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DDOG vs. AVAV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DDOG vs. AVAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Datadog, Inc. (DDOG) and AeroVironment, Inc. (AVAV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DDOG achieves a 69.06% return, which is significantly higher than AVAV's -29.48% return.


DDOG

1D
-1.85%
1M
10.54%
YTD
69.06%
6M
57.47%
1Y
90.87%
3Y*
32.99%
5Y*
19.21%
10Y*

AVAV

1D
-7.14%
1M
7.96%
YTD
-29.48%
6M
-28.63%
1Y
-12.57%
3Y*
20.96%
5Y*
8.68%
10Y*
18.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDOG vs. AVAV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DDOG
Datadog, Inc.
69.06%-4.83%17.72%65.14%-58.73%80.93%160.56%-6.37%
AVAV
AeroVironment, Inc.
-29.48%57.18%22.10%47.14%38.09%-28.62%40.75%-0.68%

Correlation

The correlation between DDOG and AVAV is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2019

0.27

Fundamentals

Market Cap

DDOG:

$83.85B

AVAV:

$8.32B

EPS

DDOG:

$0.37

AVAV:

-$4.63

PS Ratio

DDOG:

22.75

AVAV:

6.94

PB Ratio

DDOG:

21.02

AVAV:

1.95

Total Revenue (TTM)

DDOG:

$3.67B

AVAV:

$1.19B

Gross Profit (TTM)

DDOG:

$2.93B

AVAV:

$104.63M

EBITDA (TTM)

DDOG:

$173.48M

AVAV:

-$242.06M

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Return for Risk

DDOG vs. AVAV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DDOG
DDOG Risk / Return Rank: 7878
Overall Rank
DDOG Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DDOG Sortino Ratio Rank: 8383
Sortino Ratio Rank
DDOG Omega Ratio Rank: 8181
Omega Ratio Rank
DDOG Calmar Ratio Rank: 7575
Calmar Ratio Rank
DDOG Martin Ratio Rank: 7171
Martin Ratio Rank

AVAV
AVAV Risk / Return Rank: 3838
Overall Rank
AVAV Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
AVAV Sortino Ratio Rank: 4040
Sortino Ratio Rank
AVAV Omega Ratio Rank: 3939
Omega Ratio Rank
AVAV Calmar Ratio Rank: 3737
Calmar Ratio Rank
AVAV Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DDOG vs. AVAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Datadog, Inc. (DDOG) and AeroVironment, Inc. (AVAV). 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.


DDOGAVAVDifference
Sharpe ratioReturn per unit of total volatility

+1.48

Sortino ratioReturn per unit of downside risk

+2.10

Omega ratioGain probability vs. loss probability

1.30

1.04

+0.26

Calmar ratioReturn relative to maximum drawdown

1.81

-0.17

+1.98

Martin ratioReturn relative to average drawdown

3.53

-0.30

+3.83

DDOG vs. AVAV - Sharpe Ratio Comparison

The current DDOG Sharpe Ratio is 1.34, which is higher than the AVAV Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of DDOG and AVAV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DDOG vs. AVAV - Drawdown Comparison

The maximum DDOG drawdown since its inception was -68.11%, which is greater than AVAV's maximum drawdown of -61.45%. Use the drawdown chart below to compare losses from any high point for DDOG and AVAV.


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Drawdown Indicators


DDOGAVAVDifference

Max Drawdown

Largest peak-to-trough decline

-68.11%

-61.45%

-6.66%

Max Drawdown (1Y)

Largest decline over 1 year

-48.62%

-61.45%

+12.83%

Max Drawdown (3Y)

Largest decline over 3 years

-48.62%

-61.45%

+12.83%

Max Drawdown (5Y)

Largest decline over 5 years

-68.11%

-61.45%

-6.66%

Max Drawdown (10Y)

Largest decline over 10 years

-61.45%

Current Drawdown

Current decline from peak

-17.15%

-58.38%

+41.23%

Average Drawdown

Average peak-to-trough decline

-30.96%

-28.71%

-2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.87%

34.44%

-9.57%

Volatility

DDOG vs. AVAV - Volatility Comparison

The current volatility for Datadog, Inc. (DDOG) is 19.12%, while AeroVironment, Inc. (AVAV) has a volatility of 26.86%. This indicates that DDOG experiences smaller price fluctuations and is considered to be less risky than AVAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDOGAVAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.12%

26.86%

-7.74%

Volatility (6M)

Calculated over the trailing 6-month period

50.53%

57.90%

-7.37%

Volatility (1Y)

Calculated over the trailing 1-year period

65.62%

74.35%

-8.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.24%

56.01%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.05%

52.05%

+8.00%

Dividends

DDOG vs. AVAV - Dividend Comparison

Neither DDOG nor AVAV has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

DDOG vs. AVAV - Financials Comparison

This section allows you to compare key financial metrics between Datadog, Inc. and AeroVironment, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00M400.00M600.00M800.00M1.00B20222023202420252026
1.01B
-10.80M
(DDOG) Total Revenue
(AVAV) Total Revenue
Values in USD except per share items

Frequently Asked Questions


DDOG and AVAV have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVAV has higher volatility (26.86%) compared to DDOG (19.12%). In terms of maximum drawdown, DDOG dropped -68.11% vs AVAV's -61.45%.

DDOG currently has the higher Sharpe Ratio (1.34 vs -0.14), 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.

Portfolio Optimizer

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