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

Key characteristics


ESTCMDB
YTD Return-6.88%-14.46%
1Y Return57.42%22.75%
3Y Return (Ann)-3.37%6.63%
5Y Return (Ann)4.81%20.15%
Sharpe Ratio1.000.50
Daily Std Dev57.34%52.03%
Max Drawdown-74.33%-76.52%
Current Drawdown-43.81%-40.22%

Fundamentals


ESTCMDB
Market Cap$11.10B$27.20B
EPS$0.52-$2.48
PEG Ratio0.891.67
Revenue (TTM)$1.21B$1.68B
Gross Profit (TTM)$773.21M$934.74M
EBITDA (TTM)-$100.37M-$210.82M

Correlation

-0.50.00.51.00.7

The correlation between ESTC and MDB is 0.69, 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. MDB - Performance Comparison

In the year-to-date period, ESTC achieves a -6.88% return, which is significantly higher than MDB's -14.46% 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%100.00%200.00%300.00%400.00%500.00%600.00%December2024FebruaryMarchAprilMay
49.93%
380.74%
ESTC
MDB

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.

MongoDB, Inc.

Risk-Adjusted Performance

ESTC vs. MDB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Elastic N.V. (ESTC) and MongoDB, Inc. (MDB). 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 1.00, compared to the broader market-2.00-1.000.001.002.003.004.001.00
Sortino ratio
The chart of Sortino ratio for ESTC, currently valued at 2.12, compared to the broader market-4.00-2.000.002.004.006.002.12
Omega ratio
The chart of Omega ratio for ESTC, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for ESTC, currently valued at 0.83, compared to the broader market0.002.004.006.000.83
Martin ratio
The chart of Martin ratio for ESTC, currently valued at 4.31, compared to the broader market-10.000.0010.0020.0030.004.31
MDB
Sharpe ratio
The chart of Sharpe ratio for MDB, currently valued at 0.50, compared to the broader market-2.00-1.000.001.002.003.004.000.50
Sortino ratio
The chart of Sortino ratio for MDB, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.006.001.19
Omega ratio
The chart of Omega ratio for MDB, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for MDB, currently valued at 0.50, compared to the broader market0.002.004.006.000.50
Martin ratio
The chart of Martin ratio for MDB, currently valued at 1.53, compared to the broader market-10.000.0010.0020.0030.001.53

ESTC vs. MDB - Sharpe Ratio Comparison

The current ESTC Sharpe Ratio is 1.00, which is higher than the MDB Sharpe Ratio of 0.50. The chart below compares the 12-month rolling Sharpe Ratio of ESTC and MDB.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.00
0.50
ESTC
MDB

Dividends

ESTC vs. MDB - Dividend Comparison

Neither ESTC nor MDB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ESTC vs. MDB - Drawdown Comparison

The maximum ESTC drawdown since its inception was -74.33%, roughly equal to the maximum MDB drawdown of -76.52%. Use the drawdown chart below to compare losses from any high point for ESTC and MDB. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%December2024FebruaryMarchAprilMay
-43.81%
-40.22%
ESTC
MDB

Volatility

ESTC vs. MDB - Volatility Comparison

The current volatility for Elastic N.V. (ESTC) is 8.13%, while MongoDB, Inc. (MDB) has a volatility of 9.81%. This indicates that ESTC experiences smaller price fluctuations and is considered to be less risky than MDB 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
8.13%
9.81%
ESTC
MDB

Financials

ESTC vs. MDB - Financials Comparison

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