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

Performance

FIVN vs. RNG - Performance Comparison

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

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-30.92%
-5.91%
FIVN
RNG

Returns By Period

In the year-to-date period, FIVN achieves a -52.90% return, which is significantly lower than RNG's 3.18% return. Over the past 10 years, FIVN has outperformed RNG with an annualized return of 23.52%, while RNG has yielded a comparatively lower 11.34% annualized return.


FIVN

YTD

-52.90%

1M

21.19%

6M

-30.92%

1Y

-49.17%

5Y (annualized)

-10.70%

10Y (annualized)

23.52%

RNG

YTD

3.18%

1M

3.24%

6M

-5.91%

1Y

19.72%

5Y (annualized)

-27.28%

10Y (annualized)

11.34%

Fundamentals


FIVNRNG
Market Cap$2.86B$3.28B
EPS-$0.48-$1.05
PEG Ratio0.990.36
Total Revenue (TTM)$1.00B$2.36B
Gross Profit (TTM)$512.33M$1.66B
EBITDA (TTM)-$11.67M-$148.49M

Key characteristics


FIVNRNG
Sharpe Ratio-0.960.46
Sortino Ratio-1.320.94
Omega Ratio0.821.12
Calmar Ratio-0.560.22
Martin Ratio-1.121.54
Ulcer Index43.90%13.30%
Daily Std Dev50.96%45.07%
Max Drawdown-87.13%-94.29%
Current Drawdown-82.33%-92.10%

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Correlation

-0.50.00.51.00.5

The correlation between FIVN and RNG is 0.54, 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.

Risk-Adjusted Performance

FIVN vs. RNG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Five9, Inc. (FIVN) and RingCentral, Inc. (RNG). 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-4.00-2.000.002.004.00-0.960.46
The chart of Sortino ratio for FIVN, currently valued at -1.32, compared to the broader market-4.00-2.000.002.004.00-1.320.94
The chart of Omega ratio for FIVN, currently valued at 0.82, compared to the broader market0.501.001.502.000.821.12
The chart of Calmar ratio for FIVN, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.560.22
The chart of Martin ratio for FIVN, currently valued at -1.12, compared to the broader market-10.000.0010.0020.0030.00-1.121.54
FIVN
RNG

The current FIVN Sharpe Ratio is -0.96, which is lower than the RNG Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of FIVN and RNG, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.96
0.46
FIVN
RNG

Dividends

FIVN vs. RNG - Dividend Comparison

Neither FIVN nor RNG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FIVN vs. RNG - Drawdown Comparison

The maximum FIVN drawdown since its inception was -87.13%, smaller than the maximum RNG drawdown of -94.29%. Use the drawdown chart below to compare losses from any high point for FIVN and RNG. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%JuneJulyAugustSeptemberOctoberNovember
-82.33%
-92.10%
FIVN
RNG

Volatility

FIVN vs. RNG - Volatility Comparison

Five9, Inc. (FIVN) has a higher volatility of 17.52% compared to RingCentral, Inc. (RNG) at 11.04%. This indicates that FIVN's price experiences larger fluctuations and is considered to be riskier than RNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
17.52%
11.04%
FIVN
RNG

Financials

FIVN vs. RNG - Financials Comparison

This section allows you to compare key financial metrics between Five9, Inc. and RingCentral, 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