PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FTNT vs. DDOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

FTNT vs. DDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fortinet, Inc. (FTNT) 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%JuneJulyAugustSeptemberOctoberNovember
51.21%
25.27%
FTNT
DDOG

Returns By Period

In the year-to-date period, FTNT achieves a 58.50% return, which is significantly higher than DDOG's 27.56% return.


FTNT

YTD

58.50%

1M

15.43%

6M

51.21%

1Y

75.14%

5Y (annualized)

34.97%

10Y (annualized)

32.81%

DDOG

YTD

27.56%

1M

24.97%

6M

25.27%

1Y

37.18%

5Y (annualized)

29.40%

10Y (annualized)

N/A

Fundamentals


FTNTDDOG
Market Cap$70.86B$46.02B
EPS$1.99$0.56
PE Ratio46.46241.88
PEG Ratio1.610.85
Total Revenue (TTM)$5.71B$2.54B
Gross Profit (TTM)$4.55B$2.06B
EBITDA (TTM)$1.77B$89.06M

Key characteristics


FTNTDDOG
Sharpe Ratio1.931.05
Sortino Ratio3.231.51
Omega Ratio1.411.20
Calmar Ratio2.080.82
Martin Ratio7.193.57
Ulcer Index10.45%10.68%
Daily Std Dev38.93%36.44%
Max Drawdown-51.20%-68.11%
Current Drawdown-6.43%-21.23%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.5

The correlation between FTNT and DDOG is 0.52, 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

FTNT vs. DDOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortinet, Inc. (FTNT) 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 FTNT, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.931.05
The chart of Sortino ratio for FTNT, currently valued at 3.23, compared to the broader market-4.00-2.000.002.004.003.231.51
The chart of Omega ratio for FTNT, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.20
The chart of Calmar ratio for FTNT, currently valued at 2.08, compared to the broader market0.002.004.006.002.080.82
The chart of Martin ratio for FTNT, currently valued at 7.19, compared to the broader market0.0010.0020.0030.007.193.57
FTNT
DDOG

The current FTNT Sharpe Ratio is 1.93, which is higher than the DDOG Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FTNT 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 Ratio-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.93
1.05
FTNT
DDOG

Dividends

FTNT vs. DDOG - Dividend Comparison

Neither FTNT nor DDOG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FTNT vs. DDOG - Drawdown Comparison

The maximum FTNT drawdown since its inception was -51.20%, smaller than the maximum DDOG drawdown of -68.11%. Use the drawdown chart below to compare losses from any high point for FTNT and DDOG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.43%
-21.23%
FTNT
DDOG

Volatility

FTNT vs. DDOG - Volatility Comparison

Fortinet, Inc. (FTNT) and Datadog, Inc. (DDOG) have volatilities of 13.58% and 14.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
13.58%
14.10%
FTNT
DDOG

Financials

FTNT vs. DDOG - Financials Comparison

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