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PEGA vs. FIVN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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.

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Returns By Period

In the year-to-date period, PEGA achieves a -49.97% return, which is significantly lower than FIVN's -4.94% return. Over the past 10 years, PEGA has outperformed FIVN with an annualized return of 8.53%, while FIVN has yielded a comparatively lower 5.11% annualized return.


PEGA

1D
1.57%
1M
-13.13%
YTD
-49.97%
6M
-52.30%
1Y
-40.12%
3Y*
6.94%
5Y*
-15.45%
10Y*
8.53%

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)

PEGA vs. FIVN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PEGA
Pegasystems Inc.
-49.97%28.39%91.01%43.07%-69.29%-16.01%67.51%66.81%1.66%31.28%
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 PEGA and FIVN is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.53

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

0.56

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

0.53

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

0.49

The correlation between PEGA and FIVN has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.

Fundamentals

Market Cap

PEGA:

$5.34B

FIVN:

$1.64B

EPS

PEGA:

$1.87

FIVN:

$0.65

PE Ratio

PEGA:

15.96

FIVN:

29.12

PS Ratio

PEGA:

3.20

FIVN:

1.42

PB Ratio

PEGA:

7.56

FIVN:

1.98

Total Revenue (TTM)

PEGA:

$1.70B

FIVN:

$1.17B

Gross Profit (TTM)

PEGA:

$1.27B

FIVN:

$644.83M

EBITDA (TTM)

PEGA:

$211.67M

FIVN:

$179.58M

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Return for Risk

PEGA vs. FIVN — Risk / Return Rank

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

PEGA
PEGA Risk / Return Rank: 1111
Overall Rank
PEGA Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PEGA Sortino Ratio Rank: 1111
Sortino Ratio Rank
PEGA Omega Ratio Rank: 1212
Omega Ratio Rank
PEGA Calmar Ratio Rank: 1515
Calmar Ratio Rank
PEGA Martin Ratio Rank: 77
Martin Ratio Rank

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.

PEGA vs. FIVN - Risk-Adjusted Trends 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.

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.


PEGAFIVNDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

0.87

0.96

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.72

-0.53

-0.19

Martin ratioReturn relative to average drawdown

-1.45

-0.95

-0.51

PEGA vs. FIVN - Sharpe Ratio Comparison

The current PEGA Sharpe Ratio is -0.81, which is lower than the FIVN Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of PEGA 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

PEGA vs. FIVN - Drawdown Comparison

The maximum PEGA drawdown since its inception was -94.81%, roughly equal to the maximum FIVN drawdown of -93.51%. Use the drawdown chart below to compare losses from any high point for PEGA and FIVN.


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Drawdown Indicators


PEGAFIVNDifference

Max Drawdown

Largest peak-to-trough decline

-94.81%

-93.51%

-1.30%

Max Drawdown (1Y)

Largest decline over 1 year

-55.86%

-53.33%

-2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-55.86%

-84.52%

+28.66%

Max Drawdown (5Y)

Largest decline over 5 years

-78.59%

-93.51%

+14.92%

Max Drawdown (10Y)

Largest decline over 10 years

-79.21%

-93.51%

+14.30%

Current Drawdown

Current decline from peak

-58.88%

-90.91%

+32.03%

Average Drawdown

Average peak-to-trough decline

-44.87%

-35.46%

-9.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.67%

29.89%

-2.22%

Volatility

PEGA vs. FIVN - Volatility Comparison

The current volatility for Pegasystems Inc. (PEGA) is 13.48%, while Five9, Inc. (FIVN) has a volatility of 17.67%. 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.


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Volatility by Period


PEGAFIVNDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.48%

17.67%

-4.19%

Volatility (6M)

Calculated over the trailing 6-month period

38.61%

49.51%

-10.90%

Volatility (1Y)

Calculated over the trailing 1-year period

49.43%

60.98%

-11.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.61%

55.83%

-4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.02%

50.88%

-6.86%

Dividends

PEGA vs. FIVN - Dividend Comparison

PEGA's dividend yield for the trailing twelve months is around 0.40%, while FIVN has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
PEGA
Pegasystems Inc.
0.40%0.15%0.10%0.25%0.35%0.11%0.09%0.15%0.25%0.25%0.33%0.44%

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


100.00M200.00M300.00M400.00M500.00M20222023202420252026
429.97M
305.32M
(PEGA) Total Revenue
(FIVN) Total Revenue
Values in USD except per share items

PEGA vs. FIVN - Profitability Comparison

The chart below illustrates the profitability comparison between Pegasystems Inc. 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

50.0%55.0%60.0%65.0%70.0%75.0%80.0%85.0%20222023202420252026
75.2%
55.9%
Portfolio components
PEGA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Pegasystems Inc. reported a gross profit of 323.22M and revenue of 429.97M. Therefore, the gross margin over that period was 75.2%.

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%.

PEGA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Pegasystems Inc. reported an operating income of 37.15M and revenue of 429.97M, resulting in an operating margin of 8.6%.

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%.

PEGA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Pegasystems Inc. reported a net income of 32.76M and revenue of 429.97M, resulting in a net margin of 7.6%.

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


PEGA and FIVN have a correlation of 0.57, 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 PEGA (13.48%). In terms of maximum drawdown, PEGA dropped -94.81% vs FIVN's -93.51%.

FIVN currently has the higher Sharpe Ratio (-0.46 vs -0.81), 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.

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