FIVN vs. MASI

In the year-to-date period, FIVN achieves a -47.29% return, which is significantly lower than MASI's 45.04% return. Over the past 10 years, FIVN has outperformed MASI with an annualized return of 24.87%, while MASI has yielded a comparatively lower 20.48% annualized return.

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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 -0.95, which is lower than the MASI Sharpe Ratio of 1.23. 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.

Neither FIVN nor MASI has paid dividends to shareholders.

The maximum FIVN drawdown since its inception was -87.13%, 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.

Five9, Inc. (FIVN) has a higher volatility of 8.62% compared to Masimo Corporation (MASI) at 7.49%. This indicates that FIVN's price experiences larger fluctuations and is considered to be riskier than MASI based on this measure. 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 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.