PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PEGA vs. FIVN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PEGA vs. FIVN - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
33.34%
-30.92%
PEGA
FIVN

Returns By Period

In the year-to-date period, PEGA achieves a 75.09% return, which is significantly higher than FIVN's -52.90% return. Over the past 10 years, PEGA has underperformed FIVN with an annualized return of 15.36%, while FIVN has yielded a comparatively higher 23.52% annualized return.


PEGA

YTD

75.09%

1M

16.63%

6M

33.33%

1Y

66.86%

5Y (annualized)

2.06%

10Y (annualized)

15.36%

FIVN

YTD

-52.90%

1M

21.19%

6M

-30.92%

1Y

-49.17%

5Y (annualized)

-10.70%

10Y (annualized)

23.52%

Fundamentals


PEGAFIVN
Market Cap$7.67B$2.86B
EPS$1.40-$0.48
PEG Ratio0.840.99
Total Revenue (TTM)$1.48B$1.00B
Gross Profit (TTM)$1.10B$512.33M
EBITDA (TTM)$196.15M-$11.67M

Key characteristics


PEGAFIVN
Sharpe Ratio1.45-0.96
Sortino Ratio3.11-1.32
Omega Ratio1.360.82
Calmar Ratio1.06-0.56
Martin Ratio8.16-1.12
Ulcer Index9.00%43.90%
Daily Std Dev50.48%50.96%
Max Drawdown-94.81%-87.13%
Current Drawdown-41.32%-82.33%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.5

The correlation between PEGA and FIVN 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.

Risk-Adjusted Performance

PEGA vs. FIVN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pegasystems Inc. (PEGA) 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 PEGA, currently valued at 1.45, compared to the broader market-4.00-2.000.002.004.001.45-0.96
The chart of Sortino ratio for PEGA, currently valued at 3.10, compared to the broader market-4.00-2.000.002.004.003.11-1.32
The chart of Omega ratio for PEGA, currently valued at 1.36, compared to the broader market0.501.001.502.001.360.82
The chart of Calmar ratio for PEGA, currently valued at 1.06, compared to the broader market0.002.004.006.001.06-0.56
The chart of Martin ratio for PEGA, currently valued at 8.16, compared to the broader market-10.000.0010.0020.0030.008.16-1.12
PEGA
FIVN

The current PEGA Sharpe Ratio is 1.45, which is higher than the FIVN Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of PEGA 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-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
1.45
-0.96
PEGA
FIVN

Dividends

PEGA vs. FIVN - Dividend Comparison

PEGA's dividend yield for the trailing twelve months is around 0.14%, while FIVN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PEGA
Pegasystems Inc.
0.14%0.25%0.35%0.11%0.09%0.15%0.25%0.25%0.33%0.44%0.51%0.37%
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

PEGA vs. FIVN - Drawdown Comparison

The maximum PEGA drawdown since its inception was -94.81%, which is greater than FIVN's maximum drawdown of -87.13%. Use the drawdown chart below to compare losses from any high point for PEGA and FIVN. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JuneJulyAugustSeptemberOctoberNovember
-41.32%
-82.33%
PEGA
FIVN

Volatility

PEGA vs. FIVN - Volatility Comparison

The current volatility for Pegasystems Inc. (PEGA) is 15.79%, while Five9, Inc. (FIVN) has a volatility of 17.52%. This indicates that PEGA 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.


10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
15.79%
17.52%
PEGA
FIVN

Financials

PEGA vs. FIVN - Financials Comparison

This section allows you to compare key financial metrics between Pegasystems 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