PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DSGX vs. MANH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

DSGX vs. MANH - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
13.26%
17.78%
DSGX
MANH

Returns By Period

In the year-to-date period, DSGX achieves a 33.99% return, which is significantly higher than MANH's 26.16% return. Both investments have delivered pretty close results over the past 10 years, with DSGX having a 22.40% annualized return and MANH not far behind at 21.81%.


DSGX

YTD

33.99%

1M

5.85%

6M

13.26%

1Y

38.95%

5Y (annualized)

21.74%

10Y (annualized)

22.40%

MANH

YTD

26.16%

1M

-8.93%

6M

17.78%

1Y

22.44%

5Y (annualized)

27.75%

10Y (annualized)

21.81%

Fundamentals


DSGXMANH
Market Cap$9.63B$17.37B
EPS$1.48$3.51
PE Ratio76.1081.01
PEG Ratio2.112.31
Total Revenue (TTM)$460.30M$1.02B
Gross Profit (TTM)$303.43M$557.10M
EBITDA (TTM)$190.72M$265.95M

Key characteristics


DSGXMANH
Sharpe Ratio1.690.74
Sortino Ratio2.211.21
Omega Ratio1.301.17
Calmar Ratio3.241.01
Martin Ratio10.372.44
Ulcer Index3.80%9.32%
Daily Std Dev23.36%30.78%
Max Drawdown-98.95%-87.04%
Current Drawdown-2.86%-10.83%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.3

The correlation between DSGX and MANH is 0.28, 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.

Risk-Adjusted Performance

DSGX vs. MANH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Descartes Systems Group Inc. (DSGX) and Manhattan Associates, Inc. (MANH). 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 1.69, compared to the broader market-4.00-2.000.002.004.001.690.74
The chart of Sortino ratio for DSGX, currently valued at 2.21, compared to the broader market-4.00-2.000.002.004.002.211.21
The chart of Omega ratio for DSGX, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.17
The chart of Calmar ratio for DSGX, currently valued at 3.24, compared to the broader market0.002.004.006.003.241.01
The chart of Martin ratio for DSGX, currently valued at 10.37, compared to the broader market-10.000.0010.0020.0030.0010.372.44
DSGX
MANH

The current DSGX Sharpe Ratio is 1.69, which is higher than the MANH Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of DSGX and MANH, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.69
0.74
DSGX
MANH

Dividends

DSGX vs. MANH - Dividend Comparison

Neither DSGX nor MANH has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DSGX vs. MANH - Drawdown Comparison

The maximum DSGX drawdown since its inception was -98.95%, which is greater than MANH's maximum drawdown of -87.04%. Use the drawdown chart below to compare losses from any high point for DSGX and MANH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.86%
-10.83%
DSGX
MANH

Volatility

DSGX vs. MANH - Volatility Comparison

The current volatility for The Descartes Systems Group Inc. (DSGX) is 7.51%, while Manhattan Associates, Inc. (MANH) has a volatility of 11.19%. This indicates that DSGX experiences smaller price fluctuations and is considered to be less risky than MANH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
7.51%
11.19%
DSGX
MANH

Financials

DSGX vs. MANH - Financials Comparison

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