DDOG vs. CNI
DDOG (Datadog, Inc.) and CNI (Canadian National Railway Company) are both stocks. DDOG operates in Software - Application (Technology), while CNI operates in Railroads (Industrials). Over the past 5 years, DDOG returned 19.21%/yr vs 3.57%/yr for CNI. At a 0.19 correlation, their price movements are largely independent.
Performance
DDOG vs. CNI - Performance Comparison
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Returns By Period
In the year-to-date period, DDOG achieves a 69.06% return, which is significantly higher than CNI's 21.78% return.
DDOG
- 1D
- -1.85%
- 1M
- 11.98%
- YTD
- 69.06%
- 6M
- 57.47%
- 1Y
- 87.40%
- 3Y*
- 32.99%
- 5Y*
- 19.21%
- 10Y*
- —
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 vs. CNI - 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% |
CNI Canadian National Railway Company | 21.78% | -0.10% | -17.51% | 7.84% | -1.86% | 13.70% | 23.66% | 0.04% |
Correlation
The correlation between DDOG and CNI 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 DDOG and CNI shifts across timeframes, from -0.08 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
DDOG:
$83.85B
CNI:
$72.80B
DDOG:
$0.37
CNI:
CA$7.60
DDOG:
615.76
CNI:
21.89
DDOG:
22.75
CNI:
5.96
DDOG:
21.02
CNI:
4.73
DDOG:
$3.67B
CNI:
CA$17.29B
DDOG:
$2.93B
CNI:
CA$7.64B
DDOG:
$173.48M
CNI:
CA$8.60B
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Return for Risk
DDOG vs. CNI — Risk / Return Rank
DDOG
CNI
DDOG vs. CNI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Datadog, Inc. (DDOG) and Canadian National Railway Company (CNI). 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 | CNI | 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 | 1.30 | 1.14 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.13 | +0.68 |
| Martin ratioReturn relative to average drawdown | 3.53 | 2.08 | +1.45 |
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Drawdowns
DDOG vs. CNI - Drawdown Comparison
The maximum DDOG drawdown since its inception was -68.11%, which is greater than CNI's maximum drawdown of -46.66%. Use the drawdown chart below to compare losses from any high point for DDOG and CNI.
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Drawdown Indicators
| DDOG | CNI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.11% | -46.66% | -21.45% |
Max Drawdown (1Y)Largest decline over 1 year | -48.62% | -14.15% | -34.47% |
Max Drawdown (3Y)Largest decline over 3 years | -48.62% | -29.14% | -19.48% |
Max Drawdown (5Y)Largest decline over 5 years | -68.11% | -29.14% | -38.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.15% | — |
Current DrawdownCurrent decline from peak | -17.15% | -5.55% | -11.60% |
Average DrawdownAverage peak-to-trough decline | -30.96% | -9.49% | -21.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.87% | 7.68% | +17.19% |
Volatility
DDOG vs. CNI - Volatility Comparison
Datadog, Inc. (DDOG) has a higher volatility of 19.12% compared to Canadian National Railway Company (CNI) at 4.12%. This indicates that DDOG's price experiences larger fluctuations and is considered to be riskier than CNI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DDOG | CNI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.12% | 4.12% | +15.00% |
Volatility (6M)Calculated over the trailing 6-month period | 50.53% | 17.30% | +33.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.62% | 21.90% | +43.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.24% | 22.38% | +35.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.05% | 22.67% | +37.38% |
Dividends
DDOG vs. CNI - Dividend Comparison
DDOG has not paid dividends to shareholders, while CNI's dividend yield for the trailing twelve months is around 2.20%.
| 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
DDOG vs. CNI - Financials Comparison
This section allows you to compare key financial metrics between Datadog, Inc. and Canadian National Railway Company. 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
DDOG vs. CNI - Profitability Comparison
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 - 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 - 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 - 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 - 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%.
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%.
Frequently Asked Questions
DDOG and CNI 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, DDOG dropped -68.11% vs CNI's -46.66%.
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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