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

Correlation

The correlation between MASI and FIVN is 0.49, 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.


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.

200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
464.62%
247.12%
MASI
FIVN

Key characteristics

Sharpe Ratio

MASI:

0.60

FIVN:

-0.92

Sortino Ratio

MASI:

0.81

FIVN:

-1.42

Omega Ratio

MASI:

1.11

FIVN:

0.82

Calmar Ratio

MASI:

0.23

FIVN:

-0.59

Martin Ratio

MASI:

1.42

FIVN:

-1.48

Ulcer Index

MASI:

10.65%

FIVN:

35.94%

Daily Std Dev

MASI:

44.20%

FIVN:

55.02%

Max Drawdown

MASI:

-74.70%

FIVN:

-89.73%

Current Drawdown

MASI:

-48.38%

FIVN:

-87.35%

Fundamentals

Market Cap

MASI:

$8.80B

FIVN:

$1.93B

EPS

MASI:

-$5.72

FIVN:

-$0.06

PEG Ratio

MASI:

4.73

FIVN:

0.73

PS Ratio

MASI:

4.29

FIVN:

1.79

PB Ratio

MASI:

8.55

FIVN:

2.85

Total Revenue (TTM)

MASI:

$1.97B

FIVN:

$1.07B

Gross Profit (TTM)

MASI:

$996.70M

FIVN:

$565.58M

EBITDA (TTM)

MASI:

-$222.60M

FIVN:

$22.30M

Returns By Period

In the year-to-date period, MASI achieves a -5.28% return, which is significantly higher than FIVN's -34.74% return. Both investments have delivered pretty close results over the past 10 years, with MASI having a 16.37% annualized return and FIVN not far ahead at 16.93%.


MASI

YTD

-5.28%

1M

-4.86%

6M

-3.60%

1Y

26.10%

5Y*

-7.99%

10Y*

16.37%

FIVN

YTD

-34.74%

1M

4.99%

6M

-27.97%

1Y

-50.49%

5Y*

-24.04%

10Y*

16.93%

*Annualized

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Risk-Adjusted Performance

MASI vs. FIVN — Risk-Adjusted Performance Rank

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

MASI
The Risk-Adjusted Performance Rank of MASI is 6565
Overall Rank
The Sharpe Ratio Rank of MASI is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of MASI is 6060
Sortino Ratio Rank
The Omega Ratio Rank of MASI is 6060
Omega Ratio Rank
The Calmar Ratio Rank of MASI is 6363
Calmar Ratio Rank
The Martin Ratio Rank of MASI is 6969
Martin Ratio Rank

FIVN
The Risk-Adjusted Performance Rank of FIVN is 99
Overall Rank
The Sharpe Ratio Rank of FIVN is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of FIVN is 77
Sortino Ratio Rank
The Omega Ratio Rank of FIVN is 77
Omega Ratio Rank
The Calmar Ratio Rank of FIVN is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FIVN is 88
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.

MASI vs. FIVN - Risk-Adjusted Performance 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.


The current MASI Sharpe Ratio is 0.60, which is higher than the FIVN Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of MASI and FIVN, 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-1.000.001.002.00December2025FebruaryMarchAprilMay
0.60
-0.92
MASI
FIVN

Dividends

MASI vs. FIVN - Dividend Comparison

Neither MASI nor FIVN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MASI vs. FIVN - Drawdown Comparison

The maximum MASI drawdown since its inception was -74.70%, smaller than the maximum FIVN drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for MASI and FIVN. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%December2025FebruaryMarchAprilMay
-48.38%
-87.35%
MASI
FIVN

Volatility

MASI vs. FIVN - Volatility Comparison

Masimo Corporation (MASI) and Five9, Inc. (FIVN) have volatilities of 13.63% and 13.88%, 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.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
13.63%
13.88%
MASI
FIVN

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


100.00M200.00M300.00M400.00M500.00M600.00M20212022202320242025
372.00M
279.71M
(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%70.0%20212022202320242025
62.9%
55.0%
(MASI) Gross Margin
(FIVN) Gross Margin
MASI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Masimo Corporation reported a gross profit of 234.00M and revenue of 372.00M. Therefore, the gross margin over that period was 62.9%.

FIVN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Five9, Inc. reported a gross profit of 153.73M and revenue of 279.71M. Therefore, the gross margin over that period was 55.0%.

MASI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Masimo Corporation reported an operating income of 80.70M and revenue of 372.00M, resulting in an operating margin of 21.7%.

FIVN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Five9, Inc. reported an operating income of -5.43M and revenue of 279.71M, resulting in an operating margin of -1.9%.

MASI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Masimo Corporation reported a net income of -170.70M and revenue of 372.00M, resulting in a net margin of -45.9%.

FIVN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Five9, Inc. reported a net income of 576.00K and revenue of 279.71M, resulting in a net margin of 0.2%.