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DT vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DT and VOO is 0.50, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dynatrace, Inc. (DT) and Vanguard S&P 500 ETF (VOO). 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%
7.92%
DT
VOO

Key characteristics

Sharpe Ratio

DT:

-0.10

VOO:

2.04

Sortino Ratio

DT:

0.08

VOO:

2.72

Omega Ratio

DT:

1.01

VOO:

1.38

Calmar Ratio

DT:

-0.06

VOO:

3.02

Martin Ratio

DT:

-0.16

VOO:

13.60

Ulcer Index

DT:

18.90%

VOO:

1.88%

Daily Std Dev

DT:

30.24%

VOO:

12.52%

Max Drawdown

DT:

-61.77%

VOO:

-33.99%

Current Drawdown

DT:

-32.00%

VOO:

-3.52%

Returns By Period

In the year-to-date period, DT achieves a -2.07% return, which is significantly lower than VOO's 24.65% return.


DT

YTD

-2.07%

1M

3.84%

6M

23.01%

1Y

-0.94%

5Y*

16.02%

10Y*

N/A

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynatrace, Inc. (DT) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.00-0.101.98
The chart of Sortino ratio for DT, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.000.082.65
The chart of Omega ratio for DT, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.37
The chart of Calmar ratio for DT, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.062.93
The chart of Martin ratio for DT, currently valued at -0.16, compared to the broader market0.0010.0020.00-0.1613.12
DT
VOO

The current DT Sharpe Ratio is -0.10, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of DT and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.10
1.98
DT
VOO

Dividends

DT vs. VOO - Dividend Comparison

DT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
DT
Dynatrace, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

DT vs. VOO - Drawdown Comparison

The maximum DT drawdown since its inception was -61.77%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DT and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.00%
-3.52%
DT
VOO

Volatility

DT vs. VOO - Volatility Comparison

Dynatrace, Inc. (DT) has a higher volatility of 9.95% compared to Vanguard S&P 500 ETF (VOO) at 3.56%. This indicates that DT's price experiences larger fluctuations and is considered to be riskier than VOO 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%
3.56%
DT
VOO
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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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