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DDOG vs. DOCS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DDOG and DOCS is 0.44, 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.


-0.50.00.51.00.4

Performance

DDOG vs. DOCS - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
40.42%
9.11%
DDOG
DOCS

Key characteristics

Sharpe Ratio

DDOG:

0.63

DOCS:

1.74

Sortino Ratio

DDOG:

1.07

DOCS:

3.79

Omega Ratio

DDOG:

1.14

DOCS:

1.47

Calmar Ratio

DDOG:

0.51

DOCS:

1.45

Martin Ratio

DDOG:

2.21

DOCS:

9.41

Ulcer Index

DDOG:

10.82%

DOCS:

11.97%

Daily Std Dev

DDOG:

37.79%

DOCS:

64.71%

Max Drawdown

DDOG:

-68.11%

DOCS:

-80.53%

Current Drawdown

DDOG:

-23.96%

DOCS:

-43.32%

Fundamentals

Market Cap

DDOG:

$53.31B

DOCS:

$9.84B

EPS

DDOG:

$0.55

DOCS:

$0.87

PE Ratio

DDOG:

285.29

DOCS:

60.57

PEG Ratio

DDOG:

0.98

DOCS:

2.42

Total Revenue (TTM)

DDOG:

$2.54B

DOCS:

$516.85M

Gross Profit (TTM)

DDOG:

$2.06B

DOCS:

$464.87M

EBITDA (TTM)

DDOG:

$89.06M

DOCS:

$212.34M

Returns By Period

In the year-to-date period, DDOG achieves a 23.13% return, which is significantly lower than DOCS's 106.24% return.


DDOG

YTD

23.13%

1M

10.34%

6M

27.12%

1Y

22.03%

5Y*

31.21%

10Y*

N/A

DOCS

YTD

106.24%

1M

15.89%

6M

110.14%

1Y

106.17%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

DDOG vs. DOCS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Datadog, Inc. (DDOG) and Doximity, Inc. (DOCS). 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 ratio
The chart of Sharpe ratio for DDOG, currently valued at 0.63, compared to the broader market-4.00-2.000.002.000.631.74
The chart of Sortino ratio for DDOG, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.073.79
The chart of Omega ratio for DDOG, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.47
The chart of Calmar ratio for DDOG, currently valued at 0.51, compared to the broader market0.002.004.006.000.511.45
The chart of Martin ratio for DDOG, currently valued at 2.21, compared to the broader market-5.000.005.0010.0015.0020.0025.002.219.41
DDOG
DOCS

The current DDOG Sharpe Ratio is 0.63, which is lower than the DOCS Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of DDOG and DOCS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.63
1.74
DDOG
DOCS

Dividends

DDOG vs. DOCS - Dividend Comparison

Neither DDOG nor DOCS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DDOG vs. DOCS - Drawdown Comparison

The maximum DDOG drawdown since its inception was -68.11%, smaller than the maximum DOCS drawdown of -80.53%. Use the drawdown chart below to compare losses from any high point for DDOG and DOCS. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-23.96%
-43.32%
DDOG
DOCS

Volatility

DDOG vs. DOCS - Volatility Comparison

Datadog, Inc. (DDOG) has a higher volatility of 15.40% compared to Doximity, Inc. (DOCS) at 13.59%. This indicates that DDOG's price experiences larger fluctuations and is considered to be riskier than DOCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
15.40%
13.59%
DDOG
DOCS

Financials

DDOG vs. DOCS - Financials Comparison

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

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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