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

Correlation

The correlation between DDOG and MDB is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

DDOG vs. MDB - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
298.03%
86.85%
DDOG
MDB

Key characteristics

Sharpe Ratio

DDOG:

0.63

MDB:

-0.68

Sortino Ratio

DDOG:

1.07

MDB:

-0.77

Omega Ratio

DDOG:

1.14

MDB:

0.90

Calmar Ratio

DDOG:

0.51

MDB:

-0.62

Martin Ratio

DDOG:

2.21

MDB:

-1.02

Ulcer Index

DDOG:

10.82%

MDB:

38.16%

Daily Std Dev

DDOG:

37.79%

MDB:

56.83%

Max Drawdown

DDOG:

-68.11%

MDB:

-76.52%

Current Drawdown

DDOG:

-23.96%

MDB:

-58.01%

Fundamentals

Market Cap

DDOG:

$53.31B

MDB:

$19.74B

EPS

DDOG:

$0.55

MDB:

-$2.74

PEG Ratio

DDOG:

0.98

MDB:

1.67

Total Revenue (TTM)

DDOG:

$2.54B

MDB:

$1.92B

Gross Profit (TTM)

DDOG:

$2.06B

MDB:

$1.41B

EBITDA (TTM)

DDOG:

$89.06M

MDB:

-$149.00M

Returns By Period

In the year-to-date period, DDOG achieves a 23.13% return, which is significantly higher than MDB's -39.92% return.


DDOG

YTD

23.13%

1M

10.34%

6M

27.12%

1Y

22.03%

5Y*

31.21%

10Y*

N/A

MDB

YTD

-39.92%

1M

-12.82%

6M

7.95%

1Y

-40.06%

5Y*

13.48%

10Y*

N/A

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Risk-Adjusted Performance

DDOG vs. MDB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Datadog, Inc. (DDOG) and MongoDB, Inc. (MDB). 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-4.00-2.000.002.000.63-0.68
The chart of Sortino ratio for DDOG, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.07-0.77
The chart of Omega ratio for DDOG, currently valued at 1.14, compared to the broader market0.501.001.502.001.140.90
The chart of Calmar ratio for DDOG, currently valued at 0.51, compared to the broader market0.002.004.006.000.51-0.62
The chart of Martin ratio for DDOG, currently valued at 2.21, compared to the broader market-5.000.005.0010.0015.0020.0025.002.21-1.02
DDOG
MDB

The current DDOG Sharpe Ratio is 0.63, which is higher than the MDB Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of DDOG and MDB, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.63
-0.68
DDOG
MDB

Dividends

DDOG vs. MDB - Dividend Comparison

Neither DDOG nor MDB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DDOG vs. MDB - Drawdown Comparison

The maximum DDOG drawdown since its inception was -68.11%, smaller than the maximum MDB drawdown of -76.52%. Use the drawdown chart below to compare losses from any high point for DDOG and MDB. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-23.96%
-58.01%
DDOG
MDB

Volatility

DDOG vs. MDB - Volatility Comparison

The current volatility for Datadog, Inc. (DDOG) is 15.40%, while MongoDB, Inc. (MDB) has a volatility of 26.32%. This indicates that DDOG experiences smaller price fluctuations and is considered to be less risky than MDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
15.40%
26.32%
DDOG
MDB

Financials

DDOG vs. MDB - Financials Comparison

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