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DDOG vs. SOBO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DDOG vs. SOBO.TO - Performance Comparison

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

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Different Trading Currencies

DDOG is traded in USD, while SOBO.TO is traded in CAD. To make them comparable, the SOBO.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DDOG achieves a 69.06% return, which is significantly higher than SOBO.TO's 40.32% return.


DDOG

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

SOBO.TO

1D
0.96%
1M
5.83%
YTD
40.32%
6M
44.41%
1Y
50.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDOG vs. SOBO.TO - Yearly Performance Comparison


2026 (YTD)20252024
DDOG
Datadog, Inc.
69.06%-4.83%21.81%
SOBO.TO
South Bow Corp
40.32%25.61%15.72%

Correlation

The correlation between DDOG and SOBO.TO is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2024

-0.05

Fundamentals

Market Cap

DDOG:

$83.85B

SOBO.TO:

CA$11.12B

EPS

DDOG:

$0.37

SOBO.TO:

$2.03

PE Ratio

DDOG:

615.76

SOBO.TO:

18.81

PEG Ratio

DDOG:

5.52

SOBO.TO:

3.47

PS Ratio

DDOG:

22.75

SOBO.TO:

4.37

PB Ratio

DDOG:

21.02

SOBO.TO:

2.99

Total Revenue (TTM)

DDOG:

$3.67B

SOBO.TO:

$1.82B

Gross Profit (TTM)

DDOG:

$2.93B

SOBO.TO:

$893.03M

EBITDA (TTM)

DDOG:

$173.48M

SOBO.TO:

$851.07M

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Return for Risk

DDOG vs. SOBO.TO — 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

SOBO.TO
SOBO.TO Risk / Return Rank: 9292
Overall Rank
SOBO.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SOBO.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOBO.TO Omega Ratio Rank: 9292
Omega Ratio Rank
SOBO.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
SOBO.TO Martin Ratio Rank: 9191
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. SOBO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Datadog, Inc. (DDOG) and South Bow Corp (SOBO.TO). 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.


DDOGSOBO.TODifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-0.98

Omega ratioGain probability vs. loss probability

1.30

1.41

-0.11

Calmar ratioReturn relative to maximum drawdown

1.81

3.99

-2.18

Martin ratioReturn relative to average drawdown

3.53

11.40

-7.88

DDOG vs. SOBO.TO - Sharpe Ratio Comparison

The current DDOG Sharpe Ratio is 1.34, which is lower than the SOBO.TO Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of DDOG and SOBO.TO, 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. SOBO.TO - Drawdown Comparison

The maximum DDOG drawdown since its inception was -68.11%, which is greater than SOBO.TO's maximum drawdown of -27.09%. Use the drawdown chart below to compare losses from any high point for DDOG and SOBO.TO.


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Drawdown Indicators


DDOGSOBO.TODifference

Max Drawdown

Largest peak-to-trough decline

-68.11%

-27.09%

-41.02%

Max Drawdown (1Y)

Largest decline over 1 year

-48.62%

-12.68%

-35.94%

Max Drawdown (3Y)

Largest decline over 3 years

-48.62%

Max Drawdown (5Y)

Largest decline over 5 years

-68.11%

Current Drawdown

Current decline from peak

-17.15%

-0.37%

-16.78%

Average Drawdown

Average peak-to-trough decline

-30.96%

-4.27%

-26.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.87%

4.44%

+20.43%

Volatility

DDOG vs. SOBO.TO - Volatility Comparison

Datadog, Inc. (DDOG) has a higher volatility of 19.12% compared to South Bow Corp (SOBO.TO) at 7.09%. This indicates that DDOG's price experiences larger fluctuations and is considered to be riskier than SOBO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDOGSOBO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.12%

7.09%

+12.03%

Volatility (6M)

Calculated over the trailing 6-month period

50.53%

14.83%

+35.70%

Volatility (1Y)

Calculated over the trailing 1-year period

65.62%

20.21%

+45.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.24%

44.59%

+13.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.05%

44.59%

+15.46%

Dividends

DDOG vs. SOBO.TO - Dividend Comparison

DDOG has not paid dividends to shareholders, while SOBO.TO's dividend yield for the trailing twelve months is around 5.18%.


PositionTTM20252024
DDOG
Datadog, Inc.
0.00%0.00%0.00%
SOBO.TO
South Bow Corp
5.18%7.37%2.12%

Financials

DDOG vs. SOBO.TO - Financials Comparison

This section allows you to compare key financial metrics between Datadog, Inc. and South Bow Corp. 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


200.00M400.00M600.00M800.00M1.00B20222023202420252026
1.01B
416.07M
(DDOG) Total Revenue
(SOBO.TO) Total Revenue
Values in USD except per share items

DDOG vs. SOBO.TO - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
79.2%
22.0%
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%.

SOBO.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, South Bow Corp reported a gross profit of 91.48M and revenue of 416.07M. Therefore, the gross margin over that period was 22.0%.

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%.

SOBO.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, South Bow Corp reported an operating income of 91.48M and revenue of 416.07M, resulting in an operating margin of 22.0%.

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%.

SOBO.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, South Bow Corp reported a net income of 75.74M and revenue of 416.07M, resulting in a net margin of 18.2%.


Frequently Asked Questions


DDOG and SOBO.TO have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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