CNI vs. DDOG
CNI (Canadian National Railway Company) and DDOG (Datadog, Inc.) are both stocks. CNI operates in Railroads (Industrials), while DDOG operates in Software - Application (Technology). Over the past 5 years, CNI returned 3.57%/yr vs 19.21%/yr for DDOG. At a 0.19 correlation, their price movements are largely independent.
Performance
CNI vs. DDOG - Performance Comparison
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Returns By Period
In the year-to-date period, CNI achieves a 21.78% return, which is significantly lower than DDOG's 69.06% return.
CNI
- 1D
- 0.60%
- 1M
- 6.94%
- YTD
- 21.78%
- 6M
- 22.98%
- 1Y
- 15.90%
- 3Y*
- 3.44%
- 5Y*
- 3.57%
- 10Y*
- 9.51%
DDOG
- 1D
- -1.85%
- 1M
- 11.98%
- YTD
- 69.06%
- 6M
- 57.47%
- 1Y
- 87.40%
- 3Y*
- 32.99%
- 5Y*
- 19.21%
- 10Y*
- —
CNI vs. DDOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CNI Canadian National Railway Company | 21.78% | -0.10% | -17.51% | 7.84% | -1.86% | 13.70% | 23.66% | 0.04% |
DDOG Datadog, Inc. | 69.06% | -4.83% | 17.72% | 65.14% | -58.73% | 80.93% | 160.56% | -6.37% |
Correlation
The correlation between CNI and DDOG is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2019 | 0.19 |
The correlation between CNI and DDOG shifts across timeframes, from -0.08 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CNI:
$72.80B
DDOG:
$83.85B
CNI:
CA$7.60
DDOG:
$0.37
CNI:
21.89
DDOG:
615.76
CNI:
5.96
DDOG:
22.75
CNI:
4.73
DDOG:
21.02
CNI:
CA$17.29B
DDOG:
$3.67B
CNI:
CA$7.64B
DDOG:
$2.93B
CNI:
CA$8.60B
DDOG:
$173.48M
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Return for Risk
CNI vs. DDOG — Risk / Return Rank
CNI
DDOG
CNI vs. DDOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian National Railway Company (CNI) and Datadog, Inc. (DDOG). 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.
| CNI | DDOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.30 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.81 | -0.68 |
| Martin ratioReturn relative to average drawdown | 2.08 | 3.53 | -1.45 |
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Drawdowns
CNI vs. DDOG - Drawdown Comparison
The maximum CNI drawdown since its inception was -46.66%, smaller than the maximum DDOG drawdown of -68.11%. Use the drawdown chart below to compare losses from any high point for CNI and DDOG.
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Drawdown Indicators
| CNI | DDOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.66% | -68.11% | +21.45% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -48.62% | +34.47% |
Max Drawdown (3Y)Largest decline over 3 years | -29.14% | -48.62% | +19.48% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | -68.11% | +38.97% |
Max Drawdown (10Y)Largest decline over 10 years | -29.15% | — | — |
Current DrawdownCurrent decline from peak | -5.55% | -17.15% | +11.60% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -30.96% | +21.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.68% | 24.87% | -17.19% |
Volatility
CNI vs. DDOG - Volatility Comparison
The current volatility for Canadian National Railway Company (CNI) is 4.12%, while Datadog, Inc. (DDOG) has a volatility of 19.12%. This indicates that CNI experiences smaller price fluctuations and is considered to be less risky than DDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNI | DDOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 19.12% | -15.00% |
Volatility (6M)Calculated over the trailing 6-month period | 17.30% | 50.53% | -33.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.90% | 65.62% | -43.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.38% | 58.24% | -35.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.67% | 60.05% | -37.38% |
Dividends
CNI vs. DDOG - Dividend Comparison
CNI's dividend yield for the trailing twelve months is around 2.20%, while DDOG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNI Canadian National Railway Company | 2.20% | 2.58% | 2.43% | 1.85% | 1.41% | 1.61% | 1.59% | 1.79% | 2.01% | 2.00% | 2.23% | 2.24% |
DDOG Datadog, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CNI vs. DDOG - Financials Comparison
This section allows you to compare key financial metrics between Canadian National Railway Company and Datadog, 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.
Total Revenue: Total amount of money received from sales and other business activities
CNI vs. DDOG - Profitability Comparison
CNI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian National Railway Company reported a gross profit of 1.88B and revenue of 4.39B. Therefore, the gross margin over that period was 42.8%.
DDOG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Datadog, Inc. reported a gross profit of 797.20M and revenue of 1.01B. Therefore, the gross margin over that period was 79.2%.
CNI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian National Railway Company reported an operating income of 1.55B and revenue of 4.39B, resulting in an operating margin of 35.4%.
DDOG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Datadog, Inc. reported an operating income of 7.33M and revenue of 1.01B, resulting in an operating margin of 0.7%.
CNI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian National Railway Company reported a net income of 1.15B and revenue of 4.39B, resulting in a net margin of 26.2%.
DDOG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Datadog, Inc. reported a net income of 52.57M and revenue of 1.01B, resulting in a net margin of 5.2%.
Frequently Asked Questions
CNI and DDOG have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DDOG has higher volatility (19.12%) compared to CNI (4.12%). In terms of maximum drawdown, CNI dropped -46.66% vs DDOG's -68.11%.
DDOG currently has the higher Sharpe Ratio (1.34 vs 0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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