DT vs INTA: Correlation
How closely do Dynatrace, Inc. (DT) and Intapp, Inc. (INTA) trade together? Their weekly returns over three years give a correlation of 0.58, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DT and INTA?
Over the past 3 years, DT and INTA moved with a correlation of 0.58, which is moderate. The link has tightened recently: the 1-year correlation (0.72) runs above the 3-year figure (0.58). Over 5 years the correlation is 0.45, and the annualized covariance of weekly returns is 1106.1 %².
Among the 26 assets we track against DT, INTA ranks #8 by 3-year correlation. The trailing year gives DT the advantage: +6.6% versus -7.8%, a 14.4-point spread. One caveat on sizing: INTA is 1.6 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
DT vs INTA: side by side
| DT (Dynatrace, Inc.) | INTA (Intapp, Inc.) | |
|---|---|---|
| 1-year return | +6.6% | -7.8% |
| 5-year return | -21.5% | +24.6% |
| Volatility (ann.) | 34.3% | 55.5% |
| Beta vs S&P 500 | 1.02 | 1.45 |
| Max drawdown (3Y) | -48.2% | -74.2% |
| Market cap | $15.5B | $3.3B |
| P/E (trailing) | 102.8 | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | DT | INTA |
|---|---|---|
| 2022 | -36.5% | -0.9% |
| 2023 | +42.8% | +52.4% |
| 2024 | -0.6% | +68.6% |
| 2025 | -20.3% | -28.5% |
| 2026 | +23.3% | -4.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DT and INTA good diversifiers for each other?
Somewhat, no more. With 0.58 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between DT and INTA?
As of 2026-08-27, the correlation of weekly returns between DT and INTA is 0.58 over 3 years, 0.72 over 1 year and 0.45 over 5 years.
Is INTA a good diversifier for DT?
Somewhat, no more. With 0.58 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.58 mean?
A reading of 0.58 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/dt-vs-inta.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/dt-vs-inta/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: DT correlations · INTA correlations
