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DT vs. S
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DT and S is 0.58, 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.


-0.50.00.51.00.6

Performance

DT vs. S - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
22.97%
22.76%
DT
S

Key characteristics

Sharpe Ratio

DT:

-0.12

S:

-0.34

Sortino Ratio

DT:

0.04

S:

-0.15

Omega Ratio

DT:

1.01

S:

0.98

Calmar Ratio

DT:

-0.07

S:

-0.22

Martin Ratio

DT:

-0.19

S:

-0.78

Ulcer Index

DT:

18.89%

S:

22.53%

Daily Std Dev

DT:

30.25%

S:

51.20%

Max Drawdown

DT:

-61.77%

S:

-83.26%

Current Drawdown

DT:

-32.02%

S:

-71.10%

Fundamentals

Market Cap

DT:

$16.57B

S:

$7.69B

EPS

DT:

$0.54

S:

-$0.94

Total Revenue (TTM)

DT:

$1.56B

S:

$770.12M

Gross Profit (TTM)

DT:

$1.26B

S:

$565.60M

EBITDA (TTM)

DT:

$207.44M

S:

-$240.09M

Returns By Period

In the year-to-date period, DT achieves a -2.10% return, which is significantly higher than S's -19.64% return.


DT

YTD

-2.10%

1M

2.14%

6M

23.76%

1Y

-2.97%

5Y*

16.03%

10Y*

N/A

S

YTD

-19.64%

1M

-16.57%

6M

21.42%

1Y

-19.76%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

DT vs. S - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for DT, currently valued at -0.12, compared to the broader market-4.00-2.000.002.00-0.12-0.34
The chart of Sortino ratio for DT, currently valued at 0.04, compared to the broader market-4.00-2.000.002.004.000.04-0.15
The chart of Omega ratio for DT, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.98
The chart of Calmar ratio for DT, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.07-0.22
The chart of Martin ratio for DT, currently valued at -0.19, compared to the broader market0.0010.0020.00-0.19-0.78
DT
S

The current DT Sharpe Ratio is -0.12, which is higher than the S Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of DT and S, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.12
-0.34
DT
S

Dividends

DT vs. S - Dividend Comparison

Neither DT nor S has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DT vs. S - Drawdown Comparison

The maximum DT drawdown since its inception was -61.77%, smaller than the maximum S drawdown of -83.26%. Use the drawdown chart below to compare losses from any high point for DT and S. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-32.02%
-71.10%
DT
S

Volatility

DT vs. S - Volatility Comparison

The current volatility for Dynatrace, Inc. (DT) is 10.11%, while SentinelOne, Inc. (S) has a volatility of 19.86%. This indicates that DT experiences smaller price fluctuations and is considered to be less risky than S based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.11%
19.86%
DT
S

Financials

DT vs. S - Financials Comparison

This section allows you to compare key financial metrics between Dynatrace, Inc. and SentinelOne, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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