PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DOCS vs. DDOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DOCS and DDOG is 0.44, 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.


-0.50.00.51.00.4

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.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
9.11%
40.42%
DOCS
DDOG

Key characteristics

Sharpe Ratio

DOCS:

1.74

DDOG:

0.63

Sortino Ratio

DOCS:

3.79

DDOG:

1.07

Omega Ratio

DOCS:

1.47

DDOG:

1.14

Calmar Ratio

DOCS:

1.45

DDOG:

0.51

Martin Ratio

DOCS:

9.41

DDOG:

2.21

Ulcer Index

DOCS:

11.97%

DDOG:

10.82%

Daily Std Dev

DOCS:

64.71%

DDOG:

37.79%

Max Drawdown

DOCS:

-80.53%

DDOG:

-68.11%

Current Drawdown

DOCS:

-43.32%

DDOG:

-23.96%

Fundamentals

Market Cap

DOCS:

$9.84B

DDOG:

$53.31B

EPS

DOCS:

$0.87

DDOG:

$0.55

PE Ratio

DOCS:

60.57

DDOG:

285.29

PEG Ratio

DOCS:

2.42

DDOG:

0.98

Total Revenue (TTM)

DOCS:

$516.85M

DDOG:

$2.54B

Gross Profit (TTM)

DOCS:

$464.87M

DDOG:

$2.06B

EBITDA (TTM)

DOCS:

$212.34M

DDOG:

$89.06M

Returns By Period

In the year-to-date period, DOCS achieves a 106.24% return, which is significantly higher than DDOG's 23.13% return.


DOCS

YTD

106.24%

1M

15.89%

6M

110.14%

1Y

106.17%

5Y*

N/A

10Y*

N/A

DDOG

YTD

23.13%

1M

10.34%

6M

27.12%

1Y

22.03%

5Y*

31.21%

10Y*

N/A

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for DOCS, currently valued at 1.74, compared to the broader market-4.00-2.000.002.001.740.63
The chart of Sortino ratio for DOCS, currently valued at 3.79, compared to the broader market-4.00-2.000.002.004.003.791.07
The chart of Omega ratio for DOCS, currently valued at 1.47, compared to the broader market0.501.001.502.001.471.14
The chart of Calmar ratio for DOCS, currently valued at 1.45, compared to the broader market0.002.004.006.001.450.51
The chart of Martin ratio for DOCS, currently valued at 9.41, compared to the broader market-5.000.005.0010.0015.0020.0025.009.412.21
DOCS
DDOG

The current DOCS Sharpe Ratio is 1.74, which is higher than the DDOG Sharpe Ratio of 0.63. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.74
0.63
DOCS
DDOG

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. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-43.32%
-23.96%
DOCS
DDOG

Volatility

DOCS vs. DDOG - Volatility Comparison

The current volatility for Doximity, Inc. (DOCS) is 13.59%, while Datadog, Inc. (DDOG) has a volatility of 15.40%. This indicates that DOCS experiences smaller price fluctuations and is considered to be less risky than DDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
13.59%
15.40%
DOCS
DDOG

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab