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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.

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Returns By Period

In the year-to-date period, ISRG achieves a -37.61% return, which is significantly lower than DDOG's 97.05% return.


ISRG

1D
0.10%
1M
-17.06%
6M
-29.93%
YTD
-37.61%
1Y
-26.86%
3Y*
2.94%
5Y*
1.35%
10Y*
16.50%
ALL TIME*
21.88%

DDOG

1D
-0.22%
1M
2.92%
6M
107.21%
YTD
97.05%
1Y
97.62%
3Y*
32.59%
5Y*
19.34%
10Y*
ALL TIME*
31.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.04B$1.07B$1.29B
$1.43B$1.49B$1.19B

ISRG vs. DDOG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ISRG
Intuitive Surgical, Inc.
-37.61%8.51%54.72%27.14%-26.15%31.76%38.39%11.38%
DDOG
Datadog, Inc.
97.05%-4.83%17.72%65.14%-58.73%80.93%160.56%-6.37%

Correlation

The correlation between ISRG and DDOG is 0.20, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.20

Correlation (3Y)
Balances recent behavior with more history.

0.32

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.44

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

0.42

Over the past year, the correlation between ISRG and DDOG has dropped to 0.20 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

ISRG:

$124.82B

DDOG:

$95.39B

EPS

ISRG:

$8.72

DDOG:

$0.37

PE Ratio

ISRG:

40.54

DDOG:

719.11

PEG Ratio

ISRG:

2.48

DDOG:

6.45

PS Ratio

ISRG:

11.53

DDOG:

26.57

PB Ratio

ISRG:

6.92

DDOG:

24.51

Total Revenue (TTM)

ISRG:

$11.03B

DDOG:

$3.67B

Gross Profit (TTM)

ISRG:

$7.36B

DDOG:

$2.93B

EBITDA (TTM)

ISRG:

$4.18B

DDOG:

$173.48M

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Return for Risk

ISRG vs. DDOG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ISRG
ISRG Risk / Return Rank: 1414
Overall Rank
ISRG Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ISRG Sortino Ratio Rank: 1313
Sortino Ratio Rank
ISRG Omega Ratio Rank: 1313
Omega Ratio Rank
ISRG Calmar Ratio Rank: 2222
Calmar Ratio Rank
ISRG Martin Ratio Rank: 88
Martin Ratio Rank

DDOG
DDOG Risk / Return Rank: 8282
Overall Rank
DDOG Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DDOG Sortino Ratio Rank: 8787
Sortino Ratio Rank
DDOG Omega Ratio Rank: 8585
Omega Ratio Rank
DDOG Calmar Ratio Rank: 7878
Calmar Ratio Rank
DDOG Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

-2.17

Sortino ratioReturn per unit of downside risk

-3.45

Omega ratioGain probability vs. loss probability

0.88

1.30

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.61

1.89

-2.50

Martin ratioReturn relative to average drawdown

-1.40

3.73

-5.13

ISRG vs. DDOG - Sharpe Ratio Comparison

The current ISRG Sharpe Ratio is -0.75, which is lower than the DDOG Sharpe Ratio of 1.42. 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.


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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.


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Drawdown Indicators


ISRGDDOGDifference

Max Drawdown

Largest peak-to-trough decline

-82.26%

-68.11%

-14.15%

Max Drawdown (1Y)

Largest decline over 1 year

-44.00%

-48.62%

+4.62%

Max Drawdown (3Y)

Largest decline over 3 years

-45.61%

-48.62%

+3.01%

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

-42.12%

-3.43%

-38.69%

Average Drawdown

Average peak-to-trough decline

-21.36%

-30.56%

+9.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.01%

24.59%

-5.58%

Volatility

ISRG vs. DDOG - Volatility Comparison

Intuitive Surgical, Inc. (ISRG) has a higher volatility of 20.49% compared to Datadog, Inc. (DDOG) at 11.38%. This indicates that ISRG'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.


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Volatility by Period


ISRGDDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.49%

11.38%

+9.11%

Volatility (6M)

Calculated over the trailing 6-month period

28.02%

49.33%

-21.31%

Volatility (1Y)

Calculated over the trailing 1-year period

35.93%

64.93%

-29.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.29%

58.56%

-24.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.94%

59.77%

-26.83%

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


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

ISRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Intuitive Surgical, Inc. reported a gross profit of 1.96B and revenue of 2.89B. Therefore, the gross margin over that period was 67.8%.

DDOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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 Aug 2026, Intuitive Surgical, Inc. reported an operating income of 971.90M and revenue of 2.89B, resulting in an operating margin of 33.6%.

DDOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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 Aug 2026, Intuitive Surgical, Inc. reported a net income of 818.10M and revenue of 2.89B, resulting in a net margin of 28.3%.

DDOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISRG has higher volatility (20.49%) compared to DDOG (11.38%). In terms of maximum drawdown, ISRG dropped -82.26% vs DDOG's -68.11%.

DDOG currently has the higher Sharpe Ratio (1.42 vs -0.75), 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

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