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

Performance

DDOG vs. MO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Datadog, Inc. (DDOG) and Altria Group, Inc. (MO). 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 MO's 26.86% return.


DDOG

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

MO

1D
0.74%
1M
0.56%
YTD
26.86%
6M
26.78%
1Y
28.51%
3Y*
25.73%
5Y*
16.36%
10Y*
7.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDOG vs. MO - 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%
MO
Altria Group, Inc.
26.86%18.17%40.76%-3.70%4.37%24.18%-10.21%24.23%

Correlation

The correlation between DDOG and MO is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.24

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

-0.11

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

-0.09

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

-0.03

Over the past year, the inverse relationship between DDOG and MO has strengthened: their correlation has moved from -0.03 to -0.24, meaning they now move in opposite directions more often than their long-term average.

Fundamentals

Market Cap

DDOG:

$83.85B

MO:

$120.36B

EPS

DDOG:

$0.37

MO:

$4.79

PE Ratio

DDOG:

615.76

MO:

15.00

PEG Ratio

DDOG:

5.52

MO:

0.32

PS Ratio

DDOG:

22.75

MO:

5.54

Total Revenue (TTM)

DDOG:

$3.67B

MO:

$21.82B

Gross Profit (TTM)

DDOG:

$2.93B

MO:

$14.80B

EBITDA (TTM)

DDOG:

$173.48M

MO:

$11.70B

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Return for Risk

DDOG vs. MO — 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

MO
MO Risk / Return Rank: 7575
Overall Rank
MO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MO Sortino Ratio Rank: 7373
Sortino Ratio Rank
MO Omega Ratio Rank: 7575
Omega Ratio Rank
MO Calmar Ratio Rank: 7474
Calmar Ratio Rank
MO Martin Ratio Rank: 7575
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. MO - Risk-Adjusted Trends Comparison

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


DDOGMODifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.30

1.24

+0.06

Calmar ratioReturn relative to maximum drawdown

1.81

1.75

+0.06

Martin ratioReturn relative to average drawdown

3.53

4.39

-0.87

DDOG vs. MO - Sharpe Ratio Comparison

The current DDOG Sharpe Ratio is 1.34, which is comparable to the MO Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of DDOG and MO, 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. MO - Drawdown Comparison

The maximum DDOG drawdown since its inception was -68.11%, roughly equal to the maximum MO drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for DDOG and MO.


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Drawdown Indicators


DDOGMODifference

Max Drawdown

Largest peak-to-trough decline

-68.11%

-65.43%

-2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-48.62%

-16.40%

-32.22%

Max Drawdown (3Y)

Largest decline over 3 years

-48.62%

-16.40%

-32.22%

Max Drawdown (5Y)

Largest decline over 5 years

-68.11%

-25.83%

-42.28%

Max Drawdown (10Y)

Largest decline over 10 years

-53.69%

Current Drawdown

Current decline from peak

-17.15%

-3.50%

-13.65%

Average Drawdown

Average peak-to-trough decline

-30.96%

-11.92%

-19.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.87%

6.50%

+18.37%

Volatility

DDOG vs. MO - Volatility Comparison

Datadog, Inc. (DDOG) has a higher volatility of 19.12% compared to Altria Group, Inc. (MO) at 6.71%. This indicates that DDOG's price experiences larger fluctuations and is considered to be riskier than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDOGMODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.12%

6.71%

+12.41%

Volatility (6M)

Calculated over the trailing 6-month period

50.53%

17.60%

+32.93%

Volatility (1Y)

Calculated over the trailing 1-year period

65.62%

22.59%

+43.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.24%

20.68%

+37.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.05%

22.97%

+37.08%

Dividends

DDOG vs. MO - Dividend Comparison

DDOG has not paid dividends to shareholders, while MO's dividend yield for the trailing twelve months is around 5.84%.


PositionTTM20252024202320222021202020192018201720162015
DDOG
Datadog, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MO
Altria Group, Inc.
5.84%7.21%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%

Financials

DDOG vs. MO - Financials Comparison

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


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
1.01B
5.43B
(DDOG) Total Revenue
(MO) Total Revenue
Values in USD except per share items

DDOG vs. MO - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

65.0%70.0%75.0%80.0%20222023202420252026
79.2%
64.6%
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%.

MO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported a gross profit of 3.51B and revenue of 5.43B. Therefore, the gross margin over that period was 64.6%.

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%.

MO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported an operating income of 2.96B and revenue of 5.43B, resulting in an operating margin of 54.5%.

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%.

MO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Altria Group, Inc. reported a net income of 2.18B and revenue of 5.43B, resulting in a net margin of 40.2%.


Frequently Asked Questions


DDOG and MO have a correlation of -0.24, 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 MO (6.71%). In terms of maximum drawdown, DDOG dropped -68.11% vs MO's -65.43%.

DDOG currently has the higher Sharpe Ratio (1.34 vs 1.27), 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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