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DT vs. PSQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DT vs. PSQ - Performance Comparison

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

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Returns By Period

In the year-to-date period, DT achieves a 2.26% return, which is significantly higher than PSQ's -9.94% return.


DT

1D
0.50%
1M
-2.34%
6M
16.36%
YTD
2.26%
1Y
-15.76%
3Y*
-7.05%
5Y*
-7.05%
10Y*
ALL TIME*
8.22%

PSQ

1D
-0.59%
1M
5.59%
6M
-9.19%
YTD
-9.94%
1Y
-15.69%
3Y*
-15.05%
5Y*
-11.74%
10Y*
-18.20%
ALL TIME*
-16.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$181.38M$180.50M$231.39M
$270.27M$217.80M$219.49M

DT vs. PSQ - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DT
Dynatrace, Inc.
2.26%-20.26%-0.62%42.79%-36.54%39.47%71.03%-0.78%
PSQ
ProShares Short QQQ
-9.94%-15.51%-15.68%-32.01%36.40%-24.84%-41.23%-10.42%

Correlation

The correlation between DT and PSQ is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.20

Correlation (3Y)
Balances recent behavior with more history.

-0.38

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.52

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2019

-0.52

Over the past year, the inverse relationship between DT and PSQ has weakened: their correlation has moved from -0.52 to -0.20, meaning they move in opposite directions less often than they have historically.

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Return for Risk

DT vs. PSQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DT
DT Risk / Return Rank: 2727
Overall Rank
DT Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DT Sortino Ratio Rank: 2626
Sortino Ratio Rank
DT Omega Ratio Rank: 2626
Omega Ratio Rank
DT Calmar Ratio Rank: 3030
Calmar Ratio Rank
DT Martin Ratio Rank: 2828
Martin Ratio Rank

PSQ
PSQ Risk / Return Rank: 33
Overall Rank
PSQ Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PSQ Sortino Ratio Rank: 33
Sortino Ratio Rank
PSQ Omega Ratio Rank: 33
Omega Ratio Rank
PSQ Calmar Ratio Rank: 44
Calmar Ratio Rank
PSQ Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DT vs. PSQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynatrace, Inc. (DT) and ProShares Short QQQ (PSQ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DTPSQDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

0.96

0.88

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.42

-0.63

+0.21

Martin ratioReturn relative to average drawdown

-0.81

-1.23

+0.42

DT vs. PSQ - Sharpe Ratio Comparison

The current DT Sharpe Ratio is -0.39, which is higher than the PSQ Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of DT and PSQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DT vs. PSQ - Drawdown Comparison

The maximum DT drawdown since its inception was -61.77%, smaller than the maximum PSQ drawdown of -98.26%. Use the drawdown chart below to compare losses from any high point for DT and PSQ.


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Drawdown Indicators


DTPSQDifference

Max Drawdown

Largest peak-to-trough decline

-61.77%

-98.26%

+36.49%

Max Drawdown (1Y)

Largest decline over 1 year

-37.30%

-24.83%

-12.47%

Max Drawdown (3Y)

Largest decline over 3 years

-48.16%

-49.65%

+1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-61.77%

-60.91%

-0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-87.66%

Current Drawdown

Current decline from peak

-43.73%

-98.12%

+54.39%

Average Drawdown

Average peak-to-trough decline

-31.01%

-74.15%

+43.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.77%

12.73%

+8.04%

Volatility

DT vs. PSQ - Volatility Comparison

Dynatrace, Inc. (DT) has a higher volatility of 10.57% compared to ProShares Short QQQ (PSQ) at 6.96%. This indicates that DT's price experiences larger fluctuations and is considered to be riskier than PSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTPSQDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.57%

6.96%

+3.61%

Volatility (6M)

Calculated over the trailing 6-month period

34.04%

16.03%

+18.01%

Volatility (1Y)

Calculated over the trailing 1-year period

40.56%

19.38%

+21.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.99%

22.93%

+18.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.41%

22.46%

+23.95%

Dividends

DT vs. PSQ - Dividend Comparison

DT has not paid dividends to shareholders, while PSQ's dividend yield for the trailing twelve months is around 4.26%.


PositionTTM202520242023202220212020201920182017
DT
Dynatrace, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSQ
ProShares Short QQQ
4.26%4.97%7.15%6.01%0.35%0.00%0.31%1.75%0.95%0.02%

Frequently Asked Questions


DT and PSQ have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DT has higher volatility (10.57%) compared to PSQ (6.96%). In terms of maximum drawdown, DT dropped -61.77% vs PSQ's -98.26%.

DT currently has the higher Sharpe Ratio (-0.39 vs -0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DT and PSQ

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