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KEYS vs. DT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KEYS and DT is 0.44, 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.


-0.50.00.51.00.4

Performance

KEYS vs. DT - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
82.19%
129.10%
KEYS
DT

Key characteristics

Sharpe Ratio

KEYS:

0.13

DT:

0.03

Sortino Ratio

KEYS:

0.43

DT:

0.28

Omega Ratio

KEYS:

1.05

DT:

1.03

Calmar Ratio

KEYS:

0.10

DT:

0.02

Martin Ratio

KEYS:

0.46

DT:

0.06

Ulcer Index

KEYS:

9.18%

DT:

18.91%

Daily Std Dev

KEYS:

31.52%

DT:

30.24%

Max Drawdown

KEYS:

-45.54%

DT:

-61.77%

Current Drawdown

KEYS:

-21.50%

DT:

-30.62%

Fundamentals

Market Cap

KEYS:

$28.80B

DT:

$16.57B

EPS

KEYS:

$3.51

DT:

$0.54

PE Ratio

KEYS:

47.38

DT:

102.78

PEG Ratio

KEYS:

1.14

DT:

1.23

Total Revenue (TTM)

KEYS:

$3.70B

DT:

$1.56B

Gross Profit (TTM)

KEYS:

$2.33B

DT:

$1.26B

EBITDA (TTM)

KEYS:

$828.00M

DT:

$207.44M

Returns By Period

In the year-to-date period, KEYS achieves a 2.60% return, which is significantly higher than DT's -0.09% return.


KEYS

YTD

2.60%

1M

-1.37%

6M

19.14%

1Y

2.76%

5Y*

9.64%

10Y*

17.15%

DT

YTD

-0.09%

1M

6.95%

6M

23.12%

1Y

-1.07%

5Y*

16.47%

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

KEYS vs. DT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Keysight Technologies, Inc. (KEYS) and Dynatrace, Inc. (DT). 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 KEYS, currently valued at 0.13, compared to the broader market-4.00-2.000.002.000.130.03
The chart of Sortino ratio for KEYS, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.000.430.28
The chart of Omega ratio for KEYS, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.03
The chart of Calmar ratio for KEYS, currently valued at 0.10, compared to the broader market0.002.004.006.000.100.02
The chart of Martin ratio for KEYS, currently valued at 0.46, compared to the broader market-5.000.005.0010.0015.0020.0025.000.460.06
KEYS
DT

The current KEYS Sharpe Ratio is 0.13, which is higher than the DT Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of KEYS and DT, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.13
0.03
KEYS
DT

Dividends

KEYS vs. DT - Dividend Comparison

Neither KEYS nor DT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KEYS vs. DT - Drawdown Comparison

The maximum KEYS drawdown since its inception was -45.54%, smaller than the maximum DT drawdown of -61.77%. Use the drawdown chart below to compare losses from any high point for KEYS and DT. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-21.50%
-30.62%
KEYS
DT

Volatility

KEYS vs. DT - Volatility Comparison

The current volatility for Keysight Technologies, Inc. (KEYS) is 7.84%, while Dynatrace, Inc. (DT) has a volatility of 10.03%. This indicates that KEYS experiences smaller price fluctuations and is considered to be less risky than DT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.84%
10.03%
KEYS
DT

Financials

KEYS vs. DT - Financials Comparison

This section allows you to compare key financial metrics between Keysight Technologies, Inc. and Dynatrace, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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