FIVN vs. FICO

In the year-to-date period, FIVN achieves a -8.51% return, which is significantly lower than FICO's 1.99% return. Over the past 10 years, FIVN has underperformed FICO with an annualized return of 24.05%, while FICO has yielded a comparatively higher 39.42% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Five9, Inc. (FIVN) and Fair Isaac Corporation (FICO). 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 FIVN Sharpe Ratio is -1.05, which is lower than the FICO Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of FIVN and FICO, 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 FIVN nor FICO has paid dividends to shareholders.

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

Five9, Inc. (FIVN) and Fair Isaac Corporation (FICO) have volatilities of 8.50% and 8.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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