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

Key characteristics


IMMRDDOG
YTD Return33.77%-9.99%
1Y Return38.68%12.05%
3Y Return (Ann)10.70%-7.53%
Sharpe Ratio0.900.26
Daily Std Dev44.46%46.12%
Max Drawdown-98.66%-68.11%
Current Drawdown-86.83%-44.41%

Fundamentals


IMMRDDOG
Market Cap$298.65M$36.84B
EPS$1.80$0.47
PE Ratio5.16232.47
PEG Ratio-0.451.77
Total Revenue (TTM)$163.13M$2.39B
Gross Profit (TTM)$120.02M$1.95B
EBITDA (TTM)$58.03M$148.91M

Correlation

-0.50.00.51.00.3

The correlation between IMMR and DDOG is 0.31, 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.

Performance

IMMR vs. DDOG - Performance Comparison

In the year-to-date period, IMMR achieves a 33.77% return, which is significantly higher than DDOG's -9.99% 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%AprilMayJuneJulyAugustSeptember
16.90%
190.97%
IMMR
DDOG

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Risk-Adjusted Performance

IMMR vs. DDOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Immersion Corporation (IMMR) 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.


IMMR
Sharpe ratio
The chart of Sharpe ratio for IMMR, currently valued at 0.90, compared to the broader market-4.00-2.000.002.000.90
Sortino ratio
The chart of Sortino ratio for IMMR, currently valued at 1.49, compared to the broader market-6.00-4.00-2.000.002.004.001.49
Omega ratio
The chart of Omega ratio for IMMR, currently valued at 1.21, compared to the broader market0.501.001.502.001.21
Calmar ratio
The chart of Calmar ratio for IMMR, currently valued at 0.66, compared to the broader market0.001.002.003.004.005.000.66
Martin ratio
The chart of Martin ratio for IMMR, currently valued at 3.21, compared to the broader market-10.00-5.000.005.0010.0015.0020.003.21
DDOG
Sharpe ratio
The chart of Sharpe ratio for DDOG, currently valued at 0.26, compared to the broader market-4.00-2.000.002.000.26
Sortino ratio
The chart of Sortino ratio for DDOG, currently valued at 0.77, compared to the broader market-6.00-4.00-2.000.002.004.000.77
Omega ratio
The chart of Omega ratio for DDOG, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for DDOG, currently valued at 0.20, compared to the broader market0.001.002.003.004.005.000.20
Martin ratio
The chart of Martin ratio for DDOG, currently valued at 1.14, compared to the broader market-10.00-5.000.005.0010.0015.0020.001.14

IMMR vs. DDOG - Sharpe Ratio Comparison

The current IMMR Sharpe Ratio is 0.90, which is higher than the DDOG Sharpe Ratio of 0.26. The chart below compares the 12-month rolling Sharpe Ratio of IMMR and DDOG.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
0.90
0.26
IMMR
DDOG

Dividends

IMMR vs. DDOG - Dividend Comparison

IMMR's dividend yield for the trailing twelve months is around 1.78%, while DDOG has not paid dividends to shareholders.


TTM2023
IMMR
Immersion Corporation
1.78%1.70%
DDOG
Datadog, Inc.
0.00%0.00%

Drawdowns

IMMR vs. DDOG - Drawdown Comparison

The maximum IMMR drawdown since its inception was -98.66%, which is greater than DDOG's maximum drawdown of -68.11%. Use the drawdown chart below to compare losses from any high point for IMMR and DDOG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%AprilMayJuneJulyAugustSeptember
-39.68%
-44.41%
IMMR
DDOG

Volatility

IMMR vs. DDOG - Volatility Comparison

Immersion Corporation (IMMR) has a higher volatility of 17.23% compared to Datadog, Inc. (DDOG) at 7.93%. This indicates that IMMR's price experiences larger fluctuations and is considered to be riskier 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%AprilMayJuneJulyAugustSeptember
17.23%
7.93%
IMMR
DDOG

Financials

IMMR vs. DDOG - Financials Comparison

This section allows you to compare key financial metrics between Immersion Corporation 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