DT vs. VOO
DT (Dynatrace, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, DT returned -5.56%/yr vs 13.01%/yr for VOO. At a 0.48 correlation, their price movements are largely independent.
Performance
DT vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, DT achieves a 2.88% return, which is significantly lower than VOO's 10.45% return.
DT
- 1D
- 2.08%
- 1M
- 9.42%
- 6M
- 5.41%
- YTD
- 2.88%
- 1Y
- -13.23%
- 3Y*
- -6.54%
- 5Y*
- -5.56%
- 10Y*
- —
VOO
- 1D
- -0.77%
- 1M
- 1.25%
- 6M
- 8.34%
- YTD
- 10.45%
- 1Y
- 21.53%
- 3Y*
- 20.16%
- 5Y*
- 13.01%
- 10Y*
- 15.16%
DT vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DT Dynatrace, Inc. | 2.88% | -20.26% | -0.62% | 42.79% | -36.54% | 39.47% | 71.03% | -0.78% |
VOO Vanguard S&P 500 ETF | 10.45% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 9.36% |
Correlation
The correlation between DT and VOO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2019 | 0.48 |
Over the past year, the correlation between DT and VOO has dropped to 0.23 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
DT vs. VOO — Risk / Return Rank
DT
VOO
DT vs. VOO - Risk-Adjusted Trends 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.
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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.60 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.31 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | 2.43 | -2.75 |
| Martin ratioReturn relative to average drawdown | -0.58 | 10.60 | -11.18 |
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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.
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Drawdown Indicators
| DT | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.77% | -33.99% | -27.78% |
Max Drawdown (1Y)Largest decline over 1 year | -40.85% | -8.90% | -31.95% |
Max Drawdown (3Y)Largest decline over 3 years | -48.16% | -18.69% | -29.47% |
Max Drawdown (5Y)Largest decline over 5 years | -61.77% | -24.52% | -37.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -43.38% | -1.11% | -42.27% |
Average DrawdownAverage peak-to-trough decline | -30.90% | -3.68% | -27.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.96% | 2.04% | +20.92% |
Volatility
DT vs. VOO - Volatility Comparison
Dynatrace, Inc. (DT) has a higher volatility of 10.99% compared to Vanguard S&P 500 ETF (VOO) at 4.16%. 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.
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Volatility by Period
| DT | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.99% | 4.16% | +6.83% |
Volatility (6M)Calculated over the trailing 6-month period | 34.61% | 9.97% | +24.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.03% | 12.53% | +27.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.94% | 16.93% | +24.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.49% | 18.00% | +28.49% |
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 1.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
DT and VOO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DT has higher volatility (10.99%) compared to VOO (4.16%). In terms of maximum drawdown, DT dropped -61.77% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.73 vs -0.33), 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.
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