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

Correlation

The correlation between DDOG and FTNT is 0.60, 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. FTNT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DDOG:

0.05

FTNT:

1.70

Sortino Ratio

DDOG:

0.30

FTNT:

2.98

Omega Ratio

DDOG:

1.04

FTNT:

1.41

Calmar Ratio

DDOG:

0.00

FTNT:

2.50

Martin Ratio

DDOG:

0.00

FTNT:

10.59

Ulcer Index

DDOG:

21.36%

FTNT:

7.32%

Daily Std Dev

DDOG:

41.07%

FTNT:

42.29%

Max Drawdown

DDOG:

-68.11%

FTNT:

-51.20%

Current Drawdown

DDOG:

-39.41%

FTNT:

-9.90%

Fundamentals

Market Cap

DDOG:

$40.51B

FTNT:

$80.41B

EPS

DDOG:

$0.47

FTNT:

$2.43

PE Ratio

DDOG:

249.60

FTNT:

43.23

PEG Ratio

DDOG:

1.95

FTNT:

2.85

PS Ratio

DDOG:

14.29

FTNT:

13.09

PB Ratio

DDOG:

13.43

FTNT:

39.79

Total Revenue (TTM)

DDOG:

$2.83B

FTNT:

$6.14B

Gross Profit (TTM)

DDOG:

$2.27B

FTNT:

$5.00B

EBITDA (TTM)

DDOG:

$158.18M

FTNT:

$2.34B

Returns By Period

In the year-to-date period, DDOG achieves a -16.66% return, which is significantly lower than FTNT's 9.26% return.


DDOG

YTD

-16.66%

1M

29.61%

6M

-7.29%

1Y

2.00%

5Y*

12.19%

10Y*

N/A

FTNT

YTD

9.26%

1M

6.59%

6M

5.47%

1Y

71.48%

5Y*

29.32%

10Y*

29.67%

*Annualized

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Risk-Adjusted Performance

DDOG vs. FTNT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DDOG
The Risk-Adjusted Performance Rank of DDOG is 4848
Overall Rank
The Sharpe Ratio Rank of DDOG is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of DDOG is 4444
Sortino Ratio Rank
The Omega Ratio Rank of DDOG is 4343
Omega Ratio Rank
The Calmar Ratio Rank of DDOG is 5050
Calmar Ratio Rank
The Martin Ratio Rank of DDOG is 5050
Martin Ratio Rank

FTNT
The Risk-Adjusted Performance Rank of FTNT is 9595
Overall Rank
The Sharpe Ratio Rank of FTNT is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of FTNT is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FTNT is 9494
Omega Ratio Rank
The Calmar Ratio Rank of FTNT is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FTNT is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DDOG vs. FTNT - Risk-Adjusted Performance Comparison

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


The current DDOG Sharpe Ratio is 0.05, which is lower than the FTNT Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of DDOG and FTNT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DDOG vs. FTNT - Dividend Comparison

Neither DDOG nor FTNT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DDOG vs. FTNT - Drawdown Comparison

The maximum DDOG drawdown since its inception was -68.11%, which is greater than FTNT's maximum drawdown of -51.20%. Use the drawdown chart below to compare losses from any high point for DDOG and FTNT. For additional features, visit the drawdowns tool.


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Volatility

DDOG vs. FTNT - Volatility Comparison

The current volatility for Datadog, Inc. (DDOG) is 9.88%, while Fortinet, Inc. (FTNT) has a volatility of 13.67%. This indicates that DDOG experiences smaller price fluctuations and is considered to be less risky than FTNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

DDOG vs. FTNT - Financials Comparison

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


0.00500.00M1.00B1.50B20212022202320242025
761.55M
1.54B
(DDOG) Total Revenue
(FTNT) Total Revenue
Values in USD except per share items

DDOG vs. FTNT - Profitability Comparison

The chart below illustrates the profitability comparison between Datadog, Inc. and Fortinet, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

74.0%76.0%78.0%80.0%82.0%20212022202320242025
79.3%
81.0%
(DDOG) Gross Margin
(FTNT) Gross Margin
DDOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Datadog, Inc. reported a gross profit of 603.93M and revenue of 761.55M. Therefore, the gross margin over that period was 79.3%.

FTNT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Fortinet, Inc. reported a gross profit of 1.25B and revenue of 1.54B. Therefore, the gross margin over that period was 81.0%.

DDOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Datadog, Inc. reported an operating income of -12.42M and revenue of 761.55M, resulting in an operating margin of -1.6%.

FTNT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Fortinet, Inc. reported an operating income of 453.80M and revenue of 1.54B, resulting in an operating margin of 29.5%.

DDOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Datadog, Inc. reported a net income of 24.64M and revenue of 761.55M, resulting in a net margin of 3.2%.

FTNT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Fortinet, Inc. reported a net income of 433.40M and revenue of 1.54B, resulting in a net margin of 28.2%.