IMMR vs. DDOG

Last updated Apr 1, 2026

Compare and contrast key facts about Immersion Corporation (IMMR) and Datadog, Inc. (DDOG).

Performance

IMMR vs. DDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Immersion Corporation (IMMR) and Datadog, Inc. (DDOG). The values are adjusted to include any dividend payments, if applicable.

IMMR vs. DDOG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
IMMR Immersion Corporation	-18.78%	-18.30%	26.47%	3.43%	23.12%	-49.42%	51.95%	-9.50%
DDOG Datadog, Inc.	-13.19%	-4.83%	17.72%	65.14%	-58.73%	80.93%	160.56%	0.61%

Fundamentals

EPS IMMR : $2.03 DDOG : $0.30
PE Ratio IMMR : 2.69 DDOG : 397.66
PEG Ratio IMMR : 0.02 DDOG : 3.57
PS Ratio IMMR : 0.12 DDOG : 12.50
Total Revenue (TTM) IMMR : $1.47B DDOG : $3.43B
Gross Profit (TTM) IMMR : $409.86M DDOG : $2.74B
EBITDA (TTM) IMMR : $188.76M DDOG : $191.67M

Returns By Period

In the year-to-date period, IMMR achieves a -18.78% return, which is significantly lower than DDOG's -13.19% return.

IMMR

• 1D: -0.18%
• 1M: -10.64%
• YTD: -18.78%
• 6M: -24.26%
• 1Y: -25.74%
• 3Y*: -12.46%
• 5Y*: -8.72%
• 10Y*: -2.84%

DDOG

• 1D: 1.93%
• 1M: 5.44%
• YTD: -13.19%
• 6M: -17.10%
• 1Y: 18.99%
• 3Y*: 17.56%
• 5Y*: 6.25%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IMMR vs. DDOG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IMMR

IMMR Risk / Return Rank: 11
IMMR Sharpe Ratio Rank: 13
IMMR Sortino Ratio Rank: 14
IMMR Omega Ratio Rank: 15
IMMR Calmar Ratio Rank: 9
IMMR Martin Ratio Rank: 2

DDOG

DDOG Risk / Return Rank: 53
DDOG Sharpe Ratio Rank: 55
DDOG Sortino Ratio Rank: 55
DDOG Omega Ratio Rank: 54
DDOG Calmar Ratio Rank: 51
DDOG Martin Ratio Rank: 51

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IMMR vs. DDOG - Risk-Adjusted Trends 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	DDOG	Difference
Sharpe ratio Return per unit of total volatility	-0.66	0.34	-1.01
Sortino ratio Return per unit of downside risk	-0.83	0.96	-1.79
Omega ratio Gain probability vs. loss probability	0.90	1.12	-0.22
Calmar ratio Return relative to maximum drawdown	-0.87	0.34	-1.22
Martin ratio Return relative to average drawdown	-1.88	0.77	-2.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMMR vs. DDOG - Sharpe Ratio Comparison

The current IMMR Sharpe Ratio is -0.66, which is lower than the DDOG Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of IMMR 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.

Sharpe Ratios by Period

	IMMR	DDOG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.66	0.34	-1.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.19	0.11	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.06	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.05	0.33	-0.38

Correlation

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.

Dividends

IMMR vs. DDOG - Dividend Comparison

IMMR's dividend yield for the trailing twelve months is around 3.85%, while DDOG has not paid dividends to shareholders.

	TTM	2025	2024	2023
IMMR Immersion Corporation	3.85%	5.59%	2.06%	3.12%
DDOG Datadog, Inc.	0.00%	0.00%	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.

Drawdown Indicators

	IMMR	DDOG	Difference
Max Drawdown Largest peak-to-trough decline	-98.66%	-68.11%	-30.55%
Max Drawdown (1Y) Largest decline over 1 year	-30.86%	-48.62%	+17.76%
Max Drawdown (5Y) Largest decline over 5 years	-56.90%	-68.11%	+11.21%
Max Drawdown (10Y) Largest decline over 10 years	-74.29%	—	—
Current Drawdown Current decline from peak	-91.63%	-40.89%	-50.74%
Average Drawdown Average peak-to-trough decline	-88.20%	-31.15%	-57.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.27%	21.87%	-7.60%

Volatility

IMMR vs. DDOG - Volatility Comparison

The current volatility for Immersion Corporation (IMMR) is 12.75%, while Datadog, Inc. (DDOG) has a volatility of 15.46%. This indicates that IMMR 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.

Volatility by Period

	IMMR	DDOG	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.75%	15.46%	-2.71%
Volatility (6M) Calculated over the trailing 6-month period	29.93%	44.09%	-14.16%
Volatility (1Y) Calculated over the trailing 1-year period	38.98%	55.44%	-16.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.64%	56.31%	-10.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.24%	58.80%	-7.56%

Financials