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

Correlation

The correlation between DT and FSLY is 0.49, 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. FSLY - Performance Comparison

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

-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
16.19%
21.44%
DT
FSLY

Key characteristics

Sharpe Ratio

DT:

-0.26

FSLY:

-0.64

Sortino Ratio

DT:

-0.19

FSLY:

-0.59

Omega Ratio

DT:

0.98

FSLY:

0.91

Calmar Ratio

DT:

-0.16

FSLY:

-0.49

Martin Ratio

DT:

-0.41

FSLY:

-0.76

Ulcer Index

DT:

19.19%

FSLY:

61.92%

Daily Std Dev

DT:

29.88%

FSLY:

73.52%

Max Drawdown

DT:

-61.77%

FSLY:

-95.63%

Current Drawdown

DT:

-34.87%

FSLY:

-92.79%

Fundamentals

Market Cap

DT:

$15.31B

FSLY:

$1.32B

EPS

DT:

$0.54

FSLY:

-$1.07

Total Revenue (TTM)

DT:

$1.20B

FSLY:

$403.10M

Gross Profit (TTM)

DT:

$963.56M

FSLY:

$214.08M

EBITDA (TTM)

DT:

$157.97M

FSLY:

-$62.67M

Returns By Period

In the year-to-date period, DT achieves a -5.61% return, which is significantly lower than FSLY's -1.59% return.


DT

YTD

-5.61%

1M

-6.11%

6M

16.19%

1Y

-11.40%

5Y*

14.54%

10Y*

N/A

FSLY

YTD

-1.59%

1M

-7.84%

6M

21.44%

1Y

-50.48%

5Y*

-17.80%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

DT vs. FSLY — Risk-Adjusted Performance Rank

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

DT
The Risk-Adjusted Performance Rank of DT is 3232
Overall Rank
The Sharpe Ratio Rank of DT is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of DT is 2727
Sortino Ratio Rank
The Omega Ratio Rank of DT is 2727
Omega Ratio Rank
The Calmar Ratio Rank of DT is 3636
Calmar Ratio Rank
The Martin Ratio Rank of DT is 3737
Martin Ratio Rank

FSLY
The Risk-Adjusted Performance Rank of FSLY is 1919
Overall Rank
The Sharpe Ratio Rank of FSLY is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FSLY is 1818
Sortino Ratio Rank
The Omega Ratio Rank of FSLY is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FSLY is 1717
Calmar Ratio Rank
The Martin Ratio Rank of FSLY is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DT vs. FSLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynatrace, Inc. (DT) and Fastly, Inc. (FSLY). 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 -0.26, compared to the broader market-2.000.002.004.00-0.26-0.64
The chart of Sortino ratio for DT, currently valued at -0.19, compared to the broader market-4.00-2.000.002.004.006.00-0.19-0.59
The chart of Omega ratio for DT, currently valued at 0.98, compared to the broader market0.501.001.502.000.980.91
The chart of Calmar ratio for DT, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.16-0.49
The chart of Martin ratio for DT, currently valued at -0.41, compared to the broader market-10.000.0010.0020.0030.00-0.41-0.76
DT
FSLY

The current DT Sharpe Ratio is -0.26, which is higher than the FSLY Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of DT and FSLY, 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.26
-0.64
DT
FSLY

Dividends

DT vs. FSLY - Dividend Comparison

Neither DT nor FSLY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DT vs. FSLY - Drawdown Comparison

The maximum DT drawdown since its inception was -61.77%, smaller than the maximum FSLY drawdown of -95.63%. Use the drawdown chart below to compare losses from any high point for DT and FSLY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-34.87%
-92.79%
DT
FSLY

Volatility

DT vs. FSLY - Volatility Comparison

The current volatility for Dynatrace, Inc. (DT) is 7.01%, while Fastly, Inc. (FSLY) has a volatility of 15.03%. This indicates that DT experiences smaller price fluctuations and is considered to be less risky than FSLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
7.01%
15.03%
DT
FSLY

Financials

DT vs. FSLY - Financials Comparison

This section allows you to compare key financial metrics between Dynatrace, Inc. and Fastly, 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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