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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.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%120.00%AugustSeptemberOctoberNovemberDecember2025
90.35%
16.27%
DOCS
DDOG

Key characteristics

Sharpe Ratio

DOCS:

1.26

DDOG:

0.26

Sortino Ratio

DOCS:

2.98

DDOG:

0.61

Omega Ratio

DOCS:

1.37

DDOG:

1.08

Calmar Ratio

DOCS:

1.06

DDOG:

0.21

Martin Ratio

DOCS:

6.67

DDOG:

0.85

Ulcer Index

DOCS:

12.35%

DDOG:

11.49%

Daily Std Dev

DOCS:

65.47%

DDOG:

37.43%

Max Drawdown

DOCS:

-80.53%

DDOG:

-68.11%

Current Drawdown

DOCS:

-47.34%

DDOG:

-29.59%

Fundamentals

Market Cap

DOCS:

$9.93B

DDOG:

$46.47B

EPS

DOCS:

$0.87

DDOG:

$0.55

PE Ratio

DOCS:

61.75

DDOG:

251.64

PEG Ratio

DOCS:

2.42

DDOG:

0.86

Total Revenue (TTM)

DOCS:

$381.57M

DDOG:

$1.95B

Gross Profit (TTM)

DOCS:

$341.77M

DDOG:

$1.57B

EBITDA (TTM)

DOCS:

$151.28M

DDOG:

$57.33M

Returns By Period

In the year-to-date period, DOCS achieves a 0.62% return, which is significantly higher than DDOG's -3.14% return.


DOCS

YTD

0.62%

1M

-2.65%

6M

90.36%

1Y

76.02%

5Y*

N/A

10Y*

N/A

DDOG

YTD

-3.14%

1M

-5.81%

6M

16.27%

1Y

6.21%

5Y*

27.50%

10Y*

N/A

*Annualized

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 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 8686
Overall Rank
The Sharpe Ratio Rank of DOCS is 8383
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 8080
Calmar Ratio Rank
The Martin Ratio Rank of DOCS is 8686
Martin Ratio Rank

DDOG
The Risk-Adjusted Performance Rank of DDOG is 5353
Overall Rank
The Sharpe Ratio Rank of DDOG is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of DDOG is 4949
Sortino Ratio Rank
The Omega Ratio Rank of DDOG is 4747
Omega Ratio Rank
The Calmar Ratio Rank of DDOG is 5656
Calmar Ratio Rank
The Martin Ratio Rank of DDOG is 5656
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.


Sharpe ratio
The chart of Sharpe ratio for DOCS, currently valued at 1.26, compared to the broader market-2.000.002.004.001.260.26
The chart of Sortino ratio for DOCS, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.002.980.61
The chart of Omega ratio for DOCS, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.08
The chart of Calmar ratio for DOCS, currently valued at 1.06, compared to the broader market0.002.004.006.001.060.21
The chart of Martin ratio for DOCS, currently valued at 6.67, compared to the broader market-10.000.0010.0020.0030.006.670.85
DOCS
DDOG

The current DOCS Sharpe Ratio is 1.26, which is higher than the DDOG Sharpe Ratio of 0.26. 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.26
0.26
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%AugustSeptemberOctoberNovemberDecember2025
-47.34%
-29.59%
DOCS
DDOG

Volatility

DOCS vs. DDOG - Volatility Comparison

Doximity, Inc. (DOCS) has a higher volatility of 14.59% compared to Datadog, Inc. (DDOG) at 7.65%. 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.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
14.59%
7.65%
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
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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.

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