DT vs. QQQ
DT (Dynatrace, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, DT returned -5.56%/yr vs 15.10%/yr for QQQ. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
DT vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, DT achieves a 2.88% return, which is significantly lower than QQQ's 16.13% return.
DT
- 1D
- 2.08%
- 1M
- 9.42%
- 6M
- 5.41%
- YTD
- 2.88%
- 1Y
- -13.23%
- 3Y*
- -6.54%
- 5Y*
- -5.56%
- 10Y*
- —
QQQ
- 1D
- -1.90%
- 1M
- -1.22%
- 6M
- 13.75%
- YTD
- 16.13%
- 1Y
- 29.05%
- 3Y*
- 24.08%
- 5Y*
- 15.10%
- 10Y*
- 21.19%
DT vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DT Dynatrace, Inc. | 2.88% | -20.26% | -0.62% | 42.79% | -36.54% | 39.47% | 71.03% | -0.78% |
QQQ Invesco QQQ ETF | 16.13% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 11.72% |
Correlation
The correlation between DT and QQQ is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2019 | 0.52 |
Over the past year, the correlation between DT and QQQ has dropped to 0.22 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
DT vs. QQQ — Risk / Return Rank
DT
QQQ
DT vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dynatrace, Inc. (DT) and Invesco QQQ ETF (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.
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.
| DT | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.28 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | 2.44 | -2.76 |
| Martin ratioReturn relative to average drawdown | -0.58 | 8.74 | -9.32 |
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Drawdowns
DT vs. QQQ - Drawdown Comparison
The maximum DT drawdown since its inception was -61.77%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for DT and QQQ.
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Drawdown Indicators
| DT | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.77% | -82.97% | +21.20% |
Max Drawdown (1Y)Largest decline over 1 year | -40.85% | -11.96% | -28.89% |
Max Drawdown (3Y)Largest decline over 3 years | -48.16% | -22.77% | -25.39% |
Max Drawdown (5Y)Largest decline over 5 years | -61.77% | -35.12% | -26.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -43.38% | -4.51% | -38.87% |
Average DrawdownAverage peak-to-trough decline | -30.90% | -32.67% | +1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.96% | 3.33% | +19.63% |
Volatility
DT vs. QQQ - Volatility Comparison
Dynatrace, Inc. (DT) has a higher volatility of 10.99% compared to Invesco QQQ ETF (QQQ) at 8.69%. 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.
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Volatility by Period
| DT | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.99% | 8.69% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 34.61% | 15.40% | +19.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.03% | 18.61% | +21.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.94% | 22.80% | +18.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.49% | 22.44% | +24.05% |
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 0.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ETF | 0.43% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
DT and QQQ have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DT has higher volatility (10.99%) compared to QQQ (8.69%). In terms of maximum drawdown, DT dropped -61.77% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.57 vs -0.33), 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.
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