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AZPN vs. DSGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AZPN and DSGX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

AZPN vs. DSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aspen Technology, Inc. (AZPN) and The Descartes Systems Group Inc. (DSGX). The values are adjusted to include any dividend payments, if applicable.

900.00%1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%1,500.00%JulyAugustSeptemberOctoberNovemberDecember
1,453.37%
1,138.05%
AZPN
DSGX

Key characteristics

Sharpe Ratio

AZPN:

0.58

DSGX:

1.63

Sortino Ratio

AZPN:

1.15

DSGX:

2.15

Omega Ratio

AZPN:

1.14

DSGX:

1.29

Calmar Ratio

AZPN:

0.58

DSGX:

3.18

Martin Ratio

AZPN:

2.19

DSGX:

10.34

Ulcer Index

AZPN:

8.57%

DSGX:

3.73%

Daily Std Dev

AZPN:

32.61%

DSGX:

23.68%

Max Drawdown

AZPN:

-98.59%

DSGX:

-98.95%

Current Drawdown

AZPN:

-1.86%

DSGX:

-5.64%

Fundamentals

Market Cap

AZPN:

$15.76B

DSGX:

$10.26B

EPS

AZPN:

-$0.58

DSGX:

$1.57

PEG Ratio

AZPN:

4.48

DSGX:

2.11

Total Revenue (TTM)

AZPN:

$1.09B

DSGX:

$630.40M

Gross Profit (TTM)

AZPN:

$579.00M

DSGX:

$447.32M

EBITDA (TTM)

AZPN:

-$112.21M

DSGX:

$260.31M

Returns By Period

In the year-to-date period, AZPN achieves a 14.22% return, which is significantly lower than DSGX's 36.24% return. Over the past 10 years, AZPN has underperformed DSGX with an annualized return of 21.36%, while DSGX has yielded a comparatively higher 22.57% annualized return.


AZPN

YTD

14.22%

1M

2.21%

6M

26.27%

1Y

16.29%

5Y*

15.81%

10Y*

21.36%

DSGX

YTD

36.24%

1M

0.34%

6M

21.33%

1Y

38.33%

5Y*

21.28%

10Y*

22.57%

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Risk-Adjusted Performance

AZPN vs. DSGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aspen Technology, Inc. (AZPN) and The Descartes Systems Group Inc. (DSGX). 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.


Sharpe ratio
The chart of Sharpe ratio for AZPN, currently valued at 0.58, compared to the broader market-4.00-2.000.002.000.581.63
The chart of Sortino ratio for AZPN, currently valued at 1.15, compared to the broader market-4.00-2.000.002.004.001.152.15
The chart of Omega ratio for AZPN, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.29
The chart of Calmar ratio for AZPN, currently valued at 0.58, compared to the broader market0.002.004.006.000.583.18
The chart of Martin ratio for AZPN, currently valued at 2.19, compared to the broader market-5.000.005.0010.0015.0020.0025.002.1910.34
AZPN
DSGX

The current AZPN Sharpe Ratio is 0.58, which is lower than the DSGX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of AZPN and DSGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.58
1.63
AZPN
DSGX

Dividends

AZPN vs. DSGX - Dividend Comparison

AZPN's dividend yield for the trailing twelve months is around 0.21%, while DSGX has not paid dividends to shareholders.


TTM
AZPN
Aspen Technology, Inc.
0.21%
DSGX
The Descartes Systems Group Inc.
0.00%

Drawdowns

AZPN vs. DSGX - Drawdown Comparison

The maximum AZPN drawdown since its inception was -98.59%, roughly equal to the maximum DSGX drawdown of -98.95%. Use the drawdown chart below to compare losses from any high point for AZPN and DSGX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.86%
-5.64%
AZPN
DSGX

Volatility

AZPN vs. DSGX - Volatility Comparison

The current volatility for Aspen Technology, Inc. (AZPN) is 3.41%, while The Descartes Systems Group Inc. (DSGX) has a volatility of 6.53%. This indicates that AZPN experiences smaller price fluctuations and is considered to be less risky than DSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
3.41%
6.53%
AZPN
DSGX

Financials

AZPN vs. DSGX - Financials Comparison

This section allows you to compare key financial metrics between Aspen Technology, Inc. and The Descartes Systems Group 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


Values in USD except per share items
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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.

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