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DT vs. ASML
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.5

Performance

DT vs. ASML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dynatrace, Inc. (DT) and ASML Holding N.V. (ASML). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
129.10%
234.82%
DT
ASML

Key characteristics

Sharpe Ratio

DT:

0.03

ASML:

-0.06

Sortino Ratio

DT:

0.28

ASML:

0.23

Omega Ratio

DT:

1.03

ASML:

1.03

Calmar Ratio

DT:

0.02

ASML:

-0.06

Martin Ratio

DT:

0.06

ASML:

-0.12

Ulcer Index

DT:

18.91%

ASML:

20.32%

Daily Std Dev

DT:

30.24%

ASML:

45.02%

Max Drawdown

DT:

-61.77%

ASML:

-90.00%

Current Drawdown

DT:

-30.62%

ASML:

-35.52%

Fundamentals

Market Cap

DT:

$16.57B

ASML:

$289.08B

EPS

DT:

$0.54

ASML:

$18.53

PE Ratio

DT:

102.78

ASML:

39.68

PEG Ratio

DT:

1.23

ASML:

1.87

Total Revenue (TTM)

DT:

$1.56B

ASML:

$26.24B

Gross Profit (TTM)

DT:

$1.26B

ASML:

$13.42B

EBITDA (TTM)

DT:

$207.44M

ASML:

$8.87B

Returns By Period

In the year-to-date period, DT achieves a -0.09% return, which is significantly higher than ASML's -6.02% return.


DT

YTD

-0.09%

1M

6.95%

6M

23.12%

1Y

-1.07%

5Y*

16.47%

10Y*

N/A

ASML

YTD

-6.02%

1M

7.18%

6M

-31.64%

1Y

-5.82%

5Y*

20.29%

10Y*

21.77%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for DT, currently valued at 0.03, compared to the broader market-4.00-2.000.002.000.03-0.06
The chart of Sortino ratio for DT, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.000.280.23
The chart of Omega ratio for DT, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.03
The chart of Calmar ratio for DT, currently valued at 0.02, compared to the broader market0.002.004.006.000.02-0.06
The chart of Martin ratio for DT, currently valued at 0.06, compared to the broader market-5.000.005.0010.0015.0020.0025.000.06-0.12
DT
ASML

The current DT Sharpe Ratio is 0.03, which is higher than the ASML Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of DT and ASML, 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.03
-0.06
DT
ASML

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 0.95%.


TTM20232022202120202019201820172016201520142013
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.
0.95%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.62%
-35.52%
DT
ASML

Volatility

DT vs. ASML - Volatility Comparison

Dynatrace, Inc. (DT) has a higher volatility of 10.03% compared to ASML Holding N.V. (ASML) at 6.61%. This indicates that DT's price experiences larger fluctuations and is considered to be riskier than ASML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.03%
6.61%
DT
ASML

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.


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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