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

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.

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-30.92%
26.99%
FIVN
MASI

Returns By Period

In the year-to-date period, FIVN achieves a -52.90% return, which is significantly lower than MASI's 37.22% return. Over the past 10 years, FIVN has outperformed MASI with an annualized return of 23.52%, while MASI has yielded a comparatively lower 20.09% annualized return.


FIVN

YTD

-52.90%

1M

21.19%

6M

-30.92%

1Y

-49.17%

5Y (annualized)

-10.70%

10Y (annualized)

23.52%

MASI

YTD

37.22%

1M

11.18%

6M

26.99%

1Y

71.48%

5Y (annualized)

0.69%

10Y (annualized)

20.09%

Fundamentals


FIVNMASI
Market Cap$2.86B$8.61B
EPS-$0.48$1.46
PEG Ratio0.994.73
Total Revenue (TTM)$1.00B$2.04B
Gross Profit (TTM)$512.33M$1.02B
EBITDA (TTM)-$11.67M$139.30M

Key characteristics


FIVNMASI
Sharpe Ratio-0.961.89
Sortino Ratio-1.322.60
Omega Ratio0.821.35
Calmar Ratio-0.561.05
Martin Ratio-1.125.81
Ulcer Index43.90%12.54%
Daily Std Dev50.96%38.62%
Max Drawdown-87.13%-74.70%
Current Drawdown-82.33%-46.97%

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Correlation

-0.50.00.51.00.3

The correlation between FIVN and MASI is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FIVN, currently valued at -0.96, compared to the broader market-4.00-2.000.002.004.00-0.961.89
The chart of Sortino ratio for FIVN, currently valued at -1.32, compared to the broader market-4.00-2.000.002.004.00-1.322.60
The chart of Omega ratio for FIVN, currently valued at 0.82, compared to the broader market0.501.001.502.000.821.35
The chart of Calmar ratio for FIVN, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.561.05
The chart of Martin ratio for FIVN, currently valued at -1.12, compared to the broader market-10.000.0010.0020.0030.00-1.125.81
FIVN
MASI

The current FIVN Sharpe Ratio is -0.96, which is lower than the MASI Sharpe Ratio of 1.89. 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.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.96
1.89
FIVN
MASI

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 -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.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JuneJulyAugustSeptemberOctoberNovember
-82.33%
-46.97%
FIVN
MASI

Volatility

FIVN vs. MASI - Volatility Comparison

Five9, Inc. (FIVN) has a higher volatility of 17.52% compared to Masimo Corporation (MASI) at 11.80%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
17.52%
11.80%
FIVN
MASI

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


Values in USD except per share items