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

Performance

FIVN vs. CDNS - Performance Comparison

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

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-30.92%
0.63%
FIVN
CDNS

Returns By Period

In the year-to-date period, FIVN achieves a -52.90% return, which is significantly lower than CDNS's 8.06% return. Over the past 10 years, FIVN has underperformed CDNS with an annualized return of 23.52%, while CDNS has yielded a comparatively higher 32.02% annualized return.


FIVN

YTD

-52.90%

1M

21.19%

6M

-30.92%

1Y

-49.17%

5Y (annualized)

-10.70%

10Y (annualized)

23.52%

CDNS

YTD

8.06%

1M

13.85%

6M

0.63%

1Y

9.71%

5Y (annualized)

34.29%

10Y (annualized)

32.02%

Fundamentals


FIVNCDNS
Market Cap$2.86B$80.72B
EPS-$0.48$3.80
PEG Ratio0.992.88
Total Revenue (TTM)$1.00B$4.35B
Gross Profit (TTM)$512.33M$4.10B
EBITDA (TTM)-$11.67M$1.49B

Key characteristics


FIVNCDNS
Sharpe Ratio-0.960.30
Sortino Ratio-1.320.70
Omega Ratio0.821.08
Calmar Ratio-0.560.42
Martin Ratio-1.120.90
Ulcer Index43.90%11.42%
Daily Std Dev50.96%34.08%
Max Drawdown-87.13%-93.13%
Current Drawdown-82.33%-9.85%

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Correlation

-0.50.00.51.00.4

The correlation between FIVN and CDNS is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

FIVN vs. CDNS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Five9, Inc. (FIVN) and Cadence Design Systems, Inc. (CDNS). 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 FIVN, currently valued at -0.96, compared to the broader market-4.00-2.000.002.004.00-0.960.30
The chart of Sortino ratio for FIVN, currently valued at -1.32, compared to the broader market-4.00-2.000.002.004.00-1.320.70
The chart of Omega ratio for FIVN, currently valued at 0.82, compared to the broader market0.501.001.502.000.821.08
The chart of Calmar ratio for FIVN, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.560.42
The chart of Martin ratio for FIVN, currently valued at -1.12, compared to the broader market-10.000.0010.0020.0030.00-1.120.90
FIVN
CDNS

The current FIVN Sharpe Ratio is -0.96, which is lower than the CDNS Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of FIVN and CDNS, 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-1.50-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.96
0.30
FIVN
CDNS

Dividends

FIVN vs. CDNS - Dividend Comparison

Neither FIVN nor CDNS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FIVN vs. CDNS - Drawdown Comparison

The maximum FIVN drawdown since its inception was -87.13%, smaller than the maximum CDNS drawdown of -93.13%. Use the drawdown chart below to compare losses from any high point for FIVN and CDNS. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-82.33%
-9.85%
FIVN
CDNS

Volatility

FIVN vs. CDNS - Volatility Comparison

Five9, Inc. (FIVN) has a higher volatility of 17.52% compared to Cadence Design Systems, Inc. (CDNS) at 15.39%. This indicates that FIVN's price experiences larger fluctuations and is considered to be riskier than CDNS 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
17.52%
15.39%
FIVN
CDNS

Financials

FIVN vs. CDNS - Financials Comparison

This section allows you to compare key financial metrics between Five9, Inc. and Cadence Design Systems, 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