DDOG vs. TWLO
DDOG (Datadog, Inc.) and TWLO (Twilio Inc.) are both stocks. DDOG operates in Software - Application (Technology), while TWLO operates in Internet Content & Information (Communication Services). Over the past 5 years, DDOG returned 20.36%/yr vs -7.54%/yr for TWLO. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
DDOG vs. TWLO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DDOG achieves a 70.37% return, which is significantly higher than TWLO's 49.42% return.
DDOG
- 1D
- -1.04%
- 1M
- 15.75%
- YTD
- 70.37%
- 6M
- 50.17%
- 1Y
- 89.65%
- 3Y*
- 34.31%
- 5Y*
- 20.36%
- 10Y*
- —
TWLO
- 1D
- -5.95%
- 1M
- 5.37%
- YTD
- 49.42%
- 6M
- 63.33%
- 1Y
- 74.60%
- 3Y*
- 49.28%
- 5Y*
- -7.54%
- 10Y*
- —
DDOG vs. TWLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DDOG Datadog, Inc. | 70.37% | -4.83% | 17.72% | 65.14% | -58.73% | 80.93% | 160.56% | 0.61% |
TWLO Twilio Inc. | 49.42% | 31.61% | 42.45% | 54.96% | -81.41% | -22.20% | 244.42% | -14.62% |
Correlation
The correlation between DDOG and TWLO is 0.58, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2019 | 0.61 |
The correlation between DDOG and TWLO has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.
Fundamentals
DDOG:
$84.50B
TWLO:
$33.53B
DDOG:
$0.37
TWLO:
$0.66
DDOG:
620.53
TWLO:
321.50
DDOG:
22.93
TWLO:
6.30
DDOG:
21.19
TWLO:
4.31
DDOG:
$3.67B
TWLO:
$5.30B
DDOG:
$2.93B
TWLO:
$2.59B
DDOG:
$173.48M
TWLO:
$304.06M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DDOG vs. TWLO — Risk / Return Rank
DDOG
TWLO
DDOG vs. TWLO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Datadog, Inc. (DDOG) and Twilio Inc. (TWLO). 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 | TWLO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.27 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 2.47 | -0.62 |
| Martin ratioReturn relative to average drawdown | 3.63 | 5.64 | -2.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DDOG | TWLO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.24 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | -0.13 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.37 | +0.15 |
Drawdowns
DDOG vs. TWLO - Drawdown Comparison
The maximum DDOG drawdown since its inception was -68.11%, smaller than the maximum TWLO drawdown of -90.36%. Use the drawdown chart below to compare losses from any high point for DDOG and TWLO.
Loading charts...
Drawdown Indicators
| DDOG | TWLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.11% | -90.36% | +22.25% |
Max Drawdown (1Y)Largest decline over 1 year | -48.62% | -30.34% | -18.28% |
Max Drawdown (3Y)Largest decline over 3 years | -48.62% | -45.17% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -68.11% | -89.57% | +21.46% |
Current DrawdownCurrent decline from peak | -16.51% | -52.08% | +35.57% |
Average DrawdownAverage peak-to-trough decline | -30.87% | -49.52% | +18.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.77% | 13.27% | +11.50% |
Volatility
DDOG vs. TWLO - Volatility Comparison
The current volatility for Datadog, Inc. (DDOG) is 19.53%, while Twilio Inc. (TWLO) has a volatility of 22.30%. This indicates that DDOG experiences smaller price fluctuations and is considered to be less risky than TWLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DDOG | TWLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.53% | 22.30% | -2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 50.44% | 43.19% | +7.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.67% | 60.55% | +5.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.25% | 59.36% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.06% | 60.77% | -0.71% |
Dividends
DDOG vs. TWLO - Dividend Comparison
Neither DDOG nor TWLO has paid dividends to shareholders.
Financials
DDOG vs. TWLO - Financials Comparison
This section allows you to compare key financial metrics between Datadog, Inc. and Twilio 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. TWLO - 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%.
TWLO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Twilio Inc. reported a gross profit of 684.24M and revenue of 1.41B. Therefore, the gross margin over that period was 48.6%.
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%.
TWLO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Twilio Inc. reported an operating income of 107.67M and revenue of 1.41B, resulting in an operating margin of 7.7%.
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%.
TWLO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Twilio Inc. reported a net income of 90.14M and revenue of 1.41B, resulting in a net margin of 6.4%.
Frequently Asked Questions
DDOG and TWLO have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TWLO has higher volatility (22.30%) compared to DDOG (19.53%). In terms of maximum drawdown, DDOG dropped -68.11% vs TWLO's -90.36%.
DDOG currently has the higher Sharpe Ratio (1.38 vs 1.24), 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.
Find the right allocation for DDOG and TWLO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer