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

Correlation

The correlation between DDOG and FTNT is 0.52, 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.


-0.50.00.51.00.5

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.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
16.34%
57.43%
DDOG
FTNT

Key characteristics

Sharpe Ratio

DDOG:

0.39

FTNT:

1.27

Sortino Ratio

DDOG:

0.78

FTNT:

2.36

Omega Ratio

DDOG:

1.10

FTNT:

1.30

Calmar Ratio

DDOG:

0.31

FTNT:

1.58

Martin Ratio

DDOG:

1.28

FTNT:

4.67

Ulcer Index

DDOG:

11.37%

FTNT:

10.51%

Daily Std Dev

DDOG:

37.34%

FTNT:

38.63%

Max Drawdown

DDOG:

-68.11%

FTNT:

-51.20%

Current Drawdown

DDOG:

-28.29%

FTNT:

-6.20%

Fundamentals

Market Cap

DDOG:

$47.88B

FTNT:

$71.33B

EPS

DDOG:

$0.56

FTNT:

$1.99

PE Ratio

DDOG:

251.70

FTNT:

46.76

PEG Ratio

DDOG:

0.89

FTNT:

1.60

Total Revenue (TTM)

DDOG:

$1.95B

FTNT:

$4.30B

Gross Profit (TTM)

DDOG:

$1.57B

FTNT:

$3.45B

EBITDA (TTM)

DDOG:

$57.33M

FTNT:

$1.48B

Returns By Period

In the year-to-date period, DDOG achieves a -1.36% return, which is significantly higher than FTNT's -1.50% return.


DDOG

YTD

-1.36%

1M

-9.54%

6M

16.33%

1Y

13.86%

5Y*

28.02%

10Y*

N/A

FTNT

YTD

-1.50%

1M

-5.20%

6M

57.44%

1Y

50.10%

5Y*

31.83%

10Y*

31.23%

*Annualized

Compare stocks, funds, or ETFs

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


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 6060
Overall Rank
The Sharpe Ratio Rank of DDOG is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of DDOG is 5757
Sortino Ratio Rank
The Omega Ratio Rank of DDOG is 5656
Omega Ratio Rank
The Calmar Ratio Rank of DDOG is 6363
Calmar Ratio Rank
The Martin Ratio Rank of DDOG is 6363
Martin Ratio Rank

FTNT
The Risk-Adjusted Performance Rank of FTNT is 8585
Overall Rank
The Sharpe Ratio Rank of FTNT is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of FTNT is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FTNT is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FTNT is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FTNT is 8282
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.


Sharpe ratio
The chart of Sharpe ratio for DDOG, currently valued at 0.39, compared to the broader market-2.000.002.000.391.27
The chart of Sortino ratio for DDOG, currently valued at 0.78, compared to the broader market-4.00-2.000.002.004.000.782.36
The chart of Omega ratio for DDOG, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.30
The chart of Calmar ratio for DDOG, currently valued at 0.31, compared to the broader market0.002.004.006.000.311.58
The chart of Martin ratio for DDOG, currently valued at 1.28, compared to the broader market-30.00-20.00-10.000.0010.0020.001.284.67
DDOG
FTNT

The current DDOG Sharpe Ratio is 0.39, which is lower than the FTNT Sharpe Ratio of 1.27. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.39
1.27
DDOG
FTNT

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-28.29%
-6.20%
DDOG
FTNT

Volatility

DDOG vs. FTNT - Volatility Comparison

Datadog, Inc. (DDOG) and Fortinet, Inc. (FTNT) have volatilities of 7.64% and 7.36%, 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%AugustSeptemberOctoberNovemberDecember2025
7.64%
7.36%
DDOG
FTNT

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


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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