PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DDOG vs. CRWD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


DDOGCRWD
YTD Return4.69%16.57%
1Y Return102.70%143.65%
3Y Return (Ann)12.38%10.73%
Sharpe Ratio1.783.08
Daily Std Dev52.44%41.60%
Max Drawdown-68.11%-67.69%
Current Drawdown-35.35%-11.04%

Fundamentals


DDOGCRWD
Market Cap$39.85B$68.36B
EPS$0.14$0.37
PE Ratio857.79763.89
PEG Ratio1.191.34
Revenue (TTM)$2.13B$3.06B
Gross Profit (TTM)$1.33B$1.64B
EBITDA (TTM)$2.96M$105.96M

Correlation

-0.50.00.51.00.7

The correlation between DDOG and CRWD is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

DDOG vs. CRWD - Performance Comparison

In the year-to-date period, DDOG achieves a 4.69% return, which is significantly lower than CRWD's 16.57% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2024FebruaryMarchApril
55.74%
69.70%
DDOG
CRWD

Compare stocks, funds, or ETFs

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


Datadog, Inc.

CrowdStrike Holdings, Inc.

Risk-Adjusted Performance

DDOG vs. CRWD - Risk-Adjusted Performance Comparison

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


DDOG
Sharpe ratio
The chart of Sharpe ratio for DDOG, currently valued at 1.78, compared to the broader market-2.00-1.000.001.002.003.001.78
Sortino ratio
The chart of Sortino ratio for DDOG, currently valued at 2.57, compared to the broader market-4.00-2.000.002.004.006.002.57
Omega ratio
The chart of Omega ratio for DDOG, currently valued at 1.37, compared to the broader market0.501.001.501.37
Calmar ratio
The chart of Calmar ratio for DDOG, currently valued at 1.37, compared to the broader market0.001.002.003.004.005.006.001.37
Martin ratio
The chart of Martin ratio for DDOG, currently valued at 7.35, compared to the broader market0.0010.0020.0030.007.35
CRWD
Sharpe ratio
The chart of Sharpe ratio for CRWD, currently valued at 3.08, compared to the broader market-2.00-1.000.001.002.003.003.08
Sortino ratio
The chart of Sortino ratio for CRWD, currently valued at 3.49, compared to the broader market-4.00-2.000.002.004.006.003.49
Omega ratio
The chart of Omega ratio for CRWD, currently valued at 1.46, compared to the broader market0.501.001.501.46
Calmar ratio
The chart of Calmar ratio for CRWD, currently valued at 2.13, compared to the broader market0.001.002.003.004.005.006.002.13
Martin ratio
The chart of Martin ratio for CRWD, currently valued at 23.50, compared to the broader market0.0010.0020.0030.0023.50

DDOG vs. CRWD - Sharpe Ratio Comparison

The current DDOG Sharpe Ratio is 1.78, which is lower than the CRWD Sharpe Ratio of 3.08. The chart below compares the 12-month rolling Sharpe Ratio of DDOG and CRWD.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2024FebruaryMarchApril
1.78
3.08
DDOG
CRWD

Dividends

DDOG vs. CRWD - Dividend Comparison

Neither DDOG nor CRWD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DDOG vs. CRWD - Drawdown Comparison

The maximum DDOG drawdown since its inception was -68.11%, roughly equal to the maximum CRWD drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for DDOG and CRWD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-35.35%
-11.04%
DDOG
CRWD

Volatility

DDOG vs. CRWD - Volatility Comparison

Datadog, Inc. (DDOG) and CrowdStrike Holdings, Inc. (CRWD) have volatilities of 9.26% and 9.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
9.26%
9.20%
DDOG
CRWD

Financials

DDOG vs. CRWD - Financials Comparison

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



Values in USD except per share items