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Datadog, Inc. (DDOG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US23804L1035

CUSIP

23804L103

IPO Date

Sep 19, 2019

Highlights

Market Cap

$37.26B

EPS (TTM)

$0.47

PE Ratio

229.53

PEG Ratio

1.74

Total Revenue (TTM)

$2.83B

Gross Profit (TTM)

$2.27B

EBITDA (TTM)

$182.20M

Year Range

$81.63 - $170.08

Target Price

$135.54

Short %

3.24%

Short Ratio

2.07

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

Datadog, Inc. (DDOG) returned -24.50% year-to-date (YTD) and -9.32% over the past 12 months.


DDOG

YTD

-24.50%

1M

15.78%

6M

-13.31%

1Y

-9.32%

5Y*

14.19%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of DDOG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.13%-18.33%-14.88%2.97%5.60%-24.50%
20242.52%5.64%-5.98%1.54%-12.21%17.71%-10.22%-0.15%-1.03%9.02%21.77%-6.45%17.72%
20231.78%2.29%-5.04%-7.27%40.86%3.66%18.64%-17.34%-5.59%-10.56%43.08%4.13%65.14%
2022-17.97%10.27%-5.98%-20.26%-21.02%-0.16%7.11%2.88%-15.41%-9.32%-5.88%-3.01%-58.73%
20214.38%-7.14%-12.65%2.92%6.16%14.31%6.36%24.48%2.58%18.18%6.73%-0.10%80.93%
202022.31%-2.29%-20.31%25.40%57.96%22.00%7.95%-10.98%22.27%-11.17%9.00%-0.49%160.56%
2019-9.69%-0.94%21.38%-7.33%0.61%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DDOG is 44, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DDOG is 4444
Overall Rank
The Sharpe Ratio Rank of DDOG is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of DDOG is 4141
Sortino Ratio Rank
The Omega Ratio Rank of DDOG is 4040
Omega Ratio Rank
The Calmar Ratio Rank of DDOG is 4747
Calmar Ratio Rank
The Martin Ratio Rank of DDOG is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Datadog, Inc. (DDOG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Datadog, Inc. Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: -0.17
  • 5-Year: 0.27
  • All Time: 0.35

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Datadog, Inc. compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History


Datadog, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Datadog, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Datadog, Inc. was 68.11%, occurring on Apr 25, 2023. The portfolio has not yet recovered.

The current Datadog, Inc. drawdown is 45.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.11%Nov 10, 2021365Apr 25, 2023
-42.09%Feb 13, 202022Mar 16, 202038May 8, 202060
-39.45%Feb 10, 202160May 6, 202163Aug 5, 2021123
-26.57%Oct 14, 202023Nov 13, 202058Feb 9, 202181
-25.33%Sep 20, 201923Oct 22, 201916Nov 13, 201939

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Datadog, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Earnings Per Share

The chart presents the Earnings Per Share (EPS) performance of Datadog, Inc., comparing actual results with analytics estimates. In the past quarter, the company did not meet analyst expectations for EPS, resulting in a surprise of -84.0%.


0.000.100.200.300.400.5020212022202320242025
0.07
0.42
Actual
Estimate

Valuation

The Valuation section provides an overview of how Datadog, Inc. is priced in the market compared to other companies in the Software - Application industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for DDOG, comparing it with other companies in the Software - Application industry. Currently, DDOG has a P/E ratio of 229.5. This P/E ratio is significantly higher than those of industry peers. This could indicate that the stock is overvalued or that investors expect strong future growth.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for DDOG compared to other companies in the Software - Application industry. DDOG currently has a PEG ratio of 1.7. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for DDOG relative to other companies in the Software - Application industry. Currently, DDOG has a P/S ratio of 13.3. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for DDOG in comparison with other companies in the Software - Application industry. Currently, DDOG has a P/B value of 12.6. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items