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

Correlation

The correlation between MKTX and FIVN is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

MKTX vs. FIVN - Performance Comparison

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

250.00%300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
356.79%
456.02%
MKTX
FIVN

Key characteristics

Sharpe Ratio

MKTX:

-0.55

FIVN:

-0.93

Sortino Ratio

MKTX:

-0.57

FIVN:

-1.23

Omega Ratio

MKTX:

0.92

FIVN:

0.83

Calmar Ratio

MKTX:

-0.28

FIVN:

-0.53

Martin Ratio

MKTX:

-0.84

FIVN:

-1.04

Ulcer Index

MKTX:

22.14%

FIVN:

44.53%

Daily Std Dev

MKTX:

33.77%

FIVN:

49.98%

Max Drawdown

MKTX:

-80.60%

FIVN:

-87.13%

Current Drawdown

MKTX:

-59.59%

FIVN:

-79.74%

Fundamentals

Market Cap

MKTX:

$8.86B

FIVN:

$3.21B

EPS

MKTX:

$7.40

FIVN:

-$0.49

PEG Ratio

MKTX:

2.90

FIVN:

0.73

Total Revenue (TTM)

MKTX:

$812.37M

FIVN:

$1.00B

Gross Profit (TTM)

MKTX:

$609.77M

FIVN:

$512.33M

EBITDA (TTM)

MKTX:

$426.87M

FIVN:

$16.93M

Returns By Period

In the year-to-date period, MKTX achieves a -20.65% return, which is significantly higher than FIVN's -46.02% return. Over the past 10 years, MKTX has underperformed FIVN with an annualized return of 13.06%, while FIVN has yielded a comparatively higher 24.91% annualized return.


MKTX

YTD

-20.65%

1M

-11.86%

6M

17.60%

1Y

-19.36%

5Y*

-8.53%

10Y*

13.06%

FIVN

YTD

-46.02%

1M

5.36%

6M

3.94%

1Y

-46.82%

5Y*

-8.61%

10Y*

24.91%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MKTX vs. FIVN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MarketAxess Holdings Inc. (MKTX) 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.


Sharpe ratio
The chart of Sharpe ratio for MKTX, currently valued at -0.55, compared to the broader market-4.00-2.000.002.00-0.55-0.93
The chart of Sortino ratio for MKTX, currently valued at -0.57, compared to the broader market-4.00-2.000.002.004.00-0.57-1.23
The chart of Omega ratio for MKTX, currently valued at 0.92, compared to the broader market0.501.001.502.000.920.83
The chart of Calmar ratio for MKTX, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.28-0.53
The chart of Martin ratio for MKTX, currently valued at -0.84, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.84-1.04
MKTX
FIVN

The current MKTX Sharpe Ratio is -0.55, which is higher than the FIVN Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of MKTX 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.55
-0.93
MKTX
FIVN

Dividends

MKTX vs. FIVN - Dividend Comparison

MKTX's dividend yield for the trailing twelve months is around 1.29%, while FIVN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
MKTX
MarketAxess Holdings Inc.
1.29%0.98%1.00%0.64%0.42%0.54%0.80%0.65%0.71%0.72%0.89%0.78%
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%

Drawdowns

MKTX vs. FIVN - Drawdown Comparison

The maximum MKTX drawdown since its inception was -80.60%, smaller than the maximum FIVN drawdown of -87.13%. Use the drawdown chart below to compare losses from any high point for MKTX and FIVN. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-59.59%
-79.74%
MKTX
FIVN

Volatility

MKTX vs. FIVN - Volatility Comparison

The current volatility for MarketAxess Holdings Inc. (MKTX) is 7.24%, while Five9, Inc. (FIVN) has a volatility of 8.93%. This indicates that MKTX 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
7.24%
8.93%
MKTX
FIVN

Financials

MKTX vs. FIVN - Financials Comparison

This section allows you to compare key financial metrics between MarketAxess Holdings Inc. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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