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

Performance

ERIC vs. DDOG - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
42.17%
3.86%
ERIC
DDOG

Returns By Period

In the year-to-date period, ERIC achieves a 33.31% return, which is significantly higher than DDOG's 3.78% return.


ERIC

YTD

33.31%

1M

-5.18%

6M

42.16%

1Y

70.70%

5Y (annualized)

0.92%

10Y (annualized)

-1.65%

DDOG

YTD

3.78%

1M

-1.68%

6M

3.86%

1Y

15.00%

5Y (annualized)

26.92%

10Y (annualized)

N/A

Fundamentals


ERICDDOG
Market Cap$26.47B$42.84B
EPS-$0.04$0.55
PEG Ratio3.530.80
Total Revenue (TTM)$246.85B$2.54B
Gross Profit (TTM)$106.81B$2.06B
EBITDA (TTM)$43.67B$89.06M

Key characteristics


ERICDDOG
Sharpe Ratio2.490.45
Sortino Ratio3.380.79
Omega Ratio1.431.11
Calmar Ratio0.790.33
Martin Ratio8.481.45
Ulcer Index8.68%10.68%
Daily Std Dev29.51%34.74%
Max Drawdown-98.60%-68.11%
Current Drawdown-88.64%-35.91%

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Correlation

-0.50.00.51.00.3

The correlation between ERIC and DDOG is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

ERIC vs. DDOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Telefonaktiebolaget LM Ericsson (publ) (ERIC) 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 ERIC, currently valued at 2.49, compared to the broader market-4.00-2.000.002.004.002.490.45
The chart of Sortino ratio for ERIC, currently valued at 3.38, compared to the broader market-4.00-2.000.002.004.003.380.79
The chart of Omega ratio for ERIC, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.11
The chart of Calmar ratio for ERIC, currently valued at 1.18, compared to the broader market0.002.004.006.001.180.33
The chart of Martin ratio for ERIC, currently valued at 8.48, compared to the broader market-10.000.0010.0020.0030.008.481.45
ERIC
DDOG

The current ERIC Sharpe Ratio is 2.49, which is higher than the DDOG Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of ERIC 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.49
0.45
ERIC
DDOG

Dividends

ERIC vs. DDOG - Dividend Comparison

ERIC's dividend yield for the trailing twelve months is around 3.25%, while DDOG has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ERIC
Telefonaktiebolaget LM Ericsson (publ)
3.25%4.05%4.27%2.18%1.36%1.24%1.42%1.68%7.36%4.10%3.82%3.54%
DDOG
Datadog, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ERIC vs. DDOG - Drawdown Comparison

The maximum ERIC drawdown since its inception was -98.60%, which is greater than DDOG's maximum drawdown of -68.11%. Use the drawdown chart below to compare losses from any high point for ERIC and DDOG. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-35.72%
-35.91%
ERIC
DDOG

Volatility

ERIC vs. DDOG - Volatility Comparison

The current volatility for Telefonaktiebolaget LM Ericsson (publ) (ERIC) is 4.70%, while Datadog, Inc. (DDOG) has a volatility of 10.33%. This indicates that ERIC 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
4.70%
10.33%
ERIC
DDOG

Financials

ERIC vs. DDOG - Financials Comparison

This section allows you to compare key financial metrics between Telefonaktiebolaget LM Ericsson (publ) 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