DT vs. ROKU
DT (Dynatrace, Inc.) and ROKU (Roku, Inc.) are both stocks. DT operates in Software - Application (Technology), while ROKU operates in Entertainment (Communication Services). Over the past 5 years, DT returned -4.66%/yr vs -18.31%/yr for ROKU. At a 0.47 correlation, their price movements are largely independent.
Performance
DT vs. ROKU - Performance Comparison
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Returns By Period
In the year-to-date period, DT achieves a -3.28% return, which is significantly lower than ROKU's 13.90% return.
DT
- 1D
- -0.64%
- 1M
- 3.00%
- YTD
- -3.28%
- 6M
- -6.43%
- 1Y
- -23.78%
- 3Y*
- -6.30%
- 5Y*
- -4.66%
- 10Y*
- —
ROKU
- 1D
- 1.07%
- 1M
- -4.60%
- YTD
- 13.90%
- 6M
- 21.50%
- 1Y
- 57.41%
- 3Y*
- 21.16%
- 5Y*
- -18.31%
- 10Y*
- —
DT vs. ROKU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DT Dynatrace, Inc. | -3.28% | -20.26% | -0.62% | 42.79% | -36.54% | 39.47% | 71.03% | 6.08% |
ROKU Roku, Inc. | 13.90% | 45.94% | -18.90% | 125.21% | -82.16% | -31.27% | 147.96% | 32.78% |
Correlation
The correlation between DT and ROKU is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2019 | 0.47 |
The correlation between DT and ROKU shifts across timeframes, from 0.29 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
DT:
$12.53B
ROKU:
$18.66B
DT:
$0.73
ROKU:
$1.34
DT:
57.29
ROKU:
92.52
DT:
6.29
ROKU:
3.75
DT:
4.80
ROKU:
6.99
DT:
$2.02B
ROKU:
$4.97B
DT:
$1.65B
ROKU:
$2.19B
DT:
$289.14M
ROKU:
$280.30M
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Return for Risk
DT vs. ROKU — Risk / Return Rank
DT
ROKU
DT vs. ROKU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dynatrace, Inc. (DT) and Roku, Inc. (ROKU). 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 | ROKU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.24 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 2.08 | -2.64 |
| Martin ratioReturn relative to average drawdown | -0.99 | 5.91 | -6.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DT | ROKU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | 1.30 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | -0.28 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.29 | -0.10 |
Drawdowns
DT vs. ROKU - Drawdown Comparison
The maximum DT drawdown since its inception was -61.77%, smaller than the maximum ROKU drawdown of -91.91%. Use the drawdown chart below to compare losses from any high point for DT and ROKU.
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Drawdown Indicators
| DT | ROKU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.77% | -91.91% | +30.14% |
Max Drawdown (1Y)Largest decline over 1 year | -42.87% | -27.69% | -15.18% |
Max Drawdown (3Y)Largest decline over 3 years | -48.16% | -51.65% | +3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -61.77% | -91.91% | +30.14% |
Current DrawdownCurrent decline from peak | -46.78% | -74.23% | +27.45% |
Average DrawdownAverage peak-to-trough decline | -30.72% | -52.82% | +22.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.15% | 9.74% | +14.41% |
Volatility
DT vs. ROKU - Volatility Comparison
Dynatrace, Inc. (DT) has a higher volatility of 19.30% compared to Roku, Inc. (ROKU) at 9.01%. This indicates that DT's price experiences larger fluctuations and is considered to be riskier than ROKU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DT | ROKU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.30% | 9.01% | +10.29% |
Volatility (6M)Calculated over the trailing 6-month period | 33.43% | 31.22% | +2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.53% | 44.52% | -4.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.78% | 66.61% | -25.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.54% | 73.37% | -26.83% |
Dividends
DT vs. ROKU - Dividend Comparison
Neither DT nor ROKU has paid dividends to shareholders.
Financials
DT vs. ROKU - Financials Comparison
This section allows you to compare key financial metrics between Dynatrace, Inc. and Roku, 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.
Total Revenue: Total amount of money received from sales and other business activities
DT vs. ROKU - Profitability Comparison
DT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dynatrace, Inc. reported a gross profit of 430.32M and revenue of 531.72M. Therefore, the gross margin over that period was 80.9%.
ROKU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Roku, Inc. reported a gross profit of 564.94M and revenue of 1.25B. Therefore, the gross margin over that period was 45.2%.
DT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dynatrace, Inc. reported an operating income of 37.34M and revenue of 531.72M, resulting in an operating margin of 7.0%.
ROKU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Roku, Inc. reported an operating income of 51.77M and revenue of 1.25B, resulting in an operating margin of 4.2%.
DT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dynatrace, Inc. reported a net income of 76.21M and revenue of 531.72M, resulting in a net margin of 14.3%.
ROKU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Roku, Inc. reported a net income of 85.70M and revenue of 1.25B, resulting in a net margin of 6.9%.
Frequently Asked Questions
DT and ROKU have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DT has higher volatility (19.30%) compared to ROKU (9.01%). In terms of maximum drawdown, DT dropped -61.77% vs ROKU's -91.91%.
ROKU currently has the higher Sharpe Ratio (1.30 vs -0.60), 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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