AI vs. DT

In the year-to-date period, AI achieves a -36.04% return, which is significantly lower than DT's -15.12% return.

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This table presents a comparison of risk-adjusted performance metrics for C3.ai, Inc. (AI) and Dynatrace, Inc. (DT). 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.

The current AI Sharpe Ratio is 0.03, which is comparable to the DT Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of AI and DT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither AI nor DT has paid dividends to shareholders.

The maximum AI drawdown since its inception was -94.22%, which is greater than DT's maximum drawdown of -61.77%. Use the drawdown chart below to compare losses from any high point for AI and DT. For additional features, visit the drawdowns tool.

C3.ai, Inc. (AI) has a higher volatility of 23.12% compared to Dynatrace, Inc. (DT) at 16.33%. This indicates that AI's price experiences larger fluctuations and is considered to be riskier than DT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between C3.ai, Inc. and Dynatrace, 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.