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

Key characteristics


DDOGDOCN
YTD Return1.83%4.06%
1Y Return81.50%7.67%
3Y Return (Ann)17.09%-1.59%
Sharpe Ratio1.560.17
Daily Std Dev52.92%57.70%
Max Drawdown-68.11%-84.78%
Current Drawdown-37.12%-70.69%

Fundamentals


DDOGDOCN
Market Cap$40.83B$3.57B
EPS$0.14$0.20
PE Ratio878.71196.50
PEG Ratio1.141.87
Revenue (TTM)$2.13B$692.88M
Gross Profit (TTM)$1.33B$364.40M
EBITDA (TTM)$2.96M$176.12M

Correlation

0.64
-1.001.00

The correlation between DDOG and DOCN is 0.64, 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. DOCN - Performance Comparison

In the year-to-date period, DDOG achieves a 1.83% return, which is significantly lower than DOCN's 4.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%OctoberNovemberDecember2024FebruaryMarch
52.10%
-10.16%
DDOG
DOCN

Compare stocks, funds, or ETFs


Datadog, Inc.

DigitalOcean Holdings, Inc.

Risk-Adjusted Performance

DDOG vs. DOCN - Risk-Adjusted Performance Comparison

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


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
DDOG
Datadog, Inc.
1.56
DOCN
DigitalOcean Holdings, Inc.
0.17

DDOG vs. DOCN - Sharpe Ratio Comparison

The current DDOG Sharpe Ratio is 1.56, which is higher than the DOCN Sharpe Ratio of 0.17. The chart below compares the 12-month rolling Sharpe Ratio of DDOG and DOCN.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
1.56
0.17
DDOG
DOCN

Dividends

DDOG vs. DOCN - Dividend Comparison

Neither DDOG nor DOCN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DDOG vs. DOCN - Drawdown Comparison

The maximum DDOG drawdown since its inception was -68.11%, smaller than the maximum DOCN drawdown of -84.78%. The drawdown chart below compares losses from any high point along the way for DDOG and DOCN


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%OctoberNovemberDecember2024FebruaryMarch
-37.12%
-70.69%
DDOG
DOCN

Volatility

DDOG vs. DOCN - Volatility Comparison

The current volatility for Datadog, Inc. (DDOG) is 6.88%, while DigitalOcean Holdings, Inc. (DOCN) has a volatility of 9.94%. This indicates that DDOG experiences smaller price fluctuations and is considered to be less risky than DOCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%OctoberNovemberDecember2024FebruaryMarch
6.88%
9.94%
DDOG
DOCN