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DT vs. TTD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DT vs. TTD - Performance Comparison

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

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Returns By Period

In the year-to-date period, DT achieves a -5.98% return, which is significantly higher than TTD's -49.21% return.


DT

1D
0.94%
1M
6.23%
YTD
-5.98%
6M
-11.49%
1Y
-23.16%
3Y*
-7.55%
5Y*
-5.97%
10Y*

TTD

1D
2.01%
1M
-8.84%
YTD
-49.21%
6M
-47.39%
1Y
-71.63%
3Y*
-37.11%
5Y*
-20.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DT vs. TTD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DT
Dynatrace, Inc.
-5.98%-20.26%-0.62%42.79%-36.54%39.47%71.03%-0.78%
TTD
The Trade Desk, Inc.
-49.21%-67.70%63.33%60.52%-51.08%14.41%208.34%-1.34%

Correlation

The correlation between DT and TTD is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2019

0.54

The correlation between DT and TTD shifts across timeframes, from 0.38 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DT:

$12.18B

TTD:

$9.19B

EPS

DT:

$0.73

TTD:

$0.89

PE Ratio

DT:

55.69

TTD:

21.71

PEG Ratio

DT:

0.77

TTD:

0.28

PS Ratio

DT:

6.11

TTD:

3.16

PB Ratio

DT:

4.66

TTD:

3.75

Total Revenue (TTM)

DT:

$2.02B

TTD:

$2.97B

Gross Profit (TTM)

DT:

$1.65B

TTD:

$2.31B

EBITDA (TTM)

DT:

$289.14M

TTD:

$725.01M

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Return for Risk

DT vs. TTD — Risk / Return Rank

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

DT
DT Risk / Return Rank: 1919
Overall Rank
DT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DT Sortino Ratio Rank: 1717
Sortino Ratio Rank
DT Omega Ratio Rank: 1717
Omega Ratio Rank
DT Calmar Ratio Rank: 2222
Calmar Ratio Rank
DT Martin Ratio Rank: 2222
Martin Ratio Rank

TTD
TTD Risk / Return Rank: 55
Overall Rank
TTD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TTD Sortino Ratio Rank: 33
Sortino Ratio Rank
TTD Omega Ratio Rank: 22
Omega Ratio Rank
TTD Calmar Ratio Rank: 66
Calmar Ratio Rank
TTD Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DT vs. TTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynatrace, Inc. (DT) and The Trade Desk, Inc. (TTD). 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.


DTTTDDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

0.91

0.71

+0.20

Calmar ratioReturn relative to maximum drawdown

-0.58

-0.92

+0.35

Martin ratioReturn relative to average drawdown

-1.01

-1.28

+0.27

DT vs. TTD - Sharpe Ratio Comparison

The current DT Sharpe Ratio is -0.62, which is higher than the TTD Sharpe Ratio of -1.13. The chart below compares the historical Sharpe Ratios of DT and TTD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DT vs. TTD - Drawdown Comparison

The maximum DT drawdown since its inception was -61.77%, smaller than the maximum TTD drawdown of -86.45%. Use the drawdown chart below to compare losses from any high point for DT and TTD.


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Drawdown Indicators


DTTTDDifference

Max Drawdown

Largest peak-to-trough decline

-61.77%

-86.45%

+24.68%

Max Drawdown (1Y)

Largest decline over 1 year

-42.87%

-78.94%

+36.07%

Max Drawdown (3Y)

Largest decline over 3 years

-48.16%

-86.45%

+38.29%

Max Drawdown (5Y)

Largest decline over 5 years

-61.77%

-86.45%

+24.68%

Current Drawdown

Current decline from peak

-48.26%

-86.18%

+37.92%

Average Drawdown

Average peak-to-trough decline

-30.74%

-27.27%

-3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.41%

56.84%

-32.43%

Volatility

DT vs. TTD - Volatility Comparison

The current volatility for Dynatrace, Inc. (DT) is 14.37%, while The Trade Desk, Inc. (TTD) has a volatility of 18.89%. This indicates that DT experiences smaller price fluctuations and is considered to be less risky than TTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTTTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.37%

18.89%

-4.52%

Volatility (6M)

Calculated over the trailing 6-month period

33.53%

41.21%

-7.68%

Volatility (1Y)

Calculated over the trailing 1-year period

39.53%

64.24%

-24.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.76%

67.34%

-26.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.56%

68.43%

-21.87%

Dividends

DT vs. TTD - Dividend Comparison

Neither DT nor TTD has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

DT vs. TTD - Financials Comparison

This section allows you to compare key financial metrics between Dynatrace, Inc. and The Trade Desk, 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


200.00M300.00M400.00M500.00M600.00M700.00M800.00M20222023202420252026
531.72M
688.86M
(DT) Total Revenue
(TTD) Total Revenue
Values in USD except per share items

DT vs. TTD - Profitability Comparison

The chart below illustrates the profitability comparison between Dynatrace, Inc. and The Trade Desk, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

74.0%76.0%78.0%80.0%82.0%84.0%20222023202420252026
80.9%
73.6%
Portfolio components
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%.

TTD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Trade Desk, Inc. reported a gross profit of 506.89M and revenue of 688.86M. Therefore, the gross margin over that period was 73.6%.

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%.

TTD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Trade Desk, Inc. reported an operating income of 66.65M and revenue of 688.86M, resulting in an operating margin of 9.7%.

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%.

TTD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Trade Desk, Inc. reported a net income of 40.00M and revenue of 688.86M, resulting in a net margin of 5.8%.


Frequently Asked Questions


DT and TTD have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TTD has higher volatility (18.89%) compared to DT (14.37%). In terms of maximum drawdown, DT dropped -61.77% vs TTD's -86.45%.

DT currently has the higher Sharpe Ratio (-0.62 vs -1.13), 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.

Portfolio Optimizer

Find the right allocation for DT and TTD

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