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

Correlation

The correlation between DT and AZPN is 0.39, 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.


-0.50.00.51.00.4

Performance

DT vs. AZPN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dynatrace, Inc. (DT) 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%JulyAugustSeptemberOctoberNovemberDecember
22.97%
28.29%
DT
AZPN

Key characteristics

Sharpe Ratio

DT:

-0.12

AZPN:

0.50

Sortino Ratio

DT:

0.04

AZPN:

1.03

Omega Ratio

DT:

1.01

AZPN:

1.12

Calmar Ratio

DT:

-0.07

AZPN:

0.50

Martin Ratio

DT:

-0.19

AZPN:

1.89

Ulcer Index

DT:

18.89%

AZPN:

8.57%

Daily Std Dev

DT:

30.25%

AZPN:

32.64%

Max Drawdown

DT:

-61.77%

AZPN:

-98.59%

Current Drawdown

DT:

-32.02%

AZPN:

-2.51%

Fundamentals

Market Cap

DT:

$16.57B

AZPN:

$15.76B

EPS

DT:

$0.54

AZPN:

-$0.58

PEG Ratio

DT:

1.23

AZPN:

4.48

Total Revenue (TTM)

DT:

$1.56B

AZPN:

$1.09B

Gross Profit (TTM)

DT:

$1.26B

AZPN:

$579.00M

EBITDA (TTM)

DT:

$207.44M

AZPN:

-$112.21M

Returns By Period

In the year-to-date period, DT achieves a -2.10% return, which is significantly lower than AZPN's 13.46% return.


DT

YTD

-2.10%

1M

2.14%

6M

23.76%

1Y

-2.97%

5Y*

16.03%

10Y*

N/A

AZPN

YTD

13.46%

1M

0.83%

6M

28.30%

1Y

17.99%

5Y*

15.66%

10Y*

21.43%

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Risk-Adjusted Performance

DT vs. AZPN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynatrace, Inc. (DT) 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 DT, currently valued at -0.10, compared to the broader market-4.00-2.000.002.00-0.100.50
The chart of Sortino ratio for DT, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.000.071.03
The chart of Omega ratio for DT, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.12
The chart of Calmar ratio for DT, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.060.50
The chart of Martin ratio for DT, currently valued at -0.16, compared to the broader market0.0010.0020.00-0.161.89
DT
AZPN

The current DT Sharpe Ratio is -0.12, which is lower than the AZPN Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of DT 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.10
0.50
DT
AZPN

Dividends

DT vs. AZPN - Dividend Comparison

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


TTM
DT
Dynatrace, Inc.
0.00%
AZPN
Aspen Technology, Inc.
0.21%

Drawdowns

DT vs. AZPN - Drawdown Comparison

The maximum DT drawdown since its inception was -61.77%, smaller than the maximum AZPN drawdown of -98.59%. Use the drawdown chart below to compare losses from any high point for DT and AZPN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.02%
-2.51%
DT
AZPN

Volatility

DT vs. AZPN - Volatility Comparison

Dynatrace, Inc. (DT) has a higher volatility of 9.95% compared to Aspen Technology, Inc. (AZPN) at 3.44%. This indicates that DT'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%JulyAugustSeptemberOctoberNovemberDecember
9.95%
3.44%
DT
AZPN

Financials

DT vs. AZPN - Financials Comparison

This section allows you to compare key financial metrics between Dynatrace, 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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