higher than the FIVN Sharpe Ratio of -1.01. 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.

Neither FICO nor FIVN has paid dividends to shareholders.

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.

Fair Isaac Corporation (FICO) has a higher volatility of 9.27% compared to Five9, Inc. (FIVN) at 8.59%. This indicates that FICO's price experiences larger fluctuations and is considered to be riskier than FIVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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.