PortfoliosLab logoPortfoliosLab logo
ISRG vs. DDOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

Loading charts...

Returns By Period

In the year-to-date period, ISRG achieves a -27.42% return, which is significantly lower than DDOG's 69.06% return.


ISRG

1D
-0.45%
1M
-4.91%
YTD
-27.42%
6M
-24.20%
1Y
-19.87%
3Y*
9.23%
5Y*
7.37%
10Y*
19.09%

DDOG

1D
-1.85%
1M
11.98%
YTD
69.06%
6M
57.47%
1Y
87.40%
3Y*
32.99%
5Y*
19.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISRG vs. DDOG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ISRG
Intuitive Surgical, Inc.
-27.42%8.51%54.72%27.14%-26.15%31.76%38.39%11.38%
DDOG
Datadog, Inc.
69.06%-4.83%17.72%65.14%-58.73%80.93%160.56%-6.37%

Correlation

The correlation between ISRG and DDOG is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2019

0.42

The correlation between ISRG and DDOG shifts across timeframes, from 0.25 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ISRG:

$147.90B

DDOG:

$83.85B

EPS

ISRG:

$8.24

DDOG:

$0.37

PE Ratio

ISRG:

49.88

DDOG:

615.76

PEG Ratio

ISRG:

3.05

DDOG:

5.52

PS Ratio

ISRG:

14.04

DDOG:

22.75

PB Ratio

ISRG:

8.40

DDOG:

21.02

Total Revenue (TTM)

ISRG:

$10.58B

DDOG:

$3.67B

Gross Profit (TTM)

ISRG:

$7.02B

DDOG:

$2.93B

EBITDA (TTM)

ISRG:

$3.76B

DDOG:

$173.48M

Compare stocks, funds, or ETFs

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


Return for Risk

ISRG vs. DDOG — Risk / Return Rank

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

ISRG
ISRG Risk / Return Rank: 1616
Overall Rank
ISRG Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ISRG Sortino Ratio Rank: 1414
Sortino Ratio Rank
ISRG Omega Ratio Rank: 1616
Omega Ratio Rank
ISRG Calmar Ratio Rank: 2020
Calmar Ratio Rank
ISRG Martin Ratio Rank: 1414
Martin Ratio Rank

DDOG
DDOG Risk / Return Rank: 7878
Overall Rank
DDOG Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DDOG Sortino Ratio Rank: 8383
Sortino Ratio Rank
DDOG Omega Ratio Rank: 8181
Omega Ratio Rank
DDOG Calmar Ratio Rank: 7575
Calmar Ratio Rank
DDOG Martin Ratio Rank: 7171
Martin Ratio Rank
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.

ISRG vs. DDOG - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ISRGDDOGDifference
Sharpe ratioReturn per unit of total volatility

-1.99

Sortino ratioReturn per unit of downside risk

-3.30

Omega ratioGain probability vs. loss probability

0.90

1.30

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.62

1.81

-2.43

Martin ratioReturn relative to average drawdown

-1.24

3.53

-4.77

ISRG vs. DDOG - Sharpe Ratio Comparison

The current ISRG Sharpe Ratio is -0.65, which is lower than the DDOG Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of ISRG and DDOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ISRG vs. DDOG - Drawdown Comparison

The maximum ISRG drawdown since its inception was -82.26%, 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.


Loading charts...

Drawdown Indicators


ISRGDDOGDifference

Max Drawdown

Largest peak-to-trough decline

-82.26%

-68.11%

-14.15%

Max Drawdown (1Y)

Largest decline over 1 year

-32.14%

-48.62%

+16.48%

Max Drawdown (3Y)

Largest decline over 3 years

-34.10%

-48.62%

+14.52%

Max Drawdown (5Y)

Largest decline over 5 years

-49.90%

-68.11%

+18.21%

Max Drawdown (10Y)

Largest decline over 10 years

-49.90%

Current Drawdown

Current decline from peak

-32.66%

-17.15%

-15.51%

Average Drawdown

Average peak-to-trough decline

-21.28%

-30.96%

+9.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.00%

24.87%

-8.87%

Volatility

ISRG vs. DDOG - Volatility Comparison

The current volatility for Intuitive Surgical, Inc. (ISRG) is 9.70%, while Datadog, Inc. (DDOG) has a volatility of 19.12%. 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.


Loading charts...

Volatility by Period


ISRGDDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.70%

19.12%

-9.42%

Volatility (6M)

Calculated over the trailing 6-month period

20.72%

50.53%

-29.81%

Volatility (1Y)

Calculated over the trailing 1-year period

30.69%

65.62%

-34.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.19%

58.24%

-25.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.40%

60.05%

-27.65%

Dividends

ISRG vs. DDOG - Dividend Comparison

Neither ISRG nor DDOG has paid dividends to shareholders.


Tickers have no history of dividend payments

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


0.00500.00M1.00B1.50B2.00B2.50B3.00B20222023202420252026
2.77B
1.01B
(ISRG) Total Revenue
(DDOG) Total Revenue
Values in USD except per share items

ISRG vs. DDOG - Profitability Comparison

The chart below illustrates the profitability comparison between Intuitive Surgical, Inc. and Datadog, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

65.0%70.0%75.0%80.0%20222023202420252026
66.1%
79.2%
Portfolio components
ISRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Intuitive Surgical, Inc. reported a gross profit of 1.83B and revenue of 2.77B. Therefore, the gross margin over that period was 66.1%.

DDOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Datadog, Inc. reported a gross profit of 797.20M and revenue of 1.01B. Therefore, the gross margin over that period was 79.2%.

ISRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Intuitive Surgical, Inc. reported an operating income of 855.30M and revenue of 2.77B, resulting in an operating margin of 30.9%.

DDOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Datadog, Inc. reported an operating income of 7.33M and revenue of 1.01B, resulting in an operating margin of 0.7%.

ISRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Intuitive Surgical, Inc. reported a net income of 821.50M and revenue of 2.77B, resulting in a net margin of 29.7%.

DDOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Datadog, Inc. reported a net income of 52.57M and revenue of 1.01B, resulting in a net margin of 5.2%.


Frequently Asked Questions


ISRG and DDOG have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DDOG has higher volatility (19.12%) compared to ISRG (9.70%). In terms of maximum drawdown, ISRG dropped -82.26% vs DDOG's -68.11%.

DDOG currently has the higher Sharpe Ratio (1.34 vs -0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ISRG and DDOG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer