DT vs. ASML
Compare and contrast key facts about Dynatrace, Inc. (DT) and ASML Holding N.V. (ASML).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DT or ASML.
Performance
DT vs. ASML - Performance Comparison
Returns By Period
In the year-to-date period, DT achieves a -4.06% return, which is significantly higher than ASML's -10.49% return.
DT
-4.06%
-2.04%
10.23%
1.06%
16.79%
N/A
ASML
-10.49%
-6.55%
-27.75%
-1.06%
21.50%
21.82%
Fundamentals
| DT | ASML | |
|---|---|---|
| Market Cap | $15.25B | $264.29B |
| EPS | $0.54 | $18.55 |
| PE Ratio | 94.61 | 36.24 |
| PEG Ratio | 1.28 | 1.71 |
| Total Revenue (TTM) | $1.56B | $26.24B |
| Gross Profit (TTM) | $1.26B | $13.42B |
| EBITDA (TTM) | $207.44M | $8.87B |
Key characteristics
| DT | ASML | |
|---|---|---|
| Sharpe Ratio | 0.01 | -0.02 |
| Sortino Ratio | 0.24 | 0.27 |
| Omega Ratio | 1.03 | 1.04 |
| Calmar Ratio | 0.01 | -0.03 |
| Martin Ratio | 0.02 | -0.06 |
| Ulcer Index | 18.78% | 17.68% |
| Daily Std Dev | 29.02% | 44.95% |
| Max Drawdown | -61.77% | -90.00% |
| Current Drawdown | -33.38% | -38.58% |
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Correlation
The correlation between DT and ASML is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
DT vs. ASML - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dynatrace, Inc. (DT) and ASML Holding N.V. (ASML). 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.
Dividends
DT vs. ASML - Dividend Comparison
DT has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 1.00%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DT Dynatrace, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ASML ASML Holding N.V. | 1.00% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% | 0.75% |
Drawdowns
DT vs. ASML - Drawdown Comparison
The maximum DT drawdown since its inception was -61.77%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for DT and ASML. For additional features, visit the drawdowns tool.
Volatility
DT vs. ASML - Volatility Comparison
The current volatility for Dynatrace, Inc. (DT) is 8.22%, while ASML Holding N.V. (ASML) has a volatility of 8.96%. This indicates that DT experiences smaller price fluctuations and is considered to be less risky than ASML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DT vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Dynatrace, Inc. and ASML Holding N.V.. 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