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

Correlation

The correlation between DT and SPLK is 0.51, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

DT vs. SPLK - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
-10.14%
0
DT
SPLK

Key characteristics

Fundamentals

Market Cap

DT:

$14.48B

SPLK:

$26.44B

EPS

DT:

$1.60

SPLK:

$1.52

PE Ratio

DT:

30.23

SPLK:

103.22

PEG Ratio

DT:

0.97

SPLK:

1.81

Returns By Period


DT

YTD

-11.00%

1M

-13.22%

6M

-7.64%

1Y

6.42%

5Y*

18.64%

10Y*

N/A

SPLK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

DT vs. SPLK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DT
The Risk-Adjusted Performance Rank of DT is 5757
Overall Rank
The Sharpe Ratio Rank of DT is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of DT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of DT is 5151
Omega Ratio Rank
The Calmar Ratio Rank of DT is 5858
Calmar Ratio Rank
The Martin Ratio Rank of DT is 6161
Martin Ratio Rank

SPLK
The Risk-Adjusted Performance Rank of SPLK is 9494
Overall Rank
The Sharpe Ratio Rank of SPLK is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of SPLK is 9797
Sortino Ratio Rank
The Omega Ratio Rank of SPLK is 9898
Omega Ratio Rank
The Calmar Ratio Rank of SPLK is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SPLK is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DT vs. SPLK - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for DT, currently valued at 0.19, compared to the broader market-2.00-1.000.001.002.003.00
DT: 0.19
The chart of Sortino ratio for DT, currently valued at 0.51, compared to the broader market-6.00-4.00-2.000.002.004.00
DT: 0.51
The chart of Omega ratio for DT, currently valued at 1.06, compared to the broader market0.501.001.502.00
DT: 1.06
The chart of Calmar ratio for DT, currently valued at 0.12, compared to the broader market0.001.002.003.004.005.00
DT: 0.12
SPLK: 0.00
The chart of Martin ratio for DT, currently valued at 0.69, compared to the broader market-5.000.005.0010.0015.0020.00
DT: 0.69


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.19
1.00
DT
SPLK

Dividends

DT vs. SPLK - Dividend Comparison

Neither DT nor SPLK has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DT vs. SPLK - Drawdown Comparison


-40.00%-35.00%-30.00%-25.00%-20.00%NovemberDecember2025FebruaryMarchApril
-38.59%
-29.83%
DT
SPLK

Volatility

DT vs. SPLK - Volatility Comparison

Dynatrace, Inc. (DT) has a higher volatility of 12.29% compared to Splunk Inc. (SPLK) at 0.00%. This indicates that DT's price experiences larger fluctuations and is considered to be riskier than SPLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.29%
0
DT
SPLK

Financials

DT vs. SPLK - Financials Comparison

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