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 -7.21%/yr vs 13.58%/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 -6.65% return, which is significantly lower than VOO's 9.75% return.
DT
- 1D
- -2.32%
- 1M
- -1.82%
- YTD
- -6.65%
- 6M
- -9.28%
- 1Y
- -25.64%
- 3Y*
- -7.17%
- 5Y*
- -7.21%
- 10Y*
- —
VOO
- 1D
- -0.29%
- 1M
- 0.08%
- YTD
- 9.75%
- 6M
- 9.30%
- 1Y
- 26.77%
- 3Y*
- 21.36%
- 5Y*
- 13.58%
- 10Y*
- 15.77%
DT vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DT Dynatrace, Inc. | -6.65% | -20.26% | -0.62% | 42.79% | -36.54% | 39.47% | 71.03% | -0.78% |
VOO Vanguard S&P 500 ETF | 9.75% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 9.36% |
Correlation
The correlation between DT and VOO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
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 0.25 - 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 | -2.83 | ||
| Sortino ratioReturn per unit of downside risk | -3.66 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.39 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 3.02 | -3.62 |
| Martin ratioReturn relative to average drawdown | -1.04 | 13.58 | -14.62 |
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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 | -42.87% | -8.90% | -33.97% |
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 | -48.63% | -1.74% | -46.89% |
Average DrawdownAverage peak-to-trough decline | -30.79% | -3.68% | -27.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.71% | 1.98% | +22.73% |
Volatility
DT vs. VOO - Volatility Comparison
Dynatrace, Inc. (DT) has a higher volatility of 12.40% compared to Vanguard S&P 500 ETF (VOO) at 4.60%. 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 | 12.40% | 4.60% | +7.80% |
Volatility (6M)Calculated over the trailing 6-month period | 33.39% | 9.73% | +23.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.41% | 12.39% | +27.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.77% | 16.90% | +23.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.50% | 18.05% | +28.45% |
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 1.04%.
| 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 | 1.04% | 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 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DT has higher volatility (12.40%) compared to VOO (4.60%). In terms of maximum drawdown, DT dropped -61.77% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (2.17 vs -0.65), 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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