FICO vs. FIVN
Compare and contrast key facts about Fair Isaac Corporation (FICO) and Five9, Inc. (FIVN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FICO or FIVN.
Key characteristics
| FICO | FIVN | |
|---|---|---|
| YTD Return | 75.17% | -61.91% |
| 1Y Return | 122.91% | -52.10% |
| 3Y Return (Ann) | 70.21% | -42.64% |
| 5Y Return (Ann) | 46.66% | -11.08% |
| 10Y Return (Ann) | 43.36% | 20.95% |
| Sharpe Ratio | 4.00 | -1.05 |
| Sortino Ratio | 4.02 | -1.54 |
| Omega Ratio | 1.60 | 0.79 |
| Calmar Ratio | 7.27 | -0.61 |
| Martin Ratio | 23.64 | -1.34 |
| Ulcer Index | 5.16% | 40.00% |
| Daily Std Dev | 30.48% | 50.63% |
| Max Drawdown | -79.26% | -87.13% |
| Current Drawdown | -1.45% | -85.71% |
Fundamentals
| FICO | FIVN | |
|---|---|---|
| Market Cap | $49.99B | $2.24B |
| EPS | $19.08 | -$0.71 |
| PEG Ratio | 1.91 | 0.79 |
| Total Revenue (TTM) | $1.26B | $738.16M |
| Gross Profit (TTM) | $1.00B | $370.08M |
| EBITDA (TTM) | $549.86M | $12.08M |
Correlation
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.
Performance
FICO vs. FIVN - Performance Comparison
In the year-to-date period, FICO achieves a 75.17% return, which is significantly higher than FIVN's -61.91% return. Over the past 10 years, FICO has outperformed FIVN with an annualized return of 43.36%, while FIVN has yielded a comparatively lower 20.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
FICO vs. FIVN - Dividend Comparison
Neither FICO nor FIVN has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Volatility
FICO vs. FIVN - Volatility Comparison
The current volatility for Fair Isaac Corporation (FICO) is 6.01%, while Five9, Inc. (FIVN) has a volatility of 11.33%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities