DSGX vs. AZO
DSGX (The Descartes Systems Group Inc.) and AZO (AutoZone, Inc.) are both stocks. DSGX operates in Software - Application (Technology), while AZO operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, DSGX returned 13.54%/yr vs 14.93%/yr for AZO. At a 0.13 correlation, their price movements are largely independent.
Performance
DSGX vs. AZO - Performance Comparison
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Returns By Period
In the year-to-date period, DSGX achieves a -15.46% return, which is significantly lower than AZO's -9.73% return. Over the past 10 years, DSGX has underperformed AZO with an annualized return of 13.54%, while AZO has yielded a comparatively higher 14.93% annualized return.
DSGX
- 1D
- -4.51%
- 1M
- 0.53%
- YTD
- -15.46%
- 6M
- -10.67%
- 1Y
- -35.61%
- 3Y*
- -1.26%
- 5Y*
- 3.05%
- 10Y*
- 13.54%
AZO
- 1D
- 1.07%
- 1M
- -12.08%
- YTD
- -9.73%
- 6M
- -19.91%
- 1Y
- -18.31%
- 3Y*
- 8.74%
- 5Y*
- 17.16%
- 10Y*
- 14.93%
DSGX vs. AZO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSGX The Descartes Systems Group Inc. | -15.46% | -22.83% | 35.14% | 20.69% | -15.76% | 41.38% | 36.89% | 61.45% | -6.83% | 32.71% |
AZO AutoZone, Inc. | -9.73% | 5.92% | 23.84% | 4.84% | 17.64% | 76.84% | -0.49% | 42.10% | 17.85% | -9.93% |
Correlation
The correlation between DSGX and AZO is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 1999 | 0.13 |
The correlation between DSGX and AZO shifts across timeframes, from 0.05 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
DSGX:
$6.49B
AZO:
$51.59B
DSGX:
$1.87
AZO:
$145.27
DSGX:
39.54
AZO:
21.08
DSGX:
2.24
AZO:
1.82
DSGX:
8.88
AZO:
2.61
DSGX:
$730.62M
AZO:
$19.99B
DSGX:
$521.45M
AZO:
$10.34B
DSGX:
$309.43M
AZO:
$4.26B
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Return for Risk
DSGX vs. AZO — Risk / Return Rank
DSGX
AZO
DSGX vs. AZO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Descartes Systems Group Inc. (DSGX) and AutoZone, Inc. (AZO). 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.
| DSGX | AZO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.92 | -0.68 | -0.24 |
Sortino ratioReturn per unit of downside risk | -1.31 | -0.79 | -0.52 |
Omega ratioGain probability vs. loss probability | 0.84 | 0.90 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | -0.78 | -0.56 | -0.22 |
Martin ratioReturn relative to average drawdown | -1.29 | -1.24 | -0.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSGX | AZO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.92 | -0.68 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.71 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.57 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.62 | -0.48 |
Drawdowns
DSGX vs. AZO - Drawdown Comparison
The maximum DSGX drawdown since its inception was -98.95%, which is greater than AZO's maximum drawdown of -46.32%. Use the drawdown chart below to compare losses from any high point for DSGX and AZO.
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Drawdown Indicators
| DSGX | AZO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.95% | -46.32% | -52.63% |
Max Drawdown (1Y)Largest decline over 1 year | -45.66% | -32.59% | -13.07% |
Max Drawdown (3Y)Largest decline over 3 years | -48.72% | -32.59% | -16.13% |
Max Drawdown (5Y)Largest decline over 5 years | -48.72% | -32.59% | -16.13% |
Max Drawdown (10Y)Largest decline over 10 years | -48.72% | -42.14% | -6.58% |
Current DrawdownCurrent decline from peak | -39.50% | -29.69% | -9.81% |
Average DrawdownAverage peak-to-trough decline | -69.26% | -10.87% | -58.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.72% | 14.75% | +12.97% |
Volatility
DSGX vs. AZO - Volatility Comparison
The Descartes Systems Group Inc. (DSGX) has a higher volatility of 14.36% compared to AutoZone, Inc. (AZO) at 11.45%. This indicates that DSGX's price experiences larger fluctuations and is considered to be riskier than AZO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSGX | AZO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.36% | 11.45% | +2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 31.33% | 23.04% | +8.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.72% | 27.09% | +11.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.45% | 24.44% | +6.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.50% | 26.47% | +3.03% |
Dividends
DSGX vs. AZO - Dividend Comparison
Neither DSGX nor AZO has paid dividends to shareholders.
Financials
DSGX vs. AZO - Financials Comparison
This section allows you to compare key financial metrics between The Descartes Systems Group Inc. and AutoZone, 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.
Total Revenue: Total amount of money received from sales and other business activities
DSGX vs. AZO - Profitability Comparison
DSGX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Descartes Systems Group Inc. reported a gross profit of 130.96M and revenue of 196.26M. Therefore, the gross margin over that period was 66.7%.
AZO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AutoZone, Inc. reported a gross profit of 2.52B and revenue of 4.84B. Therefore, the gross margin over that period was 52.2%.
DSGX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Descartes Systems Group Inc. reported an operating income of 66.23M and revenue of 196.26M, resulting in an operating margin of 33.7%.
AZO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AutoZone, Inc. reported an operating income of 923.76M and revenue of 4.84B, resulting in an operating margin of 19.1%.
DSGX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Descartes Systems Group Inc. reported a net income of 46.43M and revenue of 196.26M, resulting in a net margin of 23.7%.
AZO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AutoZone, Inc. reported a net income of 641.49M and revenue of 4.84B, resulting in a net margin of 13.3%.
Frequently Asked Questions
DSGX and AZO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSGX has higher volatility (14.36%) compared to AZO (11.45%). In terms of maximum drawdown, DSGX dropped -98.95% vs AZO's -46.32%.
AZO currently has the higher Sharpe Ratio (-0.68 vs -0.92), 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.
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