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

Correlation

The correlation between FIVN and PEGA is 0.47, 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. PEGA - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-23.13%
-14.04%
FIVN
PEGA

Key characteristics

Sharpe Ratio

FIVN:

-1.22

PEGA:

0.05

Sortino Ratio

FIVN:

-2.00

PEGA:

0.37

Omega Ratio

FIVN:

0.74

PEGA:

1.05

Calmar Ratio

FIVN:

-0.70

PEGA:

0.03

Martin Ratio

FIVN:

-1.60

PEGA:

0.15

Ulcer Index

FIVN:

38.74%

PEGA:

13.48%

Daily Std Dev

FIVN:

51.02%

PEGA:

44.28%

Max Drawdown

FIVN:

-89.03%

PEGA:

-94.81%

Current Drawdown

FIVN:

-89.03%

PEGA:

-56.67%

Fundamentals

Market Cap

FIVN:

$1.74B

PEGA:

$5.44B

EPS

FIVN:

-$0.17

PEGA:

$1.11

PEG Ratio

FIVN:

0.73

PEGA:

0.84

Total Revenue (TTM)

FIVN:

$794.93M

PEGA:

$1.17B

Gross Profit (TTM)

FIVN:

$411.85M

PEGA:

$870.68M

EBITDA (TTM)

FIVN:

$42.98M

PEGA:

$190.74M

Returns By Period

In the year-to-date period, FIVN achieves a -43.41% return, which is significantly lower than PEGA's -32.06% return. Over the past 10 years, FIVN has outperformed PEGA with an annualized return of 16.12%, while PEGA has yielded a comparatively lower 11.44% annualized return.


FIVN

YTD

-43.41%

1M

-29.19%

6M

-21.80%

1Y

-61.55%

5Y*

-21.50%

10Y*

16.12%

PEGA

YTD

-32.06%

1M

-16.67%

6M

-12.15%

1Y

2.02%

5Y*

-2.24%

10Y*

11.44%

*Annualized

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Risk-Adjusted Performance

FIVN vs. PEGA — 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 44
Omega Ratio Rank
The Calmar Ratio Rank of FIVN is 1313
Calmar Ratio Rank
The Martin Ratio Rank of FIVN is 1212
Martin Ratio Rank

PEGA
The Risk-Adjusted Performance Rank of PEGA is 5858
Overall Rank
The Sharpe Ratio Rank of PEGA is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of PEGA is 5555
Sortino Ratio Rank
The Omega Ratio Rank of PEGA is 5656
Omega Ratio Rank
The Calmar Ratio Rank of PEGA is 6060
Calmar Ratio Rank
The Martin Ratio Rank of PEGA is 6060
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. PEGA - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for FIVN, currently valued at -1.22, compared to the broader market-2.00-1.000.001.002.00
FIVN: -1.22
PEGA: 0.05
The chart of Sortino ratio for FIVN, currently valued at -2.00, compared to the broader market-6.00-4.00-2.000.002.004.00
FIVN: -2.00
PEGA: 0.37
The chart of Omega ratio for FIVN, currently valued at 0.74, compared to the broader market0.501.001.502.00
FIVN: 0.74
PEGA: 1.05
The chart of Calmar ratio for FIVN, currently valued at -0.70, compared to the broader market0.001.002.003.004.00
FIVN: -0.70
PEGA: 0.03
The chart of Martin ratio for FIVN, currently valued at -1.60, compared to the broader market-10.000.0010.0020.00
FIVN: -1.60
PEGA: 0.15

The current FIVN Sharpe Ratio is -1.22, which is lower than the PEGA Sharpe Ratio of 0.05. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-1.22
0.05
FIVN
PEGA

Dividends

FIVN vs. PEGA - Dividend Comparison

FIVN has not paid dividends to shareholders, while PEGA's dividend yield for the trailing twelve months is around 0.09%.


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%
PEGA
Pegasystems Inc.
0.09%0.05%0.12%0.18%0.05%0.05%0.08%0.13%0.13%0.17%0.22%0.25%

Drawdowns

FIVN vs. PEGA - Drawdown Comparison

The maximum FIVN drawdown since its inception was -89.03%, 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.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-89.03%
-56.67%
FIVN
PEGA

Volatility

FIVN vs. PEGA - Volatility Comparison

Five9, Inc. (FIVN) and Pegasystems Inc. (PEGA) have volatilities of 16.41% and 16.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
16.41%
16.88%
FIVN
PEGA

Financials

FIVN vs. PEGA - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items