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

Correlation

The correlation between DT and SPLK is 0.53, 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.


-0.50.00.51.00.5

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%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
23.01%
0
DT
SPLK

Key characteristics

Fundamentals

Market Cap

DT:

$16.57B

SPLK:

$26.44B

EPS

DT:

$0.54

SPLK:

$1.52

PE Ratio

DT:

102.78

SPLK:

103.22

PEG Ratio

DT:

1.23

SPLK:

1.81

Total Revenue (TTM)

DT:

$1.56B

SPLK:

$1.49B

Gross Profit (TTM)

DT:

$1.26B

SPLK:

$1.26B

EBITDA (TTM)

DT:

$207.44M

SPLK:

$504.75M

Returns By Period


DT

YTD

-2.07%

1M

3.84%

6M

23.01%

1Y

-0.94%

5Y*

16.02%

10Y*

N/A

SPLK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for DT, currently valued at -0.10, compared to the broader market-4.00-2.000.002.00-0.102.89
The chart of Sortino ratio for DT, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.000.0810.06
The chart of Omega ratio for DT, currently valued at 1.01, compared to the broader market0.501.001.502.001.013.68
The chart of Calmar ratio for DT, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.060.10
The chart of Martin ratio for DT, currently valued at -0.16, compared to the broader market0.0010.0020.00-0.1690.67
DT
SPLK


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.10
2.89
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


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%JulyAugustSeptemberOctoberNovemberDecember
-32.00%
-29.83%
DT
SPLK

Volatility

DT vs. SPLK - Volatility Comparison

Dynatrace, Inc. (DT) has a higher volatility of 9.95% 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%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.95%
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
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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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