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

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.


-0.50.00.51.00.3

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-11.87%
26.58%
IMMR
DDOG

Key characteristics

Sharpe Ratio

IMMR:

0.70

DDOG:

0.53

Sortino Ratio

IMMR:

1.26

DDOG:

0.95

Omega Ratio

IMMR:

1.17

DDOG:

1.12

Calmar Ratio

IMMR:

0.36

DDOG:

0.43

Martin Ratio

IMMR:

1.49

DDOG:

1.86

Ulcer Index

IMMR:

22.07%

DDOG:

10.79%

Daily Std Dev

IMMR:

46.68%

DDOG:

37.79%

Max Drawdown

IMMR:

-98.66%

DDOG:

-68.11%

Current Drawdown

IMMR:

-87.24%

DDOG:

-25.25%

Fundamentals

Market Cap

IMMR:

$315.98M

DDOG:

$53.31B

EPS

IMMR:

$1.80

DDOG:

$0.55

PE Ratio

IMMR:

5.44

DDOG:

285.29

PEG Ratio

IMMR:

-0.45

DDOG:

0.98

Total Revenue (TTM)

IMMR:

$769.90M

DDOG:

$2.54B

Gross Profit (TTM)

IMMR:

$728.98M

DDOG:

$2.06B

EBITDA (TTM)

IMMR:

$122.16M

DDOG:

$89.06M

Returns By Period

In the year-to-date period, IMMR achieves a 29.60% return, which is significantly higher than DDOG's 21.05% return.


IMMR

YTD

29.60%

1M

4.38%

6M

-11.87%

1Y

32.61%

5Y*

5.12%

10Y*

0.24%

DDOG

YTD

21.05%

1M

10.13%

6M

26.58%

1Y

21.81%

5Y*

30.79%

10Y*

N/A

Compare stocks, funds, or ETFs

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


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.


Sharpe ratio
The chart of Sharpe ratio for IMMR, currently valued at 0.70, compared to the broader market-4.00-2.000.002.000.700.53
The chart of Sortino ratio for IMMR, currently valued at 1.26, compared to the broader market-4.00-2.000.002.004.001.260.95
The chart of Omega ratio for IMMR, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.12
The chart of Calmar ratio for IMMR, currently valued at 0.57, compared to the broader market0.002.004.006.000.570.43
The chart of Martin ratio for IMMR, currently valued at 1.49, compared to the broader market0.0010.0020.001.491.86
IMMR
DDOG

The current IMMR Sharpe Ratio is 0.70, which is higher than the DDOG Sharpe Ratio of 0.53. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.70
0.53
IMMR
DDOG

Dividends

IMMR vs. DDOG - Dividend Comparison

IMMR's dividend yield for the trailing twelve months is around 2.01%, while DDOG has not paid dividends to shareholders.


TTM2023
IMMR
Immersion Corporation
2.01%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%JulyAugustSeptemberOctoberNovemberDecember
-41.55%
-25.25%
IMMR
DDOG

Volatility

IMMR vs. DDOG - Volatility Comparison

Immersion Corporation (IMMR) and Datadog, Inc. (DDOG) have volatilities of 14.63% and 15.39%, 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%JulyAugustSeptemberOctoberNovemberDecember
14.63%
15.39%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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