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

Performance

DUOL vs. DDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Duolingo, Inc. (DUOL) 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%JuneJulyAugustSeptemberOctoberNovember
97.30%
25.27%
DUOL
DDOG

Returns By Period

In the year-to-date period, DUOL achieves a 55.16% return, which is significantly higher than DDOG's 27.56% return.


DUOL

YTD

55.16%

1M

25.08%

6M

97.29%

1Y

58.93%

5Y (annualized)

N/A

10Y (annualized)

N/A

DDOG

YTD

27.56%

1M

24.97%

6M

25.27%

1Y

37.18%

5Y (annualized)

29.40%

10Y (annualized)

N/A

Fundamentals


DUOLDDOG
Market Cap$14.17B$46.02B
EPS$1.84$0.56
PE Ratio175.04241.88
Total Revenue (TTM)$689.46M$2.54B
Gross Profit (TTM)$500.41M$2.06B
EBITDA (TTM)$60.20M$89.06M

Key characteristics


DUOLDDOG
Sharpe Ratio1.161.05
Sortino Ratio1.831.51
Omega Ratio1.241.20
Calmar Ratio1.690.82
Martin Ratio3.663.57
Ulcer Index16.70%10.68%
Daily Std Dev52.74%36.44%
Max Drawdown-68.92%-68.11%
Current Drawdown0.00%-21.23%

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Correlation

-0.50.00.51.00.5

The correlation between DUOL and DDOG is 0.47, 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.

Risk-Adjusted Performance

DUOL vs. DDOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Duolingo, Inc. (DUOL) 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 DUOL, currently valued at 1.16, compared to the broader market-4.00-2.000.002.004.001.161.05
The chart of Sortino ratio for DUOL, currently valued at 1.83, compared to the broader market-4.00-2.000.002.004.001.831.51
The chart of Omega ratio for DUOL, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.20
The chart of Calmar ratio for DUOL, currently valued at 1.69, compared to the broader market0.002.004.006.001.690.82
The chart of Martin ratio for DUOL, currently valued at 3.66, compared to the broader market0.0010.0020.0030.003.663.57
DUOL
DDOG

The current DUOL Sharpe Ratio is 1.16, which is comparable to the DDOG Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of DUOL 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.16
1.05
DUOL
DDOG

Dividends

DUOL vs. DDOG - Dividend Comparison

Neither DUOL nor DDOG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DUOL vs. DDOG - Drawdown Comparison

The maximum DUOL drawdown since its inception was -68.92%, roughly equal to the maximum DDOG drawdown of -68.11%. Use the drawdown chart below to compare losses from any high point for DUOL and DDOG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-21.23%
DUOL
DDOG

Volatility

DUOL vs. DDOG - Volatility Comparison

The current volatility for Duolingo, Inc. (DUOL) is 12.44%, while Datadog, Inc. (DDOG) has a volatility of 14.10%. This indicates that DUOL 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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
12.44%
14.10%
DUOL
DDOG

Financials

DUOL vs. DDOG - Financials Comparison

This section allows you to compare key financial metrics between Duolingo, 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