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

Key characteristics


DDOGDOCS
YTD Return1.83%-4.03%
1Y Return81.50%-15.24%
Sharpe Ratio1.56-0.32
Daily Std Dev52.92%45.80%
Max Drawdown-68.11%-80.53%
Current Drawdown-37.12%-73.62%

Fundamentals


DDOGDOCS
Market Cap$40.83B$5.16B
EPS$0.14$0.67
PE Ratio878.7141.25
Revenue (TTM)$2.13B$468.33M
Gross Profit (TTM)$1.33B$365.56M
EBITDA (TTM)$2.96M$169.90M

Correlation

0.50
-1.001.00

The correlation between DDOG and DOCS is 0.50, 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. DOCS - Performance Comparison

In the year-to-date period, DDOG achieves a 1.83% return, which is significantly higher than DOCS's -4.03% 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%OctoberNovemberDecember2024FebruaryMarch
16.12%
-49.23%
DDOG
DOCS

Compare stocks, funds, or ETFs


Datadog, Inc.

Doximity, Inc.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
DDOG
Datadog, Inc.
1.56
DOCS
Doximity, Inc.
-0.32

DDOG vs. DOCS - Sharpe Ratio Comparison

The current DDOG Sharpe Ratio is 1.56, which is higher than the DOCS Sharpe Ratio of -0.32. The chart below compares the 12-month rolling Sharpe Ratio of DDOG and DOCS.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
1.56
-0.32
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%. The drawdown chart below compares losses from any high point along the way for DDOG and DOCS


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%OctoberNovemberDecember2024FebruaryMarch
-37.12%
-73.62%
DDOG
DOCS

Volatility

DDOG vs. DOCS - Volatility Comparison

Datadog, Inc. (DDOG) and Doximity, Inc. (DOCS) have volatilities of 6.88% and 6.98%, 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.


10.00%15.00%20.00%25.00%30.00%OctoberNovemberDecember2024FebruaryMarch
6.88%
6.98%
DDOG
DOCS