ERIC vs. DDOG
Compare and contrast key facts about Telefonaktiebolaget LM Ericsson (publ) (ERIC) and Datadog, Inc. (DDOG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ERIC or DDOG.
Correlation
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.
Maximize Your Portfolio’s Potential
Does your portfolio have the optimal asset allocation aligned with your goals? Find it out with our portfolio optimizer
Try portfolio optimization nowPerformance
ERIC vs. DDOG - Performance Comparison
Key characteristics
ERIC:
1.42
DDOG:
0.51
ERIC:
2.14
DDOG:
0.92
ERIC:
1.27
DDOG:
1.12
ERIC:
0.43
DDOG:
0.41
ERIC:
5.07
DDOG:
1.70
ERIC:
8.01%
DDOG:
11.16%
ERIC:
28.58%
DDOG:
37.33%
ERIC:
-98.60%
DDOG:
-68.11%
ERIC:
-88.28%
DDOG:
-27.82%
Fundamentals
ERIC:
$27.68B
DDOG:
$48.20B
ERIC:
-$0.04
DDOG:
$0.55
ERIC:
3.53
DDOG:
0.89
ERIC:
$174.97B
DDOG:
$1.95B
ERIC:
$77.25B
DDOG:
$1.57B
ERIC:
$33.43B
DDOG:
$107.74M
Returns By Period
In the year-to-date period, ERIC achieves a 3.10% return, which is significantly higher than DDOG's -0.71% return.
ERIC
3.10%
-0.12%
32.35%
40.35%
2.49%
-0.97%
DDOG
-0.71%
-8.41%
11.55%
18.05%
28.82%
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
ERIC vs. DDOG — Risk-Adjusted Performance Rank
ERIC
DDOG
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.
Dividends
ERIC vs. DDOG - Dividend Comparison
ERIC's dividend yield for the trailing twelve months is around 3.15%, while DDOG has not paid dividends to shareholders.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Telefonaktiebolaget LM Ericsson (publ) | 3.15% | 3.25% | 4.05% | 4.27% | 2.18% | 1.36% | 1.24% | 1.42% | 1.68% | 7.36% | 4.10% | 3.82% |
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.
Volatility
ERIC vs. DDOG - Volatility Comparison
The current volatility for Telefonaktiebolaget LM Ericsson (publ) (ERIC) is 4.14%, while Datadog, Inc. (DDOG) has a volatility of 9.03%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities
User Portfolios with ERIC or DDOG
Recent discussions
How is Sharpe ratio calculated?
The highest sharpe ratio portfolioi in User portfolios holds only ultrashort treasuries and show a sharpe ratio of 7+. But my understanding is the Sharpe ratio is the return less the risk-free rate divided by the standard deviation of returns. But short-term treasuries ARE the risk free rate, so the Sharpe ratio should be zero since the risk free rate minus the risk free rate is zero. So are you simply ignoring the risk-free rate and dividing returns by the standard deviation???
Addendum:
Just input my portfolio and asked that your site optimize it for Sharpe ratio. I have ready cash in USFR, and ETF that holds US floating rate notes exclusively. The optimization recommended I put over 99% in USFR. However, the interest rate on floating rate notes is based on the three month treasury, so again, USFR has a Sharpe ratio of zero! Please correct this!
Bob Peticolas
Filtering portfolio screening columns
Bee Zee
Additions to Wishlist: Monte-Carlo Simulations
Hello Dmitry,
Is it possible to add Monte-Carlo simulations to the list of available tools? Since Portfolioslab doesn't have it, I need to use some other Websites just to run Monte-Carlos of my portfolios. Thank you!
Investing_4Fun