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

Key characteristics


DDOGSNOW
YTD Return0.57%-26.03%
1Y Return81.44%1.39%
3Y Return (Ann)10.92%-14.57%
Sharpe Ratio1.540.06
Daily Std Dev52.51%50.69%
Max Drawdown-68.11%-71.81%
Current Drawdown-37.90%-63.37%

Fundamentals


DDOGSNOW
Market Cap$39.85B$48.61B
EPS$0.14-$2.55
PEG Ratio1.193.06
Revenue (TTM)$2.13B$2.81B
Gross Profit (TTM)$1.33B$1.35B
EBITDA (TTM)$2.96M-$993.87M

Correlation

-0.50.00.51.00.7

The correlation between DDOG and SNOW is 0.70, 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.

Performance

DDOG vs. SNOW - Performance Comparison

In the year-to-date period, DDOG achieves a 0.57% return, which is significantly higher than SNOW's -26.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2024FebruaryMarchApril
42.47%
-0.94%
DDOG
SNOW

Compare stocks, funds, or ETFs

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


Datadog, Inc.

Snowflake Inc.

Risk-Adjusted Performance

DDOG vs. SNOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Datadog, Inc. (DDOG) and Snowflake Inc. (SNOW). 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
Sharpe ratio
The chart of Sharpe ratio for DDOG, currently valued at 1.54, compared to the broader market-2.00-1.000.001.002.003.001.54
Sortino ratio
The chart of Sortino ratio for DDOG, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.002.34
Omega ratio
The chart of Omega ratio for DDOG, currently valued at 1.34, compared to the broader market0.501.001.501.34
Calmar ratio
The chart of Calmar ratio for DDOG, currently valued at 1.19, compared to the broader market0.001.002.003.004.005.001.19
Martin ratio
The chart of Martin ratio for DDOG, currently valued at 6.37, compared to the broader market0.0010.0020.0030.006.37
SNOW
Sharpe ratio
The chart of Sharpe ratio for SNOW, currently valued at 0.06, compared to the broader market-2.00-1.000.001.002.003.000.06
Sortino ratio
The chart of Sortino ratio for SNOW, currently valued at 0.44, compared to the broader market-4.00-2.000.002.004.000.44
Omega ratio
The chart of Omega ratio for SNOW, currently valued at 1.06, compared to the broader market0.501.001.501.06
Calmar ratio
The chart of Calmar ratio for SNOW, currently valued at 0.05, compared to the broader market0.001.002.003.004.005.000.05
Martin ratio
The chart of Martin ratio for SNOW, currently valued at 0.19, compared to the broader market0.0010.0020.0030.000.19

DDOG vs. SNOW - Sharpe Ratio Comparison

The current DDOG Sharpe Ratio is 1.54, which is higher than the SNOW Sharpe Ratio of 0.06. The chart below compares the 12-month rolling Sharpe Ratio of DDOG and SNOW.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
1.54
0.06
DDOG
SNOW

Dividends

DDOG vs. SNOW - Dividend Comparison

Neither DDOG nor SNOW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DDOG vs. SNOW - Drawdown Comparison

The maximum DDOG drawdown since its inception was -68.11%, smaller than the maximum SNOW drawdown of -71.81%. Use the drawdown chart below to compare losses from any high point for DDOG and SNOW. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%NovemberDecember2024FebruaryMarchApril
-37.90%
-63.37%
DDOG
SNOW

Volatility

DDOG vs. SNOW - Volatility Comparison

Datadog, Inc. (DDOG) has a higher volatility of 8.55% compared to Snowflake Inc. (SNOW) at 8.12%. This indicates that DDOG's price experiences larger fluctuations and is considered to be riskier than SNOW 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%NovemberDecember2024FebruaryMarchApril
8.55%
8.12%
DDOG
SNOW

Financials

DDOG vs. SNOW - Financials Comparison

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