DT vs. QQQ
Compare and contrast key facts about Dynatrace, Inc. (DT) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DT or QQQ.
Performance
DT vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, DT achieves a -4.15% return, which is significantly lower than QQQ's 22.63% return.
DT
-4.15%
-4.45%
8.40%
2.38%
17.43%
N/A
QQQ
22.63%
1.12%
10.25%
30.41%
20.71%
18.02%
Key characteristics
| DT | QQQ | |
|---|---|---|
| Sharpe Ratio | 0.09 | 1.75 |
| Sortino Ratio | 0.35 | 2.34 |
| Omega Ratio | 1.04 | 1.32 |
| Calmar Ratio | 0.05 | 2.25 |
| Martin Ratio | 0.14 | 8.17 |
| Ulcer Index | 18.71% | 3.73% |
| Daily Std Dev | 28.93% | 17.44% |
| Max Drawdown | -61.77% | -82.98% |
| Current Drawdown | -33.44% | -2.75% |
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Correlation
The correlation between DT and QQQ is 0.57, 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.
Risk-Adjusted Performance
DT vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dynatrace, Inc. (DT) and Invesco QQQ (QQQ). 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.
Dividends
DT vs. QQQ - Dividend Comparison
DT has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.61%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
DT vs. QQQ - Drawdown Comparison
The maximum DT drawdown since its inception was -61.77%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for DT and QQQ. For additional features, visit the drawdowns tool.
Volatility
DT vs. QQQ - Volatility Comparison
Dynatrace, Inc. (DT) has a higher volatility of 7.68% compared to Invesco QQQ (QQQ) at 5.62%. This indicates that DT's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.