DT vs. USD=X
DT (Dynatrace, Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 5 years, DT returned -5.97%/yr vs 0.00%/yr for USD=X.
Performance
DT vs. USD=X - Performance Comparison
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Returns By Period
DT
- 1D
- 0.94%
- 1M
- 17.33%
- YTD
- -5.98%
- 6M
- -11.49%
- 1Y
- -24.58%
- 3Y*
- -7.55%
- 5Y*
- -5.97%
- 10Y*
- —
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
DT vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DT Dynatrace, Inc. | -5.98% | -20.26% | -0.62% | 42.79% | -36.54% | 39.47% | 71.03% | -0.78% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
DT vs. USD=X — Risk / Return Rank
DT
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DT vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dynatrace, Inc. (DT) and USD Cash (USD=X). 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.
| DT | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.91 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | — | — |
| Martin ratioReturn relative to average drawdown | -1.01 | — | — |
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Drawdowns
DT vs. USD=X - Drawdown Comparison
The maximum DT drawdown since its inception was -61.77%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DT and USD=X.
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Drawdown Indicators
| DT | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.77% | 0.00% | -61.77% |
Max Drawdown (1Y)Largest decline over 1 year | -42.87% | 0.00% | -42.87% |
Max Drawdown (3Y)Largest decline over 3 years | -48.16% | 0.00% | -48.16% |
Max Drawdown (5Y)Largest decline over 5 years | -61.77% | 0.00% | -61.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -48.26% | 0.00% | -48.26% |
Average DrawdownAverage peak-to-trough decline | -30.74% | 0.00% | -30.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.41% | 0.00% | +24.41% |
Volatility
DT vs. USD=X - Volatility Comparison
Dynatrace, Inc. (DT) has a higher volatility of 14.37% compared to USD Cash (USD=X) at 0.00%. This indicates that DT's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DT | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.37% | 0.00% | +14.37% |
Volatility (6M)Calculated over the trailing 6-month period | 33.53% | 0.00% | +33.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.53% | 0.00% | +39.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.76% | 0.00% | +40.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.56% | 0.00% | +46.56% |
Frequently Asked Questions
DT has higher volatility (14.37%) compared to USD=X (0.00%). In terms of maximum drawdown, DT dropped -61.77% vs USD=X's 0.00%.
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