DDOG vs. AMLP
DDOG (Datadog, Inc.) is a stock, while AMLP (Alerian MLP ETF) is MLPs fund tracking the Alerian MLP Infrastructure Index. Over the past 5 years, DDOG returned 19.21%/yr vs 15.26%/yr for AMLP. At a 0.17 correlation, their price movements are largely independent.
Performance
DDOG vs. AMLP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DDOG achieves a 69.06% return, which is significantly higher than AMLP's 15.29% return.
DDOG
- 1D
- -1.85%
- 1M
- 11.98%
- YTD
- 69.06%
- 6M
- 57.47%
- 1Y
- 87.40%
- 3Y*
- 32.99%
- 5Y*
- 19.21%
- 10Y*
- —
AMLP
- 1D
- -0.34%
- 1M
- -1.96%
- YTD
- 15.29%
- 6M
- 14.35%
- 1Y
- 14.76%
- 3Y*
- 20.22%
- 5Y*
- 15.26%
- 10Y*
- 6.92%
DDOG vs. AMLP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DDOG Datadog, Inc. | 69.06% | -4.83% | 17.72% | 65.14% | -58.73% | 80.93% | 160.56% | -6.37% |
AMLP Alerian MLP ETF | 15.29% | 5.78% | 22.76% | 21.40% | 25.47% | 39.09% | -32.26% | -7.85% |
Correlation
The correlation between DDOG and AMLP is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2019 | 0.17 |
The correlation between DDOG and AMLP shifts across timeframes, from 0.04 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DDOG vs. AMLP — Risk / Return Rank
DDOG
AMLP
DDOG vs. AMLP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Datadog, Inc. (DDOG) and Alerian MLP ETF (AMLP). 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.
| DDOG | AMLP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.22 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.66 | +0.15 |
| Martin ratioReturn relative to average drawdown | 3.53 | 5.35 | -1.83 |
Loading charts...
Drawdowns
DDOG vs. AMLP - Drawdown Comparison
The maximum DDOG drawdown since its inception was -68.11%, smaller than the maximum AMLP drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for DDOG and AMLP.
Loading charts...
Drawdown Indicators
| DDOG | AMLP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.11% | -77.19% | +9.08% |
Max Drawdown (1Y)Largest decline over 1 year | -48.62% | -8.94% | -39.68% |
Max Drawdown (3Y)Largest decline over 3 years | -48.62% | -14.27% | -34.35% |
Max Drawdown (5Y)Largest decline over 5 years | -68.11% | -20.92% | -47.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -72.62% | — |
Current DrawdownCurrent decline from peak | -17.15% | -4.94% | -12.21% |
Average DrawdownAverage peak-to-trough decline | -30.96% | -17.37% | -13.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.87% | 2.77% | +22.10% |
Volatility
DDOG vs. AMLP - Volatility Comparison
Datadog, Inc. (DDOG) has a higher volatility of 19.12% compared to Alerian MLP ETF (AMLP) at 4.71%. This indicates that DDOG's price experiences larger fluctuations and is considered to be riskier than AMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DDOG | AMLP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.12% | 4.71% | +14.41% |
Volatility (6M)Calculated over the trailing 6-month period | 50.53% | 8.77% | +41.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.62% | 11.84% | +53.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.24% | 19.95% | +38.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.05% | 27.67% | +32.38% |
Dividends
DDOG vs. AMLP - Dividend Comparison
DDOG has not paid dividends to shareholders, while AMLP's dividend yield for the trailing twelve months is around 7.71%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMLP Alerian MLP ETF | 7.71% | 8.36% | 7.70% | 7.86% | 7.70% | 8.55% | 12.31% | 9.12% | 9.29% | 7.97% | 8.09% | 9.84% |
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% |
Frequently Asked Questions
DDOG and AMLP have a correlation of 0.04, 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 AMLP (4.71%). In terms of maximum drawdown, DDOG dropped -68.11% vs AMLP's -77.19%.
DDOG currently has the higher Sharpe Ratio (1.34 vs 1.25), 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.
Find the right allocation for DDOG and AMLP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer