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

Correlation

The correlation between DSGX and AZPN 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

DSGX vs. AZPN - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
17.45%
35.10%
DSGX
AZPN

Key characteristics

Sharpe Ratio

DSGX:

1.66

AZPN:

0.91

Sortino Ratio

DSGX:

2.19

AZPN:

1.63

Omega Ratio

DSGX:

1.30

AZPN:

1.20

Calmar Ratio

DSGX:

3.97

AZPN:

0.90

Martin Ratio

DSGX:

9.73

AZPN:

4.24

Ulcer Index

DSGX:

4.03%

AZPN:

6.85%

Daily Std Dev

DSGX:

23.54%

AZPN:

32.03%

Max Drawdown

DSGX:

-98.95%

AZPN:

-98.59%

Current Drawdown

DSGX:

-2.34%

AZPN:

0.00%

Fundamentals

Market Cap

DSGX:

$10.14B

AZPN:

$16.16B

EPS

DSGX:

$1.58

AZPN:

-$0.58

PEG Ratio

DSGX:

2.57

AZPN:

4.48

Total Revenue (TTM)

DSGX:

$630.40M

AZPN:

$836.89M

Gross Profit (TTM)

DSGX:

$447.32M

AZPN:

$416.77M

EBITDA (TTM)

DSGX:

$260.31M

AZPN:

-$186.13M

Returns By Period

In the year-to-date period, DSGX achieves a 4.34% return, which is significantly higher than AZPN's 2.37% return. Both investments have delivered pretty close results over the past 10 years, with DSGX having a 23.36% annualized return and AZPN not far behind at 22.97%.


DSGX

YTD

4.34%

1M

3.50%

6M

17.45%

1Y

33.98%

5Y*

20.80%

10Y*

23.36%

AZPN

YTD

2.37%

1M

1.93%

6M

35.10%

1Y

24.26%

5Y*

12.81%

10Y*

22.97%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DSGX vs. AZPN — Risk-Adjusted Performance Rank

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

DSGX
The Risk-Adjusted Performance Rank of DSGX is 8888
Overall Rank
The Sharpe Ratio Rank of DSGX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of DSGX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of DSGX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DSGX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of DSGX is 9191
Martin Ratio Rank

AZPN
The Risk-Adjusted Performance Rank of AZPN is 7575
Overall Rank
The Sharpe Ratio Rank of AZPN is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of AZPN is 7373
Sortino Ratio Rank
The Omega Ratio Rank of AZPN is 7171
Omega Ratio Rank
The Calmar Ratio Rank of AZPN is 7777
Calmar Ratio Rank
The Martin Ratio Rank of AZPN is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DSGX vs. AZPN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Descartes Systems Group Inc. (DSGX) and Aspen Technology, Inc. (AZPN). 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 DSGX, currently valued at 1.66, compared to the broader market-2.000.002.004.001.660.91
The chart of Sortino ratio for DSGX, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.006.002.191.63
The chart of Omega ratio for DSGX, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.20
The chart of Calmar ratio for DSGX, currently valued at 3.97, compared to the broader market0.002.004.006.003.970.90
The chart of Martin ratio for DSGX, currently valued at 9.73, compared to the broader market0.0010.0020.0030.009.734.24
DSGX
AZPN

The current DSGX Sharpe Ratio is 1.66, which is higher than the AZPN Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of DSGX and AZPN, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.66
0.91
DSGX
AZPN

Dividends

DSGX vs. AZPN - Dividend Comparison

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


TTM2024
DSGX
The Descartes Systems Group Inc.
0.00%0.00%
AZPN
Aspen Technology, Inc.
0.21%0.21%

Drawdowns

DSGX vs. AZPN - Drawdown Comparison

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.34%
0
DSGX
AZPN

Volatility

DSGX vs. AZPN - Volatility Comparison

The Descartes Systems Group Inc. (DSGX) has a higher volatility of 6.56% compared to Aspen Technology, Inc. (AZPN) at 3.04%. This indicates that DSGX's price experiences larger fluctuations and is considered to be riskier than AZPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
6.56%
3.04%
DSGX
AZPN

Financials

DSGX vs. AZPN - Financials Comparison

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