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

Correlation

The correlation between FIVN and MCD is 0.17, 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.


-0.50.00.51.00.2

Performance

FIVN vs. MCD - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
14.73%
8.58%
FIVN
MCD

Key characteristics

Sharpe Ratio

FIVN:

-0.92

MCD:

0.56

Sortino Ratio

FIVN:

-1.21

MCD:

0.91

Omega Ratio

FIVN:

0.83

MCD:

1.12

Calmar Ratio

FIVN:

-0.52

MCD:

0.59

Martin Ratio

FIVN:

-1.01

MCD:

1.26

Ulcer Index

FIVN:

45.10%

MCD:

8.02%

Daily Std Dev

FIVN:

49.67%

MCD:

18.05%

Max Drawdown

FIVN:

-87.13%

MCD:

-73.62%

Current Drawdown

FIVN:

-80.87%

MCD:

-1.94%

Fundamentals

Market Cap

FIVN:

$3.12B

MCD:

$221.11B

EPS

FIVN:

-$0.47

MCD:

$11.38

PEG Ratio

FIVN:

0.73

MCD:

2.71

Total Revenue (TTM)

FIVN:

$763.28M

MCD:

$25.92B

Gross Profit (TTM)

FIVN:

$385.76M

MCD:

$17.36B

EBITDA (TTM)

FIVN:

$35.53M

MCD:

$12.97B

Returns By Period

In the year-to-date period, FIVN achieves a -1.28% return, which is significantly lower than MCD's 6.44% return. Over the past 10 years, FIVN has outperformed MCD with an annualized return of 26.67%, while MCD has yielded a comparatively lower 15.55% annualized return.


FIVN

YTD

-1.28%

1M

7.30%

6M

14.73%

1Y

-44.79%

5Y*

-12.66%

10Y*

26.67%

MCD

YTD

6.44%

1M

9.82%

6M

8.58%

1Y

8.23%

5Y*

9.99%

10Y*

15.55%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FIVN vs. MCD — 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 1111
Overall Rank
The Sharpe Ratio Rank of FIVN is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of FIVN is 77
Sortino Ratio Rank
The Omega Ratio Rank of FIVN is 77
Omega Ratio Rank
The Calmar Ratio Rank of FIVN is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FIVN is 2121
Martin Ratio Rank

MCD
The Risk-Adjusted Performance Rank of MCD is 6060
Overall Rank
The Sharpe Ratio Rank of MCD is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of MCD is 5555
Sortino Ratio Rank
The Omega Ratio Rank of MCD is 5454
Omega Ratio Rank
The Calmar Ratio Rank of MCD is 6868
Calmar Ratio Rank
The Martin Ratio Rank of MCD is 5959
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. MCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Five9, Inc. (FIVN) and McDonald's Corporation (MCD). 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 -0.92, compared to the broader market-2.000.002.004.00-0.920.56
The chart of Sortino ratio for FIVN, currently valued at -1.21, compared to the broader market-6.00-4.00-2.000.002.004.006.00-1.210.91
The chart of Omega ratio for FIVN, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.12
The chart of Calmar ratio for FIVN, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.520.59
The chart of Martin ratio for FIVN, currently valued at -1.01, compared to the broader market-10.000.0010.0020.0030.00-1.011.26
FIVN
MCD

The current FIVN Sharpe Ratio is -0.92, which is lower than the MCD Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FIVN and MCD, 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-1.50-1.00-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.92
0.56
FIVN
MCD

Dividends

FIVN vs. MCD - Dividend Comparison

FIVN has not paid dividends to shareholders, while MCD's dividend yield for the trailing twelve months is around 2.20%.


TTM20242023202220212020201920182017201620152014
FIVN
Five9, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MCD
McDonald's Corporation
2.20%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%

Drawdowns

FIVN vs. MCD - Drawdown Comparison

The maximum FIVN drawdown since its inception was -87.13%, which is greater than MCD's maximum drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for FIVN and MCD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-80.87%
-1.94%
FIVN
MCD

Volatility

FIVN vs. MCD - Volatility Comparison

Five9, Inc. (FIVN) has a higher volatility of 10.78% compared to McDonald's Corporation (MCD) at 6.04%. This indicates that FIVN's price experiences larger fluctuations and is considered to be riskier than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
10.78%
6.04%
FIVN
MCD

Financials

FIVN vs. MCD - Financials Comparison

This section allows you to compare key financial metrics between Five9, Inc. and McDonald's 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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