PortfoliosLab logoPortfoliosLab logo
FIVN vs. FICO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FIVN vs. FICO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, FIVN achieves a -4.94% return, which is significantly higher than FICO's -34.97% return. Over the past 10 years, FIVN has underperformed FICO with an annualized return of 5.11%, while FICO has yielded a comparatively higher 26.01% annualized return.


FIVN

1D
1.28%
1M
-16.26%
YTD
-4.94%
6M
-3.44%
1Y
-28.21%
3Y*
-37.29%
5Y*
-36.39%
10Y*
5.11%

FICO

1D
0.78%
1M
-11.33%
YTD
-34.97%
6M
-36.29%
1Y
-41.56%
3Y*
12.31%
5Y*
17.02%
10Y*
26.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIVN vs. FICO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIVN
Five9, Inc.
-4.94%-50.66%-48.35%15.96%-50.58%-21.26%165.93%50.00%75.72%75.33%
FICO
Fair Isaac Corporation
-34.97%-15.08%71.04%94.46%38.03%-15.14%36.39%100.36%22.06%28.52%

Correlation

The correlation between FIVN and FICO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

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 4, 2014

0.35

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

Fundamentals

Market Cap

FIVN:

$1.64B

FICO:

$26.11B

EPS

FIVN:

$0.65

FICO:

$31.51

PE Ratio

FIVN:

29.12

FICO:

34.89

PS Ratio

FIVN:

1.42

FICO:

11.75

Total Revenue (TTM)

FIVN:

$1.17B

FICO:

$2.26B

Gross Profit (TTM)

FIVN:

$644.83M

FICO:

$1.90B

EBITDA (TTM)

FIVN:

$179.58M

FICO:

$1.16B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FIVN vs. FICO — Risk / Return Rank

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

FIVN
FIVN Risk / Return Rank: 2323
Overall Rank
FIVN Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FIVN Sortino Ratio Rank: 2323
Sortino Ratio Rank
FIVN Omega Ratio Rank: 2424
Omega Ratio Rank
FIVN Calmar Ratio Rank: 2323
Calmar Ratio Rank
FIVN Martin Ratio Rank: 2323
Martin Ratio Rank

FICO
FICO Risk / Return Rank: 1010
Overall Rank
FICO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FICO Sortino Ratio Rank: 1111
Sortino Ratio Rank
FICO Omega Ratio Rank: 1111
Omega Ratio Rank
FICO Calmar Ratio Rank: 1212
Calmar Ratio Rank
FICO Martin Ratio Rank: 77
Martin Ratio Rank
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.

FIVN vs. FICO - Risk-Adjusted Trends Comparison

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FIVNFICODifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

0.96

0.86

+0.10

Calmar ratioReturn relative to maximum drawdown

-0.53

-0.80

+0.27

Martin ratioReturn relative to average drawdown

-0.95

-1.48

+0.53

FIVN vs. FICO - Sharpe Ratio Comparison

The current FIVN Sharpe Ratio is -0.46, which is higher than the FICO Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of FIVN and FICO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FIVN vs. FICO - Drawdown Comparison

The maximum FIVN drawdown since its inception was -93.51%, 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.


Loading charts...

Drawdown Indicators


FIVNFICODifference

Max Drawdown

Largest peak-to-trough decline

-93.51%

-79.26%

-14.25%

Max Drawdown (1Y)

Largest decline over 1 year

-53.33%

-52.12%

-1.21%

Max Drawdown (3Y)

Largest decline over 3 years

-84.52%

-61.28%

-23.24%

Max Drawdown (5Y)

Largest decline over 5 years

-93.51%

-61.28%

-32.23%

Max Drawdown (10Y)

Largest decline over 10 years

-93.51%

-61.28%

-32.23%

Current Drawdown

Current decline from peak

-90.91%

-53.85%

-37.06%

Average Drawdown

Average peak-to-trough decline

-35.46%

-18.05%

-17.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.89%

28.20%

+1.69%

Volatility

FIVN vs. FICO - Volatility Comparison

Five9, Inc. (FIVN) has a higher volatility of 17.67% compared to Fair Isaac Corporation (FICO) at 12.86%. This indicates that FIVN's price experiences larger fluctuations and is considered to be riskier than FICO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FIVNFICODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.67%

12.86%

+4.81%

Volatility (6M)

Calculated over the trailing 6-month period

49.51%

39.24%

+10.27%

Volatility (1Y)

Calculated over the trailing 1-year period

60.98%

50.84%

+10.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.83%

40.82%

+15.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.88%

38.11%

+12.77%

Dividends

FIVN vs. FICO - Dividend Comparison

Neither FIVN nor FICO has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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

FIVN vs. FICO - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


100.00M200.00M300.00M400.00M500.00M600.00M700.00M20222023202420252026
305.32M
691.68M
(FIVN) Total Revenue
(FICO) Total Revenue
Values in USD except per share items

FIVN vs. FICO - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%20222023202420252026
55.9%
86.8%
Portfolio components
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 - 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 - 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 - 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 - 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%.

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%.


Frequently Asked Questions


FIVN and FICO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIVN has higher volatility (17.67%) compared to FICO (12.86%). In terms of maximum drawdown, FIVN dropped -93.51% vs FICO's -79.26%.

FIVN currently has the higher Sharpe Ratio (-0.46 vs -0.82), 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.

Portfolio Optimizer

Find the right allocation for FIVN and FICO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer