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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.


-0.50.00.51.0
Correlation: 0.5

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.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
228.01%
490.48%
FIVN
MASI

Key characteristics

Sharpe Ratio

FIVN:

-1.06

MASI:

0.43

Sortino Ratio

FIVN:

-1.69

MASI:

0.95

Omega Ratio

FIVN:

0.78

MASI:

1.13

Calmar Ratio

FIVN:

-0.65

MASI:

0.30

Martin Ratio

FIVN:

-1.46

MASI:

1.76

Ulcer Index

FIVN:

40.01%

MASI:

11.12%

Daily Std Dev

FIVN:

55.14%

MASI:

45.06%

Max Drawdown

FIVN:

-89.73%

MASI:

-74.70%

Current Drawdown

FIVN:

-88.05%

MASI:

-46.01%

Fundamentals

Market Cap

FIVN:

$1.88B

MASI:

$8.79B

EPS

FIVN:

-$0.17

MASI:

-$5.73

PEG Ratio

FIVN:

0.73

MASI:

4.73

PS Ratio

FIVN:

1.80

MASI:

4.20

PB Ratio

FIVN:

3.02

MASI:

8.10

Total Revenue (TTM)

FIVN:

$794.93M

MASI:

$1.60B

Gross Profit (TTM)

FIVN:

$411.85M

MASI:

$762.70M

EBITDA (TTM)

FIVN:

$42.98M

MASI:

-$222.60M

Returns By Period

In the year-to-date period, FIVN achieves a -38.34% return, which is significantly lower than MASI's -0.94% return. Both investments have delivered pretty close results over the past 10 years, with FIVN having a 16.12% annualized return and MASI not far ahead at 16.77%.


FIVN

YTD

-38.34%

1M

-15.62%

6M

-15.19%

1Y

-58.18%

5Y*

-23.81%

10Y*

16.12%

MASI

YTD

-0.94%

1M

-1.61%

6M

17.52%

1Y

21.07%

5Y*

-4.69%

10Y*

16.77%

*Annualized

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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 77
Overall Rank
The Sharpe Ratio Rank of FIVN is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of FIVN is 44
Sortino Ratio Rank
The Omega Ratio Rank of FIVN is 55
Omega Ratio Rank
The Calmar Ratio Rank of FIVN is 1111
Calmar Ratio Rank
The Martin Ratio Rank of FIVN is 1010
Martin Ratio Rank

MASI
The Risk-Adjusted Performance Rank of MASI is 6767
Overall Rank
The Sharpe Ratio Rank of MASI is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of MASI is 6565
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 chart of Sharpe ratio for FIVN, currently valued at -1.06, compared to the broader market-2.00-1.000.001.002.003.00
FIVN: -1.06
MASI: 0.43
The chart of Sortino ratio for FIVN, currently valued at -1.69, compared to the broader market-6.00-4.00-2.000.002.004.00
FIVN: -1.69
MASI: 0.95
The chart of Omega ratio for FIVN, currently valued at 0.78, compared to the broader market0.501.001.502.00
FIVN: 0.78
MASI: 1.13
The chart of Calmar ratio for FIVN, currently valued at -0.65, compared to the broader market0.001.002.003.004.005.00
FIVN: -0.65
MASI: 0.30
The chart of Martin ratio for FIVN, currently valued at -1.46, compared to the broader market-5.000.005.0010.0015.0020.00
FIVN: -1.46
MASI: 1.76

The current FIVN Sharpe Ratio is -1.06, which is lower than the MASI Sharpe Ratio of 0.43. 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-1.06
0.43
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 -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.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-88.05%
-46.01%
FIVN
MASI

Volatility

FIVN vs. MASI - Volatility Comparison

Five9, Inc. (FIVN) has a higher volatility of 25.47% compared to Masimo Corporation (MASI) at 22.43%. 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
25.47%
22.43%
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