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MASI vs. FIVN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MASI vs. FIVN - Performance Comparison

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

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Returns By Period

In the year-to-date period, MASI achieves a 38.36% return, which is significantly higher than FIVN's -4.94% return. Over the past 10 years, MASI has outperformed FIVN with an annualized return of 13.20%, while FIVN has yielded a comparatively lower 5.11% annualized return.


MASI

1D
0.00%
1M
0.64%
YTD
38.36%
6M
34.42%
1Y
7.04%
3Y*
4.80%
5Y*
-4.11%
10Y*
13.20%

FIVN

1D
1.28%
1M
-16.26%
YTD
-4.94%
6M
-3.44%
1Y
-28.21%
3Y*
-37.29%
5Y*
-36.39%
10Y*
5.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MASI vs. FIVN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MASI
Masimo Corporation
38.36%-21.32%41.03%-20.78%-49.47%9.09%69.80%47.21%26.62%25.82%
FIVN
Five9, Inc.
-4.94%-50.66%-48.35%15.96%-50.58%-21.26%165.93%50.00%75.72%75.33%

Correlation

The correlation between MASI and FIVN is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2014

0.32

The correlation between MASI and FIVN shifts across timeframes, from 0.18 (1 year) to 0.35 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MASI:

$9.47B

FIVN:

$1.64B

EPS

MASI:

$1.41

FIVN:

$0.65

PE Ratio

MASI:

127.36

FIVN:

29.12

PS Ratio

MASI:

6.24

FIVN:

1.42

PB Ratio

MASI:

12.00

FIVN:

1.98

Total Revenue (TTM)

MASI:

$1.56B

FIVN:

$1.17B

Gross Profit (TTM)

MASI:

$962.00M

FIVN:

$644.83M

EBITDA (TTM)

MASI:

$336.40M

FIVN:

$179.58M

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Return for Risk

MASI vs. FIVN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MASI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FIVN
FIVN Risk / Return Rank: 2323
Overall Rank
FIVN Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FIVN Sortino Ratio Rank: 2323
Sortino Ratio Rank
FIVN Omega Ratio Rank: 2424
Omega Ratio Rank
FIVN Calmar Ratio Rank: 2323
Calmar Ratio Rank
FIVN Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MASI vs. FIVN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Masimo Corporation (MASI) and Five9, Inc. (FIVN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MASIFIVNDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.10

0.96

+0.15

Calmar ratioReturn relative to maximum drawdown

0.28

-0.53

+0.81

Martin ratioReturn relative to average drawdown

0.56

-0.95

+1.50

MASI vs. FIVN - Sharpe Ratio Comparison

The current MASI Sharpe Ratio is 0.16, which is higher than the FIVN Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of MASI and FIVN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MASI vs. FIVN - Drawdown Comparison

The maximum MASI drawdown since its inception was -74.70%, smaller than the maximum FIVN drawdown of -93.51%. Use the drawdown chart below to compare losses from any high point for MASI and FIVN.


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Drawdown Indicators


MASIFIVNDifference

Max Drawdown

Largest peak-to-trough decline

-74.70%

-93.51%

+18.81%

Max Drawdown (1Y)

Largest decline over 1 year

-25.64%

-53.33%

+27.69%

Max Drawdown (3Y)

Largest decline over 3 years

-53.67%

-84.52%

+30.85%

Max Drawdown (5Y)

Largest decline over 5 years

-74.70%

-93.51%

+18.81%

Max Drawdown (10Y)

Largest decline over 10 years

-74.70%

-93.51%

+18.81%

Current Drawdown

Current decline from peak

-40.67%

-90.91%

+50.24%

Average Drawdown

Average peak-to-trough decline

-27.22%

-35.46%

+8.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.71%

29.89%

-17.18%

Volatility

MASI vs. FIVN - Volatility Comparison

The current volatility for Masimo Corporation (MASI) is 0.71%, while Five9, Inc. (FIVN) has a volatility of 17.67%. This indicates that MASI experiences smaller price fluctuations and is considered to be less risky than FIVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MASIFIVNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

17.67%

-16.96%

Volatility (6M)

Calculated over the trailing 6-month period

32.56%

49.51%

-16.95%

Volatility (1Y)

Calculated over the trailing 1-year period

44.29%

60.98%

-16.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.76%

55.83%

-11.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.72%

50.88%

-13.16%

Dividends

MASI vs. FIVN - Dividend Comparison

Neither MASI nor FIVN has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

MASI vs. FIVN - Financials Comparison

This section allows you to compare key financial metrics between Masimo Corporation and Five9, 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


100.00M200.00M300.00M400.00M500.00M600.00M20222023202420252026
403.60M
305.32M
(MASI) Total Revenue
(FIVN) Total Revenue
Values in USD except per share items

MASI vs. FIVN - Profitability Comparison

The chart below illustrates the profitability comparison between Masimo Corporation and Five9, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%60.0%65.0%20222023202420252026
62.1%
55.9%
Portfolio components
MASI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Masimo Corporation reported a gross profit of 250.80M and revenue of 403.60M. Therefore, the gross margin over that period was 62.1%.

FIVN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Five9, Inc. reported a gross profit of 170.53M and revenue of 305.32M. Therefore, the gross margin over that period was 55.9%.

MASI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Masimo Corporation reported an operating income of 77.40M and revenue of 403.60M, resulting in an operating margin of 19.2%.

FIVN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Five9, Inc. reported an operating income of 18.49M and revenue of 305.32M, resulting in an operating margin of 6.1%.

MASI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Masimo Corporation reported a net income of 57.10M and revenue of 403.60M, resulting in a net margin of 14.2%.

FIVN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Five9, Inc. reported a net income of 18.41M and revenue of 305.32M, resulting in a net margin of 6.0%.


Frequently Asked Questions


MASI and FIVN have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIVN has higher volatility (17.67%) compared to MASI (0.71%). In terms of maximum drawdown, MASI dropped -74.70% vs FIVN's -93.51%.

MASI currently has the higher Sharpe Ratio (0.16 vs -0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MASI and FIVN

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