USD=X vs. DT
USD=X (USD Cash) is a currency, while DT (Dynatrace, Inc.) is a stock. Over the past 5 years, USD=X returned 0.00%/yr vs -7.05%/yr for DT.
Performance
USD=X vs. DT - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DT
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=X | DT | Difference | |
|---|---|---|---|
| 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 | — |
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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=X | DT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -43.73% | +43.73% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -31.01% | +31.01% |
Ulcer IndexDepth 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=X | DT | Difference | |
|---|---|---|---|
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%.
Find the right allocation for USD=X and DT
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