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DT vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

DT vs. USD=X - Performance Comparison

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

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DT vs. USD=X - 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%
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

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

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. 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.


DTUSD=XDifference
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

DT vs. USD=X - Sharpe Ratio Comparison


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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


DTUSD=XDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-48.26%

0.00%

-48.26%

Average Drawdown

Average peak-to-trough decline

-30.74%

0.00%

-30.74%

Ulcer Index

Depth 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


DTUSD=XDifference

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%.

Portfolio Optimizer

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