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

Performance

USD=X vs. DT - Performance Comparison

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

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
ALL TIME*
0.00%

DT

1D
0.50%
1M
-2.34%
6M
16.36%
YTD
2.26%
1Y
-15.76%
3Y*
-7.05%
5Y*
-7.05%
10Y*
ALL TIME*
8.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$181.38M$180.50M$231.39M

USD=X vs. DT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DT
Dynatrace, Inc.
2.26%-20.26%-0.62%42.79%-36.54%39.47%71.03%-0.78%

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Return for Risk

USD=X vs. DT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

USD=X

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


DT
DT Risk / Return Rank: 2727
Overall Rank
DT Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DT Sortino Ratio Rank: 2626
Sortino Ratio Rank
DT Omega Ratio Rank: 2626
Omega Ratio Rank
DT Calmar Ratio Rank: 3030
Calmar Ratio Rank
DT Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

USD=X vs. DT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.

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.


USD=XDTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.96

Calmar ratioReturn relative to maximum drawdown

-0.42

Martin ratioReturn relative to average drawdown

-0.81

USD=X vs. DT - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. DT - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum DT drawdown of -61.77%. Use the drawdown chart below to compare losses from any high point for USD=X and DT.


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Drawdown Indicators


USD=XDTDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-61.77%

+61.77%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-37.30%

+37.30%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-48.16%

+48.16%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-61.77%

+61.77%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

0.00%

-43.73%

+43.73%

Average Drawdown

Average peak-to-trough decline

0.00%

-31.01%

+31.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

20.77%

-20.77%

Volatility

USD=X vs. DT - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Dynatrace, Inc. (DT) has a volatility of 10.57%. This indicates that USD=X 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.


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Volatility by Period


USD=XDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

10.57%

-10.57%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

34.04%

-34.04%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

40.56%

-40.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

40.99%

-40.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

46.41%

-46.41%

Frequently Asked Questions


DT has higher volatility (10.57%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs DT's -61.77%.

Portfolio Optimizer

Find the right allocation for USD=X and DT

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