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

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.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-30.92%
10.02%
FIVN
MCD

Returns By Period

In the year-to-date period, FIVN achieves a -52.90% return, which is significantly lower than MCD's -0.04% return. Over the past 10 years, FIVN has outperformed MCD with an annualized return of 23.52%, while MCD has yielded a comparatively lower 14.61% annualized return.


FIVN

YTD

-52.90%

1M

21.19%

6M

-30.92%

1Y

-49.17%

5Y (annualized)

-10.70%

10Y (annualized)

23.52%

MCD

YTD

-0.04%

1M

-8.04%

6M

10.02%

1Y

8.13%

5Y (annualized)

11.03%

10Y (annualized)

14.61%

Fundamentals


FIVNMCD
Market Cap$2.86B$216.08B
EPS-$0.48$11.29
PEG Ratio0.992.72
Total Revenue (TTM)$1.00B$25.94B
Gross Profit (TTM)$512.33M$14.42B
EBITDA (TTM)-$11.67M$13.04B

Key characteristics


FIVNMCD
Sharpe Ratio-0.960.45
Sortino Ratio-1.320.73
Omega Ratio0.821.09
Calmar Ratio-0.560.46
Martin Ratio-1.121.03
Ulcer Index43.90%7.78%
Daily Std Dev50.96%17.82%
Max Drawdown-87.13%-73.62%
Current Drawdown-82.33%-8.04%

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Correlation

-0.50.00.51.00.2

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.

Risk-Adjusted Performance

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 -0.96, compared to the broader market-4.00-2.000.002.004.00-0.960.45
The chart of Sortino ratio for FIVN, currently valued at -1.32, compared to the broader market-4.00-2.000.002.004.00-1.320.73
The chart of Omega ratio for FIVN, currently valued at 0.82, compared to the broader market0.501.001.502.000.821.09
The chart of Calmar ratio for FIVN, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.560.46
The chart of Martin ratio for FIVN, currently valued at -1.12, compared to the broader market-10.000.0010.0020.0030.00-1.121.03
FIVN
MCD

The current FIVN Sharpe Ratio is -0.96, which is lower than the MCD Sharpe Ratio of 0.45. 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-1.50-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.96
0.45
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 2.29%.


TTM20232022202120202019201820172016201520142013
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
2.29%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%

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%JuneJulyAugustSeptemberOctoberNovember
-82.33%
-8.04%
FIVN
MCD

Volatility

FIVN vs. MCD - Volatility Comparison

Five9, Inc. (FIVN) has a higher volatility of 17.52% compared to McDonald's Corporation (MCD) at 7.41%. 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%JuneJulyAugustSeptemberOctoberNovember
17.52%
7.41%
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