DDOG vs. RBRK
DDOG (Datadog, Inc.) and RBRK (Rubrik, Inc.) are both stocks. Both are in the Technology sector — DDOG in Software - Application, RBRK in Software - Infrastructure. Over the past year, DDOG returned 89.65% vs -26.74% for RBRK. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
DDOG vs. RBRK - Performance Comparison
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Returns By Period
In the year-to-date period, DDOG achieves a 70.37% return, which is significantly higher than RBRK's -6.21% return.
DDOG
- 1D
- -1.04%
- 1M
- 15.75%
- YTD
- 70.37%
- 6M
- 50.17%
- 1Y
- 89.65%
- 3Y*
- 34.31%
- 5Y*
- 20.36%
- 10Y*
- —
RBRK
- 1D
- -2.29%
- 1M
- 15.06%
- YTD
- -6.21%
- 6M
- -19.49%
- 1Y
- -26.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DDOG vs. RBRK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DDOG Datadog, Inc. | 70.37% | -4.83% | 12.45% |
RBRK Rubrik, Inc. | -6.21% | 17.01% | 69.33% |
Correlation
The correlation between DDOG and RBRK is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2024 | 0.57 |
The correlation between DDOG and RBRK has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.
Fundamentals
DDOG:
$84.50B
RBRK:
$14.61B
DDOG:
$0.37
RBRK:
-$1.45
DDOG:
22.93
RBRK:
9.99
DDOG:
$3.67B
RBRK:
$1.42B
DDOG:
$2.93B
RBRK:
$1.15B
DDOG:
$173.48M
RBRK:
-$275.30M
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Return for Risk
DDOG vs. RBRK — Risk / Return Rank
DDOG
RBRK
DDOG vs. RBRK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Datadog, Inc. (DDOG) and Rubrik, Inc. (RBRK). 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.
| DDOG | RBRK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.80 | ||
| Sortino ratioReturn per unit of downside risk | +2.73 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.97 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | -0.48 | +2.34 |
| Martin ratioReturn relative to average drawdown | 3.63 | -0.89 | +4.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DDOG | RBRK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | -0.43 | +1.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.58 | -0.06 |
Drawdowns
DDOG vs. RBRK - Drawdown Comparison
The maximum DDOG drawdown since its inception was -68.11%, which is greater than RBRK's maximum drawdown of -56.08%. Use the drawdown chart below to compare losses from any high point for DDOG and RBRK.
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Drawdown Indicators
| DDOG | RBRK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.11% | -56.08% | -12.03% |
Max Drawdown (1Y)Largest decline over 1 year | -48.62% | -55.52% | +6.90% |
Max Drawdown (3Y)Largest decline over 3 years | -48.62% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -68.11% | — | — |
Current DrawdownCurrent decline from peak | -16.51% | -28.08% | +11.57% |
Average DrawdownAverage peak-to-trough decline | -30.87% | -18.55% | -12.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.77% | 30.44% | -5.67% |
Volatility
DDOG vs. RBRK - Volatility Comparison
Datadog, Inc. (DDOG) and Rubrik, Inc. (RBRK) have volatilities of 19.53% and 20.05%, 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.
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Volatility by Period
| DDOG | RBRK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.53% | 20.05% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 50.44% | 49.12% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.67% | 63.09% | +2.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.25% | 64.32% | -6.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.06% | 64.32% | -4.26% |
Dividends
DDOG vs. RBRK - Dividend Comparison
Neither DDOG nor RBRK has paid dividends to shareholders.
Financials
DDOG vs. RBRK - Financials Comparison
This section allows you to compare key financial metrics between Datadog, Inc. and Rubrik, 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.
Total Revenue: Total amount of money received from sales and other business activities
DDOG vs. RBRK - Profitability Comparison
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%.
RBRK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rubrik, Inc. reported a gross profit of 311.78M and revenue of 387.07M. Therefore, the gross margin over that period was 80.6%.
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%.
RBRK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rubrik, Inc. reported an operating income of -52.63M and revenue of 387.07M, resulting in an operating margin of -13.6%.
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%.
RBRK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rubrik, Inc. reported a net income of -41.85M and revenue of 387.07M, resulting in a net margin of -10.8%.
Frequently Asked Questions
DDOG and RBRK have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RBRK has higher volatility (20.05%) compared to DDOG (19.53%). In terms of maximum drawdown, DDOG dropped -68.11% vs RBRK's -56.08%.
DDOG currently has the higher Sharpe Ratio (1.38 vs -0.43), 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.
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