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DDOG vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

DDOG vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Datadog, Inc. (DDOG) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DDOG

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

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDOG vs. USD=X - 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%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

DDOG vs. USD=X — 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

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Datadog, Inc. (DDOG) and USD Cash (USD=X). 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.


DDOGUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

1.81

Martin ratioReturn relative to average drawdown

3.53

DDOG vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

DDOG vs. USD=X - Drawdown Comparison

The maximum DDOG drawdown since its inception was -68.11%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DDOG and USD=X.


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Drawdown Indicators


DDOGUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-68.11%

0.00%

-68.11%

Max Drawdown (1Y)

Largest decline over 1 year

-48.62%

0.00%

-48.62%

Max Drawdown (3Y)

Largest decline over 3 years

-48.62%

0.00%

-48.62%

Max Drawdown (5Y)

Largest decline over 5 years

-68.11%

0.00%

-68.11%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

-17.15%

0.00%

-17.15%

Average Drawdown

Average peak-to-trough decline

-30.96%

0.00%

-30.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.87%

0.00%

+24.87%

Volatility

DDOG vs. USD=X - Volatility Comparison

Datadog, Inc. (DDOG) has a higher volatility of 19.12% compared to USD Cash (USD=X) at 0.00%. This indicates that DDOG's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDOGUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.12%

0.00%

+19.12%

Volatility (6M)

Calculated over the trailing 6-month period

50.53%

0.00%

+50.53%

Volatility (1Y)

Calculated over the trailing 1-year period

65.62%

0.00%

+65.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.24%

0.00%

+58.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.05%

0.00%

+60.05%

Frequently Asked Questions


DDOG has higher volatility (19.12%) compared to USD=X (0.00%). In terms of maximum drawdown, DDOG dropped -68.11% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for DDOG and USD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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