PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
The Descartes Systems Group Inc. (DSGX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

CA2499061083

CUSIP

249906108

Sector

Technology

IPO Date

Jan 26, 1999

Highlights

Market Cap

$10.26B

EPS (TTM)

$1.57

PE Ratio

75.96

PEG Ratio

2.11

Total Revenue (TTM)

$630.40M

Gross Profit (TTM)

$447.32M

EBITDA (TTM)

$260.31M

Year Range

$79.21 - $122.88

Target Price

$121.44

Short %

0.30%

Short Ratio

4.71

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
DSGX vs. AZPN DSGX vs. MANH DSGX vs. SPY DSGX vs. VOO
Popular comparisons:
DSGX vs. AZPN DSGX vs. MANH DSGX vs. SPY DSGX vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in The Descartes Systems Group Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
1,138.05%
377.07%
DSGX (The Descartes Systems Group Inc.)
Benchmark (^GSPC)

Returns By Period

The Descartes Systems Group Inc. had a return of 36.24% year-to-date (YTD) and 38.33% in the last 12 months. Over the past 10 years, The Descartes Systems Group Inc. had an annualized return of 22.57%, outperforming the S&P 500 benchmark which had an annualized return of 11.06%.


DSGX

YTD

36.24%

1M

0.34%

6M

21.33%

1Y

38.33%

5Y*

21.28%

10Y*

22.57%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of DSGX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.20%-1.05%5.61%1.38%-0.50%4.88%4.97%-0.75%2.05%0.94%12.45%36.24%
20234.84%0.90%9.41%-1.77%-2.34%3.59%-2.80%-3.74%-2.11%-1.59%12.23%3.73%20.69%
2022-11.99%-2.08%2.81%-15.17%-4.51%4.57%11.25%1.97%-9.76%8.72%0.55%0.29%-15.76%
20214.41%-4.09%4.01%5.17%-8.77%18.34%5.06%7.90%3.65%0.63%-1.72%2.89%41.38%
20204.89%-7.79%-16.77%22.36%13.09%11.16%6.48%8.20%-6.51%-5.65%10.29%-1.37%36.89%
201917.38%11.20%5.33%9.90%0.30%-7.86%-1.76%-2.26%13.61%-3.47%10.07%-0.26%61.45%
2018-0.18%-6.70%7.94%3.50%0.85%9.06%-1.85%9.72%-3.14%-9.76%-3.82%-10.06%-6.83%
20172.10%-3.66%8.79%1.09%8.21%-2.79%3.08%11.75%-2.50%6.22%-4.48%2.34%32.71%
2016-11.35%-4.04%14.23%-5.54%13.62%-8.83%5.81%5.54%0.94%-3.35%6.49%-3.39%6.57%
20153.37%-1.44%-0.26%-0.40%1.60%5.65%4.78%2.37%2.43%-1.13%14.18%0.55%35.49%
20147.39%-0.70%-2.17%-2.93%-1.40%7.26%-5.86%3.93%-1.57%0.43%8.51%-1.53%10.68%
20131.18%-3.40%3.41%5.85%19.60%-3.11%-2.25%-5.41%6.85%8.69%10.02%-1.69%43.98%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 89, DSGX is among the top 11% of stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DSGX is 8989
Overall Rank
The Sharpe Ratio Rank of DSGX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of DSGX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of DSGX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of DSGX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of DSGX is 9292
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for The Descartes Systems Group Inc. (DSGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DSGX, currently valued at 1.63, compared to the broader market-4.00-2.000.002.001.632.10
The chart of Sortino ratio for DSGX, currently valued at 2.15, compared to the broader market-4.00-2.000.002.004.002.152.80
The chart of Omega ratio for DSGX, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.39
The chart of Calmar ratio for DSGX, currently valued at 3.18, compared to the broader market0.002.004.006.003.183.09
The chart of Martin ratio for DSGX, currently valued at 10.34, compared to the broader market-5.000.005.0010.0015.0020.0025.0010.3413.49
DSGX
^GSPC

The current The Descartes Systems Group Inc. Sharpe ratio is 1.63. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of The Descartes Systems Group Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.63
2.10
DSGX (The Descartes Systems Group Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


The Descartes Systems Group Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.64%
-2.62%
DSGX (The Descartes Systems Group Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the The Descartes Systems Group Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the The Descartes Systems Group Inc. was 98.95%, occurring on Jun 18, 2004. Recovery took 4946 trading sessions.

The current The Descartes Systems Group Inc. drawdown is 5.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.95%Mar 13, 20001070Jun 18, 20044946Mar 4, 20246016
-73.03%Feb 2, 1999130Aug 6, 199980Nov 30, 1999210
-29.11%Jan 21, 20006Jan 28, 200018Feb 24, 200024
-9.87%May 28, 20246Jun 4, 202423Jul 9, 202429
-9.76%Jul 17, 202415Aug 6, 202436Sep 26, 202451

Volatility

Volatility Chart

The current The Descartes Systems Group Inc. volatility is 6.53%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.53%
3.79%
DSGX (The Descartes Systems Group Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of The Descartes Systems Group Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of The Descartes Systems Group Inc. compared to its peers in the Software - Application industry.


PE Ratio
200.0400.0600.0800.01,000.01,200.076.0
The chart displays the price to earnings (P/E) ratio for DSGX in comparison to other companies of the Software - Application industry. Currently, DSGX has a PE value of 76.0. This PE ratio falls in the average range for the industry.
PEG Ratio
-10.0-5.00.05.02.1
The chart displays the price to earnings to growth (PEG) ratio for DSGX in comparison to other companies of the Software - Application industry. Currently, DSGX has a PEG value of 2.1. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for The Descartes Systems Group Inc..


Loading data...

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab