FIVN vs. PEGA

In the year-to-date period, FIVN achieves a -52.90% return, which is significantly lower than PEGA's 75.09% return. Over the past 10 years, FIVN has outperformed PEGA with an annualized return of 23.52%, while PEGA has yielded a comparatively lower 15.36% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Five9, Inc. (FIVN) and Pegasystems Inc. (PEGA). 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 current FIVN Sharpe Ratio is -0.96, which is lower than the PEGA Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of FIVN and PEGA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FIVN has not paid dividends to shareholders, while PEGA's dividend yield for the trailing twelve months is around 0.14%.

The maximum FIVN drawdown since its inception was -87.13%, smaller than the maximum PEGA drawdown of -94.81%. Use the drawdown chart below to compare losses from any high point for FIVN and PEGA. For additional features, visit the drawdowns tool.

Five9, Inc. (FIVN) has a higher volatility of 17.52% compared to Pegasystems Inc. (PEGA) at 15.79%. This indicates that FIVN's price experiences larger fluctuations and is considered to be riskier than PEGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Five9, Inc. and Pegasystems Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.