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

Correlation

The correlation between ISRG and DDOG is 0.45, 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.


-0.50.00.51.00.4

Performance

ISRG vs. DDOG - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
21.12%
24.97%
ISRG
DDOG

Key characteristics

Sharpe Ratio

ISRG:

2.09

DDOG:

0.53

Sortino Ratio

ISRG:

3.36

DDOG:

0.95

Omega Ratio

ISRG:

1.42

DDOG:

1.12

Calmar Ratio

ISRG:

4.73

DDOG:

0.43

Martin Ratio

ISRG:

21.08

DDOG:

1.86

Ulcer Index

ISRG:

2.66%

DDOG:

10.79%

Daily Std Dev

ISRG:

26.85%

DDOG:

37.79%

Max Drawdown

ISRG:

-82.25%

DDOG:

-68.11%

Current Drawdown

ISRG:

-4.85%

DDOG:

-25.25%

Fundamentals

Market Cap

ISRG:

$194.17B

DDOG:

$53.31B

EPS

ISRG:

$6.21

DDOG:

$0.55

PE Ratio

ISRG:

87.79

DDOG:

285.29

PEG Ratio

ISRG:

4.04

DDOG:

0.98

Total Revenue (TTM)

ISRG:

$7.87B

DDOG:

$2.54B

Gross Profit (TTM)

ISRG:

$5.27B

DDOG:

$2.06B

EBITDA (TTM)

ISRG:

$2.51B

DDOG:

$89.06M

Returns By Period

In the year-to-date period, ISRG achieves a 55.30% return, which is significantly higher than DDOG's 21.05% return.


ISRG

YTD

55.30%

1M

-2.77%

6M

21.12%

1Y

60.99%

5Y*

21.65%

10Y*

24.39%

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

ISRG vs. DDOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuitive Surgical, Inc. (ISRG) 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 ISRG, currently valued at 2.09, compared to the broader market-4.00-2.000.002.002.090.53
The chart of Sortino ratio for ISRG, currently valued at 3.36, compared to the broader market-4.00-2.000.002.004.003.360.95
The chart of Omega ratio for ISRG, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.12
The chart of Calmar ratio for ISRG, currently valued at 4.73, compared to the broader market0.002.004.006.004.730.43
The chart of Martin ratio for ISRG, currently valued at 21.08, compared to the broader market0.0010.0020.0021.081.86
ISRG
DDOG

The current ISRG Sharpe Ratio is 2.09, which is higher than the DDOG Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of ISRG 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.09
0.53
ISRG
DDOG

Dividends

ISRG vs. DDOG - Dividend Comparison

Neither ISRG nor DDOG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ISRG vs. DDOG - Drawdown Comparison

The maximum ISRG drawdown since its inception was -82.25%, which is greater than DDOG's maximum drawdown of -68.11%. Use the drawdown chart below to compare losses from any high point for ISRG and DDOG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.85%
-25.25%
ISRG
DDOG

Volatility

ISRG vs. DDOG - Volatility Comparison

The current volatility for Intuitive Surgical, Inc. (ISRG) is 5.73%, while Datadog, Inc. (DDOG) has a volatility of 15.39%. This indicates that ISRG 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
5.73%
15.39%
ISRG
DDOG

Financials

ISRG vs. DDOG - Financials Comparison

This section allows you to compare key financial metrics between Intuitive Surgical, 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
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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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