PEGA vs. FIVN
Compare and contrast key facts about Pegasystems Inc. (PEGA) and Five9, Inc. (FIVN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEGA or FIVN.
Performance
PEGA vs. FIVN - Performance Comparison
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
75.09%
16.63%
33.33%
66.86%
2.06%
15.36%
FIVN
-52.90%
21.19%
-30.92%
-49.17%
-10.70%
23.52%
Fundamentals
PEGA | FIVN | |
---|---|---|
Market Cap | $7.67B | $2.86B |
EPS | $1.40 | -$0.48 |
PEG Ratio | 0.84 | 0.99 |
Total Revenue (TTM) | $1.48B | $1.00B |
Gross Profit (TTM) | $1.10B | $512.33M |
EBITDA (TTM) | $196.15M | -$11.67M |
Key characteristics
PEGA | FIVN | |
---|---|---|
Sharpe Ratio | 1.45 | -0.96 |
Sortino Ratio | 3.11 | -1.32 |
Omega Ratio | 1.36 | 0.82 |
Calmar Ratio | 1.06 | -0.56 |
Martin Ratio | 8.16 | -1.12 |
Ulcer Index | 9.00% | 43.90% |
Daily Std Dev | 50.48% | 50.96% |
Max Drawdown | -94.81% | -87.13% |
Current Drawdown | -41.32% | -82.33% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities