AI vs. DT

Last updated Apr 1, 2026

Compare and contrast key facts about C3.ai, Inc. (AI) and Dynatrace, Inc. (DT).

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.

AI vs. DT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
AI C3.ai, Inc.	-37.54%	-60.85%	19.92%	156.57%	-64.19%	-77.48%	50.02%
DT Dynatrace, Inc.	-14.67%	-20.26%	-0.62%	42.79%	-36.54%	39.47%	11.92%

Fundamentals

Market Cap AI : $1.17B DT : $11.21B
EPS AI : -$3.18 DT : $0.90
PS Ratio AI : 3.74 DT : 5.82
PB Ratio AI : 1.62 DT : 4.08
Total Revenue (TTM) AI : $307.39M DT : $1.93B
Gross Profit (TTM) AI : $133.57M DT : $1.58B
EBITDA (TTM) AI : -$439.66M DT : $283.91M

Returns By Period

In the year-to-date period, AI achieves a -37.54% return, which is significantly lower than DT's -14.67% return.

AI

• 1D: 8.09%
• 1M: 5.91%
• YTD: -37.54%
• 6M: -51.44%
• 1Y: -60.00%
• 3Y*: -36.94%
• 5Y*: -34.32%
• 10Y*: —

DT

• 1D: -0.40%
• 1M: 2.95%
• YTD: -14.67%
• 6M: -23.67%
• 1Y: -21.57%
• 3Y*: -4.38%
• 5Y*: -5.68%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 9
AI Sharpe Ratio Rank: 7
AI Sortino Ratio Rank: 8
AI Omega Ratio Rank: 8
AI Calmar Ratio Rank: 11
AI Martin Ratio Rank: 12

DT

DT Risk / Return Rank: 18
DT Sharpe Ratio Rank: 15
DT Sortino Ratio Rank: 17
DT Omega Ratio Rank: 17
DT Calmar Ratio Rank: 23
DT Martin Ratio Rank: 19

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.

	AI	DT	Difference
Sharpe ratio Return per unit of total volatility	-0.87	-0.61	-0.26
Sortino ratio Return per unit of downside risk	-1.31	-0.67	-0.64
Omega ratio Gain probability vs. loss probability	0.84	0.91	-0.08
Calmar ratio Return relative to maximum drawdown	-0.84	-0.58	-0.26
Martin ratio Return relative to average drawdown	-1.45	-1.20	-0.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AI vs. DT - Sharpe Ratio Comparison

The current AI Sharpe Ratio is -0.87, which is lower than the DT Sharpe Ratio of -0.61. 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.

Sharpe Ratios by Period

	AI	DT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.87	-0.61	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.44	-0.14	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	-0.44	0.15	-0.59

Correlation

The correlation between AI and DT is 0.51, 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.

Dividends

AI vs. DT - Dividend Comparison

Neither AI nor DT has paid dividends to shareholders.

Tickers have no history of dividend payments

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.

Drawdown Indicators

	AI	DT	Difference
Max Drawdown Largest peak-to-trough decline	-95.63%	-61.77%	-33.86%
Max Drawdown (1Y) Largest decline over 1 year	-73.39%	-40.91%	-32.48%
Max Drawdown (5Y) Largest decline over 5 years	-89.81%	-61.77%	-28.04%
Current Drawdown Current decline from peak	-95.26%	-53.05%	-42.21%
Average Drawdown Average peak-to-trough decline	-81.49%	-30.13%	-51.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	42.33%	19.66%	+22.67%

Volatility

AI vs. DT - Volatility Comparison

C3.ai, Inc. (AI) has a higher volatility of 15.60% compared to Dynatrace, Inc. (DT) at 11.23%. 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.

Volatility by Period

	AI	DT	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.60%	11.23%	+4.37%
Volatility (6M) Calculated over the trailing 6-month period	46.77%	25.78%	+20.99%
Volatility (1Y) Calculated over the trailing 1-year period	69.04%	35.72%	+33.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	78.46%	39.97%	+38.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	82.75%	46.23%	+36.52%

Financials