PortfoliosLab logo
FIVN vs. MASI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FIVN and MASI is 0.49, 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.


Performance

FIVN vs. MASI - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

FIVN:

-0.93

MASI:

0.45

Sortino Ratio

FIVN:

-1.35

MASI:

0.99

Omega Ratio

FIVN:

0.83

MASI:

1.13

Calmar Ratio

FIVN:

-0.58

MASI:

0.31

Martin Ratio

FIVN:

-1.43

MASI:

1.83

Ulcer Index

FIVN:

36.30%

MASI:

11.11%

Daily Std Dev

FIVN:

55.63%

MASI:

44.27%

Max Drawdown

FIVN:

-89.73%

MASI:

-74.70%

Current Drawdown

FIVN:

-87.84%

MASI:

-50.74%

Fundamentals

Market Cap

FIVN:

$2.04B

MASI:

$8.47B

EPS

FIVN:

-$0.06

MASI:

-$5.47

PEG Ratio

FIVN:

0.73

MASI:

4.73

PS Ratio

FIVN:

1.90

MASI:

3.98

PB Ratio

FIVN:

3.07

MASI:

8.95

Total Revenue (TTM)

FIVN:

$1.07B

MASI:

$1.97B

Gross Profit (TTM)

FIVN:

$565.58M

MASI:

$996.70M

EBITDA (TTM)

FIVN:

$22.30M

MASI:

-$136.80M

Returns By Period

In the year-to-date period, FIVN achieves a -37.23% return, which is significantly lower than MASI's -9.62% return. Over the past 10 years, FIVN has outperformed MASI with an annualized return of 16.69%, while MASI has yielded a comparatively lower 15.42% annualized return.


FIVN

YTD

-37.23%

1M

18.16%

6M

-32.87%

1Y

-51.36%

3Y*

-35.96%

5Y*

-24.60%

10Y*

16.69%

MASI

YTD

-9.62%

1M

0.10%

6M

-9.43%

1Y

19.97%

3Y*

1.89%

5Y*

-9.54%

10Y*

15.42%

*Annualized

Compare stocks, funds, or ETFs

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


Five9, Inc.

Masimo Corporation

Risk-Adjusted Performance

FIVN vs. MASI — Risk-Adjusted Performance Rank

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

FIVN
The Risk-Adjusted Performance Rank of FIVN is 99
Overall Rank
The Sharpe Ratio Rank of FIVN is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of FIVN is 77
Sortino Ratio Rank
The Omega Ratio Rank of FIVN is 88
Omega Ratio Rank
The Calmar Ratio Rank of FIVN is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FIVN is 88
Martin Ratio Rank

MASI
The Risk-Adjusted Performance Rank of MASI is 6767
Overall Rank
The Sharpe Ratio Rank of MASI is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of MASI is 6666
Sortino Ratio Rank
The Omega Ratio Rank of MASI is 6464
Omega Ratio Rank
The Calmar Ratio Rank of MASI is 6666
Calmar Ratio Rank
The Martin Ratio Rank of MASI is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIVN vs. MASI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Five9, Inc. (FIVN) and Masimo Corporation (MASI). 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 -0.93, which is lower than the MASI Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of FIVN and MASI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

FIVN vs. MASI - Dividend Comparison

Neither FIVN nor MASI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FIVN vs. MASI - Drawdown Comparison

The maximum FIVN drawdown since its inception was -89.73%, which is greater than MASI's maximum drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for FIVN and MASI. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FIVN vs. MASI - Volatility Comparison

Five9, Inc. (FIVN) and Masimo Corporation (MASI) have volatilities of 12.68% and 13.33%, 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.


Loading data...

Financials

FIVN vs. MASI - Financials Comparison

This section allows you to compare key financial metrics between Five9, Inc. and Masimo 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


100.00M200.00M300.00M400.00M500.00M600.00M20212022202320242025
279.71M
372.00M
(FIVN) Total Revenue
(MASI) Total Revenue
Values in USD except per share items

FIVN vs. MASI - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%60.0%65.0%70.0%20212022202320242025
55.0%
62.9%
(FIVN) Gross Margin
(MASI) Gross Margin
FIVN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Five9, Inc. reported a gross profit of 153.73M and revenue of 279.71M. Therefore, the gross margin over that period was 55.0%.

MASI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Masimo Corporation reported a gross profit of 234.00M and revenue of 372.00M. Therefore, the gross margin over that period was 62.9%.

FIVN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Five9, Inc. reported an operating income of -5.43M and revenue of 279.71M, resulting in an operating margin of -1.9%.

MASI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Masimo Corporation reported an operating income of 78.00M and revenue of 372.00M, resulting in an operating margin of 21.0%.

FIVN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Five9, Inc. reported a net income of 576.00K and revenue of 279.71M, resulting in a net margin of 0.2%.

MASI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Masimo Corporation reported a net income of -170.70M and revenue of 372.00M, resulting in a net margin of -45.9%.