DT vs. KEYS

Last updated Apr 2, 2026

Compare and contrast key facts about Dynatrace, Inc. (DT) and Keysight Technologies, Inc. (KEYS).

Performance

DT vs. KEYS - Performance Comparison

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

DT vs. KEYS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DT Dynatrace, Inc.	-15.16%	-20.26%	-0.62%	42.79%	-36.54%	39.47%	71.03%	6.08%
KEYS Keysight Technologies, Inc.	42.64%	26.50%	0.97%	-7.00%	-17.16%	56.34%	28.71%	14.56%

Fundamentals

Market Cap DT : $11.15B KEYS : $50.14B
EPS DT : $0.90 KEYS : $5.54
PE Ratio DT : 40.88 KEYS : 52.34
PEG Ratio DT : 0.51 KEYS : 9.25
PS Ratio DT : 5.78 KEYS : 12.30
PB Ratio DT : 4.06 KEYS : 8.08
Total Revenue (TTM) DT : $1.93B KEYS : $4.08B
Gross Profit (TTM) DT : $1.58B KEYS : $2.52B
EBITDA (TTM) DT : $283.91M KEYS : $1.14B

Returns By Period

In the year-to-date period, DT achieves a -15.16% return, which is significantly lower than KEYS's 42.64% return.

DT

• 1D: -0.57%
• 1M: 0.16%
• YTD: -15.16%
• 6M: -23.89%
• 1Y: -23.12%
• 3Y*: -4.56%
• 5Y*: -5.79%
• 10Y*: —

KEYS

• 1D: 2.65%
• 1M: -7.48%
• YTD: 42.64%
• 6M: 67.44%
• 1Y: 93.18%
• 3Y*: 21.53%
• 5Y*: 15.05%
• 10Y*: 26.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DT vs. KEYS — Risk / Return Rank

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

DT

DT Risk / Return Rank: 17
DT Sharpe Ratio Rank: 13
DT Sortino Ratio Rank: 14
DT Omega Ratio Rank: 15
DT Calmar Ratio Rank: 23
DT Martin Ratio Rank: 20

KEYS

KEYS Risk / Return Rank: 94
KEYS Sharpe Ratio Rank: 92
KEYS Sortino Ratio Rank: 92
KEYS Omega Ratio Rank: 93
KEYS Calmar Ratio Rank: 95
KEYS Martin Ratio Rank: 96

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.

DT vs. KEYS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynatrace, Inc. (DT) and Keysight Technologies, Inc. (KEYS). 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.

	DT	KEYS	Difference
Sharpe ratio Return per unit of total volatility	-0.65	2.24	-2.90
Sortino ratio Return per unit of downside risk	-0.75	3.15	-3.90
Omega ratio Gain probability vs. loss probability	0.90	1.46	-0.55
Calmar ratio Return relative to maximum drawdown	-0.54	5.75	-6.28
Martin ratio Return relative to average drawdown	-1.11	18.90	-20.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DT vs. KEYS - Sharpe Ratio Comparison

The current DT Sharpe Ratio is -0.65, which is lower than the KEYS Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of DT and KEYS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DT	KEYS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.65	2.24	-2.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.15	0.47	-0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.68	-0.54

Correlation

The correlation between DT and KEYS is 0.42, 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.

Dividends

DT vs. KEYS - Dividend Comparison

Neither DT nor KEYS has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

DT vs. KEYS - Drawdown Comparison

The maximum DT drawdown since its inception was -61.77%, which is greater than KEYS's maximum drawdown of -45.54%. Use the drawdown chart below to compare losses from any high point for DT and KEYS.

Drawdown Indicators

	DT	KEYS	Difference
Max Drawdown Largest peak-to-trough decline	-61.77%	-45.54%	-16.23%
Max Drawdown (1Y) Largest decline over 1 year	-40.91%	-16.27%	-24.64%
Max Drawdown (5Y) Largest decline over 5 years	-61.77%	-42.62%	-19.15%
Max Drawdown (10Y) Largest decline over 10 years	—	-42.62%	—
Current Drawdown Current decline from peak	-53.31%	-7.48%	-45.83%
Average Drawdown Average peak-to-trough decline	-30.15%	-14.15%	-16.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.78%	4.95%	+14.83%

Volatility

DT vs. KEYS - Volatility Comparison

The current volatility for Dynatrace, Inc. (DT) is 11.21%, while Keysight Technologies, Inc. (KEYS) has a volatility of 13.95%. This indicates that DT experiences smaller price fluctuations and is considered to be less risky than KEYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DT	KEYS	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.21%	13.95%	-2.74%
Volatility (6M) Calculated over the trailing 6-month period	25.73%	32.32%	-6.59%
Volatility (1Y) Calculated over the trailing 1-year period	35.63%	41.73%	-6.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.95%	32.34%	+7.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.22%	32.30%	+13.92%

Financials