LYFT vs. DDOG
LYFT (Lyft, Inc.) and DDOG (Datadog, Inc.) are both stocks. Both operate in the Software - Application industry within the Technology sector. Over the past 5 years, LYFT returned -24.02%/yr vs 20.36%/yr for DDOG. At a 0.37 correlation, their price movements are largely independent.
Performance
LYFT vs. DDOG - Performance Comparison
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Returns By Period
In the year-to-date period, LYFT achieves a -27.62% return, which is significantly lower than DDOG's 70.37% return.
LYFT
- 1D
- 2.71%
- 1M
- -2.30%
- YTD
- -27.62%
- 6M
- -37.66%
- 1Y
- -9.72%
- 3Y*
- 10.29%
- 5Y*
- -24.02%
- 10Y*
- —
DDOG
- 1D
- -1.04%
- 1M
- 15.75%
- YTD
- 70.37%
- 6M
- 50.17%
- 1Y
- 89.65%
- 3Y*
- 34.31%
- 5Y*
- 20.36%
- 10Y*
- —
LYFT vs. DDOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LYFT Lyft, Inc. | -27.62% | 50.16% | -13.94% | 36.03% | -74.21% | -13.03% | 14.20% | -9.01% |
DDOG Datadog, Inc. | 70.37% | -4.83% | 17.72% | 65.14% | -58.73% | 80.93% | 160.56% | 0.61% |
Correlation
The correlation between LYFT and DDOG is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2019 | 0.37 |
The correlation between LYFT and DDOG shifts across timeframes, from 0.27 (1 year) to 0.44 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
LYFT:
$5.64B
DDOG:
$84.50B
LYFT:
$6.90
DDOG:
$0.37
LYFT:
2.03
DDOG:
620.53
LYFT:
0.00
DDOG:
5.56
LYFT:
0.89
DDOG:
22.93
LYFT:
1.86
DDOG:
21.19
LYFT:
$6.52B
DDOG:
$3.67B
LYFT:
$2.82B
DDOG:
$2.93B
LYFT:
$51.76M
DDOG:
$173.48M
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Return for Risk
LYFT vs. DDOG — Risk / Return Rank
LYFT
DDOG
LYFT vs. DDOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyft, Inc. (LYFT) 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.
| LYFT | DDOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.30 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 1.85 | -2.06 |
| Martin ratioReturn relative to average drawdown | -0.35 | 3.63 | -3.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYFT | DDOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 1.38 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.35 | -0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.31 | 0.52 | -0.83 |
Drawdowns
LYFT vs. DDOG - Drawdown Comparison
The maximum LYFT drawdown since its inception was -89.79%, which is greater than DDOG's maximum drawdown of -68.11%. Use the drawdown chart below to compare losses from any high point for LYFT and DDOG.
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Drawdown Indicators
| LYFT | DDOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.79% | -68.11% | -21.68% |
Max Drawdown (1Y)Largest decline over 1 year | -48.51% | -48.62% | +0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -55.23% | -48.62% | -6.61% |
Max Drawdown (5Y)Largest decline over 5 years | -87.28% | -68.11% | -19.17% |
Current DrawdownCurrent decline from peak | -82.09% | -16.51% | -65.58% |
Average DrawdownAverage peak-to-trough decline | -64.72% | -30.87% | -33.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.84% | 24.77% | +3.07% |
Volatility
LYFT vs. DDOG - Volatility Comparison
The current volatility for Lyft, Inc. (LYFT) is 12.33%, while Datadog, Inc. (DDOG) has a volatility of 19.53%. This indicates that LYFT 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.
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Volatility by Period
| LYFT | DDOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.33% | 19.53% | -7.20% |
Volatility (6M)Calculated over the trailing 6-month period | 34.77% | 50.44% | -15.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.18% | 65.67% | -15.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.45% | 58.25% | +9.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.19% | 60.06% | +8.13% |
Dividends
LYFT vs. DDOG - Dividend Comparison
Neither LYFT nor DDOG has paid dividends to shareholders.
Financials
LYFT vs. DDOG - Financials Comparison
This section allows you to compare key financial metrics between Lyft, 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.
Total Revenue: Total amount of money received from sales and other business activities
LYFT vs. DDOG - Profitability Comparison
LYFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lyft, Inc. reported a gross profit of 786.35M and revenue of 1.65B. Therefore, the gross margin over that period was 47.6%.
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%.
LYFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lyft, Inc. reported an operating income of -5.33M and revenue of 1.65B, resulting in an operating margin of -0.3%.
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%.
LYFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lyft, Inc. reported a net income of 14.25M and revenue of 1.65B, resulting in a net margin of 0.9%.
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
LYFT and DDOG have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DDOG has higher volatility (19.53%) compared to LYFT (12.33%). In terms of maximum drawdown, LYFT dropped -89.79% vs DDOG's -68.11%.
DDOG currently has the higher Sharpe Ratio (1.38 vs -0.19), 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.
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