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DSGX vs. WTC.AX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DSGX vs. WTC.AX - Performance Comparison

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

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DSGX vs. WTC.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSGX
The Descartes Systems Group Inc.
-18.37%-22.83%35.14%20.69%-15.76%41.38%36.89%61.45%-6.83%32.71%
WTC.AX
WiseTech Global Limited
-42.26%-38.88%46.21%48.75%-18.63%80.21%44.64%37.94%8.01%172.28%
Different Trading Currencies

DSGX is traded in USD, while WTC.AX is traded in AUD. To make them comparable, the WTC.AX values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DSGX achieves a -18.37% return, which is significantly higher than WTC.AX's -42.26% return.


DSGX

1D
0.89%
1M
8.02%
YTD
-18.37%
6M
-24.06%
1Y
-29.03%
3Y*
-3.89%
5Y*
2.94%
10Y*
13.73%

WTC.AX

1D
5.17%
1M
-21.96%
YTD
-42.26%
6M
-55.80%
1Y
-47.95%
3Y*
-15.24%
5Y*
3.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DSGX vs. WTC.AX — Risk / Return Rank

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

DSGX
DSGX Risk / Return Rank: 1414
Overall Rank
DSGX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DSGX Sortino Ratio Rank: 1111
Sortino Ratio Rank
DSGX Omega Ratio Rank: 1111
Omega Ratio Rank
DSGX Calmar Ratio Rank: 2222
Calmar Ratio Rank
DSGX Martin Ratio Rank: 1818
Martin Ratio Rank

WTC.AX
WTC.AX Risk / Return Rank: 77
Overall Rank
WTC.AX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
WTC.AX Sortino Ratio Rank: 44
Sortino Ratio Rank
WTC.AX Omega Ratio Rank: 55
Omega Ratio Rank
WTC.AX Calmar Ratio Rank: 1414
Calmar Ratio Rank
WTC.AX Martin Ratio Rank: 99
Martin Ratio Rank
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.

DSGX vs. WTC.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Descartes Systems Group Inc. (DSGX) and WiseTech Global Limited (WTC.AX). 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.


DSGXWTC.AXDifference

Sharpe ratio

Return per unit of total volatility

-0.79

-0.93

+0.13

Sortino ratio

Return per unit of downside risk

-1.04

-1.34

+0.30

Omega ratio

Gain probability vs. loss probability

0.87

0.83

+0.04

Calmar ratio

Return relative to maximum drawdown

-0.62

-0.72

+0.10

Martin ratio

Return relative to average drawdown

-1.23

-1.44

+0.21

DSGX vs. WTC.AX - Sharpe Ratio Comparison

The current DSGX Sharpe Ratio is -0.79, which is comparable to the WTC.AX Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of DSGX and WTC.AX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DSGXWTC.AXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

-0.93

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.07

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.47

-0.33

Correlation

The correlation between DSGX and WTC.AX is 0.15, 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.


Dividends

DSGX vs. WTC.AX - Dividend Comparison

DSGX has not paid dividends to shareholders, while WTC.AX's dividend yield for the trailing twelve months is around 0.56%.


TTM202520242023202220212020201920182017
DSGX
The Descartes Systems Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WTC.AX
WiseTech Global Limited
0.56%0.32%0.14%0.20%0.22%0.11%0.11%0.15%0.16%0.16%

Drawdowns

DSGX vs. WTC.AX - Drawdown Comparison

The maximum DSGX drawdown since its inception was -98.95%, which is greater than WTC.AX's maximum drawdown of -77.13%. Use the drawdown chart below to compare losses from any high point for DSGX and WTC.AX.


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Drawdown Indicators


DSGXWTC.AXDifference

Max Drawdown

Largest peak-to-trough decline

-98.95%

-73.59%

-25.36%

Max Drawdown (1Y)

Largest decline over 1 year

-46.28%

-69.59%

+23.31%

Max Drawdown (5Y)

Largest decline over 5 years

-48.72%

-73.59%

+24.87%

Max Drawdown (10Y)

Largest decline over 10 years

-48.72%

Current Drawdown

Current decline from peak

-41.58%

-72.51%

+30.93%

Average Drawdown

Average peak-to-trough decline

-69.44%

-17.66%

-51.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.32%

35.18%

-11.86%

Volatility

DSGX vs. WTC.AX - Volatility Comparison

The current volatility for The Descartes Systems Group Inc. (DSGX) is 10.48%, while WiseTech Global Limited (WTC.AX) has a volatility of 19.25%. This indicates that DSGX experiences smaller price fluctuations and is considered to be less risky than WTC.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSGXWTC.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.48%

19.25%

-8.77%

Volatility (6M)

Calculated over the trailing 6-month period

27.82%

42.71%

-14.89%

Volatility (1Y)

Calculated over the trailing 1-year period

36.80%

51.71%

-14.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.56%

47.98%

-18.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.14%

52.16%

-23.02%

Financials

DSGX vs. WTC.AX - Financials Comparison

This section allows you to compare key financial metrics between The Descartes Systems Group Inc. and WiseTech Global Limited. 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


Please note, different currencies. DSGX values in USD, WTC.AX values in AUD