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AI vs. DT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AI vs. DT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in C3.ai, Inc. (AI) and Dynatrace, Inc. (DT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AI achieves a -28.04% return, which is significantly lower than DT's -6.65% return.


AI

1D
-5.83%
1M
4.41%
YTD
-28.04%
6M
-33.65%
1Y
-58.90%
3Y*
-33.77%
5Y*
-30.92%
10Y*

DT

1D
-2.32%
1M
-1.82%
YTD
-6.65%
6M
-9.28%
1Y
-25.64%
3Y*
-7.17%
5Y*
-7.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AI vs. DT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AI
C3.ai, Inc.
-28.04%-60.85%19.92%156.57%-64.19%-77.48%38.75%
DT
Dynatrace, Inc.
-6.65%-20.26%-0.62%42.79%-36.54%39.47%6.16%

Correlation

The correlation between AI and DT is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.44

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

0.51

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2020

0.51

The correlation between AI and DT has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.

Fundamentals

Market Cap

AI:

$1.42B

DT:

$12.09B

EPS

AI:

-$3.37

DT:

$0.73

PS Ratio

AI:

5.42

DT:

6.07

PB Ratio

AI:

2.17

DT:

4.63

Total Revenue (TTM)

AI:

$250.27M

DT:

$2.02B

Gross Profit (TTM)

AI:

$77.38M

DT:

$1.65B

EBITDA (TTM)

AI:

-$461.00M

DT:

$289.14M

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Return for Risk

AI vs. DT — Risk / Return Rank

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

AI
AI Risk / Return Rank: 1010
Overall Rank
AI Sharpe Ratio Rank: 77
Sharpe Ratio Rank
AI Sortino Ratio Rank: 88
Sortino Ratio Rank
AI Omega Ratio Rank: 88
Omega Ratio Rank
AI Calmar Ratio Rank: 1111
Calmar Ratio Rank
AI Martin Ratio Rank: 1717
Martin Ratio Rank

DT
DT Risk / Return Rank: 1717
Overall Rank
DT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
DT Sortino Ratio Rank: 1616
Sortino Ratio Rank
DT Omega Ratio Rank: 1616
Omega Ratio Rank
DT Calmar Ratio Rank: 2020
Calmar Ratio Rank
DT Martin Ratio Rank: 2020
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.

AI vs. DT - Risk-Adjusted Trends Comparison

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.

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.


AIDTDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

0.83

0.91

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.80

-0.60

-0.20

Martin ratioReturn relative to average drawdown

-1.12

-1.04

-0.08

AI vs. DT - Sharpe Ratio Comparison

The current AI Sharpe Ratio is -0.90, which is lower than the DT Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of AI and DT, 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

AI vs. DT - Drawdown Comparison

The maximum AI drawdown since its inception was -95.63%, 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.


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Drawdown Indicators


AIDTDifference

Max Drawdown

Largest peak-to-trough decline

-95.63%

-61.77%

-33.86%

Max Drawdown (1Y)

Largest decline over 1 year

-73.39%

-42.87%

-30.52%

Max Drawdown (3Y)

Largest decline over 3 years

-82.51%

-48.16%

-34.35%

Max Drawdown (5Y)

Largest decline over 5 years

-88.32%

-61.77%

-26.55%

Current Drawdown

Current decline from peak

-94.53%

-48.63%

-45.90%

Average Drawdown

Average peak-to-trough decline

-81.97%

-30.79%

-51.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.73%

24.71%

+28.02%

Volatility

AI vs. DT - Volatility Comparison

C3.ai, Inc. (AI) has a higher volatility of 18.04% compared to Dynatrace, Inc. (DT) at 12.40%. 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.


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Volatility by Period


AIDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.04%

12.40%

+5.64%

Volatility (6M)

Calculated over the trailing 6-month period

48.17%

33.39%

+14.78%

Volatility (1Y)

Calculated over the trailing 1-year period

65.65%

39.41%

+26.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.68%

40.77%

+36.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.99%

46.50%

+35.49%

Dividends

AI vs. DT - Dividend Comparison

Neither AI nor DT has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

AI vs. DT - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


100.00M200.00M300.00M400.00M500.00M20222023202420252026
51.60M
531.72M
(AI) Total Revenue
(DT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AI and DT have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AI has higher volatility (18.04%) compared to DT (12.40%). In terms of maximum drawdown, AI dropped -95.63% vs DT's -61.77%.

DT currently has the higher Sharpe Ratio (-0.65 vs -0.90), 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.

Portfolio Optimizer

Find the right allocation for AI and DT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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