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DDOG vs. GOOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DDOG vs. GOOG - Performance Comparison

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

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Returns By Period

In the year-to-date period, DDOG achieves a 69.06% return, which is significantly higher than GOOG's 14.29% return.


DDOG

1D
-1.85%
1M
11.98%
YTD
69.06%
6M
57.47%
1Y
87.40%
3Y*
32.99%
5Y*
19.21%
10Y*

GOOG

1D
0.45%
1M
-10.19%
YTD
14.29%
6M
15.49%
1Y
102.96%
3Y*
42.67%
5Y*
23.51%
10Y*
25.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDOG vs. GOOG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DDOG
Datadog, Inc.
69.06%-4.83%17.72%65.14%-58.73%80.93%160.56%-6.37%
GOOG
Alphabet Inc
14.29%65.42%35.62%58.83%-38.67%65.17%31.03%8.49%

Correlation

The correlation between DDOG and GOOG is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2019

0.39

The correlation between DDOG and GOOG shifts across timeframes, from 0.21 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DDOG:

$83.85B

GOOG:

$4.38T

EPS

DDOG:

$0.37

GOOG:

$13.11

PE Ratio

DDOG:

615.76

GOOG:

27.31

PEG Ratio

DDOG:

5.52

GOOG:

1.34

PS Ratio

DDOG:

22.75

GOOG:

10.35

PB Ratio

DDOG:

21.02

GOOG:

9.16

Total Revenue (TTM)

DDOG:

$3.67B

GOOG:

$422.57B

Gross Profit (TTM)

DDOG:

$2.93B

GOOG:

$255.12B

EBITDA (TTM)

DDOG:

$173.48M

GOOG:

$174.08B

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Return for Risk

DDOG vs. GOOG — Risk / Return Rank

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

DDOG
DDOG Risk / Return Rank: 7878
Overall Rank
DDOG Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DDOG Sortino Ratio Rank: 8383
Sortino Ratio Rank
DDOG Omega Ratio Rank: 8181
Omega Ratio Rank
DDOG Calmar Ratio Rank: 7575
Calmar Ratio Rank
DDOG Martin Ratio Rank: 7171
Martin Ratio Rank

GOOG
GOOG Risk / Return Rank: 9696
Overall Rank
GOOG Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOG Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOG Omega Ratio Rank: 9696
Omega Ratio Rank
GOOG Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOG Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DDOG vs. GOOG - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DDOGGOOGDifference
Sharpe ratioReturn per unit of total volatility

-2.26

Sortino ratioReturn per unit of downside risk

-2.53

Omega ratioGain probability vs. loss probability

1.30

1.59

-0.29

Calmar ratioReturn relative to maximum drawdown

1.81

4.99

-3.18

Martin ratioReturn relative to average drawdown

3.53

17.56

-14.03

DDOG vs. GOOG - Sharpe Ratio Comparison

The current DDOG Sharpe Ratio is 1.34, which is lower than the GOOG Sharpe Ratio of 3.60. The chart below compares the historical Sharpe Ratios of DDOG and GOOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DDOG vs. GOOG - Drawdown Comparison

The maximum DDOG drawdown since its inception was -68.11%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for DDOG and GOOG.


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Drawdown Indicators


DDOGGOOGDifference

Max Drawdown

Largest peak-to-trough decline

-68.11%

-44.60%

-23.51%

Max Drawdown (1Y)

Largest decline over 1 year

-48.62%

-20.75%

-27.87%

Max Drawdown (3Y)

Largest decline over 3 years

-48.62%

-29.35%

-19.27%

Max Drawdown (5Y)

Largest decline over 5 years

-68.11%

-44.60%

-23.51%

Max Drawdown (10Y)

Largest decline over 10 years

-44.60%

Current Drawdown

Current decline from peak

-17.15%

-10.19%

-6.96%

Average Drawdown

Average peak-to-trough decline

-30.96%

-8.89%

-22.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.87%

5.88%

+18.99%

Volatility

DDOG vs. GOOG - Volatility Comparison

Datadog, Inc. (DDOG) has a higher volatility of 19.12% compared to Alphabet Inc (GOOG) at 7.29%. This indicates that DDOG's price experiences larger fluctuations and is considered to be riskier than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDOGGOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.12%

7.29%

+11.83%

Volatility (6M)

Calculated over the trailing 6-month period

50.53%

20.47%

+30.06%

Volatility (1Y)

Calculated over the trailing 1-year period

65.62%

28.75%

+36.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.24%

31.15%

+27.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.05%

29.02%

+31.03%

Dividends

DDOG vs. GOOG - Dividend Comparison

DDOG has not paid dividends to shareholders, while GOOG's dividend yield for the trailing twelve months is around 0.24%.


PositionTTM20252024
DDOG
Datadog, Inc.
0.00%0.00%0.00%
GOOG
Alphabet Inc
0.24%0.26%0.32%

Financials

DDOG vs. GOOG - Financials Comparison

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


0.0020.00B40.00B60.00B80.00B100.00B120.00B20222023202420252026
1.01B
109.90B
(DDOG) Total Revenue
(GOOG) Total Revenue
Values in USD except per share items

DDOG vs. GOOG - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%65.0%70.0%75.0%80.0%85.0%20222023202420252026
79.2%
62.5%
Portfolio components
DDOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Datadog, Inc. reported a gross profit of 797.20M and revenue of 1.01B. Therefore, the gross margin over that period was 79.2%.

GOOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a gross profit of 68.63B and revenue of 109.90B. Therefore, the gross margin over that period was 62.5%.

DDOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Datadog, Inc. reported an operating income of 7.33M and revenue of 1.01B, resulting in an operating margin of 0.7%.

GOOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported an operating income of 39.70B and revenue of 109.90B, resulting in an operating margin of 36.1%.

DDOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Datadog, Inc. reported a net income of 52.57M and revenue of 1.01B, resulting in a net margin of 5.2%.

GOOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a net income of 62.58B and revenue of 109.90B, resulting in a net margin of 56.9%.


Frequently Asked Questions


DDOG and GOOG have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DDOG has higher volatility (19.12%) compared to GOOG (7.29%). In terms of maximum drawdown, DDOG dropped -68.11% vs GOOG's -44.60%.

GOOG currently has the higher Sharpe Ratio (3.60 vs 1.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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