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

Key characteristics


ESTCDDOG
YTD Return-4.29%1.13%
1Y Return61.44%31.89%
3Y Return (Ann)-1.68%11.35%
Sharpe Ratio1.120.62
Daily Std Dev57.31%49.84%
Max Drawdown-74.33%-68.11%
Current Drawdown-42.25%-37.55%

Fundamentals


ESTCDDOG
Market Cap$11.10B$40.16B
EPS$0.52$0.34
PE Ratio211.69353.15
PEG Ratio0.891.19
Revenue (TTM)$1.21B$2.26B
Gross Profit (TTM)$773.21M$1.33B
EBITDA (TTM)-$100.37M$52.55M

Correlation

-0.50.00.51.00.7

The correlation between ESTC and DDOG is 0.67, 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.

Performance

ESTC vs. DDOG - Performance Comparison

In the year-to-date period, ESTC achieves a -4.29% return, which is significantly lower than DDOG's 1.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%December2024FebruaryMarchAprilMay
15.11%
226.90%
ESTC
DDOG

Compare stocks, funds, or ETFs

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


Elastic N.V.

Datadog, Inc.

Risk-Adjusted Performance

ESTC vs. DDOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Elastic N.V. (ESTC) 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.


ESTC
Sharpe ratio
The chart of Sharpe ratio for ESTC, currently valued at 1.12, compared to the broader market-2.00-1.000.001.002.003.001.12
Sortino ratio
The chart of Sortino ratio for ESTC, currently valued at 2.28, compared to the broader market-4.00-2.000.002.004.006.002.28
Omega ratio
The chart of Omega ratio for ESTC, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for ESTC, currently valued at 0.93, compared to the broader market0.002.004.006.000.93
Martin ratio
The chart of Martin ratio for ESTC, currently valued at 4.86, compared to the broader market-10.000.0010.0020.0030.004.86
DDOG
Sharpe ratio
The chart of Sharpe ratio for DDOG, currently valued at 0.62, compared to the broader market-2.00-1.000.001.002.003.000.62
Sortino ratio
The chart of Sortino ratio for DDOG, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.006.001.20
Omega ratio
The chart of Omega ratio for DDOG, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for DDOG, currently valued at 0.52, compared to the broader market0.002.004.006.000.52
Martin ratio
The chart of Martin ratio for DDOG, currently valued at 2.36, compared to the broader market-10.000.0010.0020.0030.002.36

ESTC vs. DDOG - Sharpe Ratio Comparison

The current ESTC Sharpe Ratio is 1.12, which is higher than the DDOG Sharpe Ratio of 0.62. The chart below compares the 12-month rolling Sharpe Ratio of ESTC and DDOG.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2024FebruaryMarchAprilMay
1.12
0.62
ESTC
DDOG

Dividends

ESTC vs. DDOG - Dividend Comparison

Neither ESTC nor DDOG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ESTC vs. DDOG - Drawdown Comparison

The maximum ESTC drawdown since its inception was -74.33%, which is greater than DDOG's maximum drawdown of -68.11%. Use the drawdown chart below to compare losses from any high point for ESTC and DDOG. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%December2024FebruaryMarchAprilMay
-42.25%
-37.55%
ESTC
DDOG

Volatility

ESTC vs. DDOG - Volatility Comparison

The current volatility for Elastic N.V. (ESTC) is 7.94%, while Datadog, Inc. (DDOG) has a volatility of 15.46%. This indicates that ESTC 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%30.00%December2024FebruaryMarchAprilMay
7.94%
15.46%
ESTC
DDOG

Financials

ESTC vs. DDOG - Financials Comparison

This section allows you to compare key financial metrics between Elastic N.V. 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