FIVN vs. MASI
Compare and contrast key facts about Five9, Inc. (FIVN) and Masimo Corporation (MASI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIVN or MASI.
Performance
FIVN vs. MASI - Performance Comparison
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
-52.90%
21.19%
-30.92%
-49.17%
-10.70%
23.52%
MASI
37.22%
11.18%
26.99%
71.48%
0.69%
20.09%
Fundamentals
FIVN | MASI | |
---|---|---|
Market Cap | $2.86B | $8.61B |
EPS | -$0.48 | $1.46 |
PEG Ratio | 0.99 | 4.73 |
Total Revenue (TTM) | $1.00B | $2.04B |
Gross Profit (TTM) | $512.33M | $1.02B |
EBITDA (TTM) | -$11.67M | $139.30M |
Key characteristics
FIVN | MASI | |
---|---|---|
Sharpe Ratio | -0.96 | 1.89 |
Sortino Ratio | -1.32 | 2.60 |
Omega Ratio | 0.82 | 1.35 |
Calmar Ratio | -0.56 | 1.05 |
Martin Ratio | -1.12 | 5.81 |
Ulcer Index | 43.90% | 12.54% |
Daily Std Dev | 50.96% | 38.62% |
Max Drawdown | -87.13% | -74.70% |
Current Drawdown | -82.33% | -46.97% |
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Correlation
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.
Dividends
FIVN vs. MASI - Dividend Comparison
Neither FIVN nor MASI has paid dividends to shareholders.
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities