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

Correlation

The correlation between DOCS and DDOG is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

DOCS vs. DDOG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DOCS:

1.16

DDOG:

0.01

Sortino Ratio

DOCS:

2.57

DDOG:

0.17

Omega Ratio

DOCS:

1.33

DDOG:

1.02

Calmar Ratio

DOCS:

1.09

DDOG:

-0.06

Martin Ratio

DOCS:

4.74

DDOG:

-0.16

Ulcer Index

DOCS:

17.20%

DDOG:

22.29%

Daily Std Dev

DOCS:

76.47%

DDOG:

41.20%

Max Drawdown

DOCS:

-80.53%

DDOG:

-68.11%

Current Drawdown

DOCS:

-48.94%

DDOG:

-40.03%

Fundamentals

Market Cap

DOCS:

$9.76B

DDOG:

$40.16B

EPS

DOCS:

$1.11

DDOG:

$0.47

PE Ratio

DOCS:

46.79

DDOG:

248.94

PEG Ratio

DOCS:

3.01

DDOG:

2.01

PS Ratio

DOCS:

17.10

DDOG:

14.17

PB Ratio

DOCS:

9.01

DDOG:

13.85

Total Revenue (TTM)

DOCS:

$570.40M

DDOG:

$2.83B

Gross Profit (TTM)

DOCS:

$514.53M

DDOG:

$2.27B

EBITDA (TTM)

DOCS:

$231.92M

DDOG:

$158.18M

Returns By Period

In the year-to-date period, DOCS achieves a -2.43% return, which is significantly higher than DDOG's -17.50% return.


DOCS

YTD

-2.43%

1M

-8.42%

6M

-1.72%

1Y

87.71%

3Y*

14.18%

5Y*

N/A

10Y*

N/A

DDOG

YTD

-17.50%

1M

15.39%

6M

-22.83%

1Y

0.37%

3Y*

7.31%

5Y*

10.59%

10Y*

N/A

*Annualized

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Doximity, Inc.

Datadog, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DOCS vs. DDOG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DOCS
The Risk-Adjusted Performance Rank of DOCS is 8787
Overall Rank
The Sharpe Ratio Rank of DOCS is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of DOCS is 9191
Sortino Ratio Rank
The Omega Ratio Rank of DOCS is 8989
Omega Ratio Rank
The Calmar Ratio Rank of DOCS is 8484
Calmar Ratio Rank
The Martin Ratio Rank of DOCS is 8585
Martin Ratio Rank

DDOG
The Risk-Adjusted Performance Rank of DDOG is 4545
Overall Rank
The Sharpe Ratio Rank of DDOG is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of DDOG is 4141
Sortino Ratio Rank
The Omega Ratio Rank of DDOG is 4040
Omega Ratio Rank
The Calmar Ratio Rank of DDOG is 4747
Calmar Ratio Rank
The Martin Ratio Rank of DDOG is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DOCS vs. DDOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Doximity, Inc. (DOCS) and Datadog, Inc. (DDOG). 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.


The current DOCS Sharpe Ratio is 1.16, which is higher than the DDOG Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of DOCS and DDOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DOCS vs. DDOG - Dividend Comparison

Neither DOCS nor DDOG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DOCS vs. DDOG - Drawdown Comparison

The maximum DOCS drawdown since its inception was -80.53%, which is greater than DDOG's maximum drawdown of -68.11%. Use the drawdown chart below to compare losses from any high point for DOCS and DDOG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DOCS vs. DDOG - Volatility Comparison

Doximity, Inc. (DOCS) has a higher volatility of 14.13% compared to Datadog, Inc. (DDOG) at 9.17%. This indicates that DOCS's price experiences larger fluctuations and is considered to be riskier than DDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

DOCS vs. DDOG - Financials Comparison

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


0.00200.00M400.00M600.00M800.00M20212022202320242025
138.29M
761.55M
(DOCS) Total Revenue
(DDOG) Total Revenue
Values in USD except per share items

DOCS vs. DDOG - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

75.0%80.0%85.0%90.0%20212022202320242025
89.5%
79.3%
(DOCS) Gross Margin
(DDOG) Gross Margin
DOCS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Doximity, Inc. reported a gross profit of 123.82M and revenue of 138.29M. Therefore, the gross margin over that period was 89.5%.

DDOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Datadog, Inc. reported a gross profit of 603.93M and revenue of 761.55M. Therefore, the gross margin over that period was 79.3%.

DOCS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Doximity, Inc. reported an operating income of 48.68M and revenue of 138.29M, resulting in an operating margin of 35.2%.

DDOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Datadog, Inc. reported an operating income of -12.42M and revenue of 761.55M, resulting in an operating margin of -1.6%.

DOCS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Doximity, Inc. reported a net income of 62.46M and revenue of 138.29M, resulting in a net margin of 45.2%.

DDOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Datadog, Inc. reported a net income of 24.64M and revenue of 761.55M, resulting in a net margin of 3.2%.