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

Performance

MDB vs. DDOG - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-11.19%
17.80%
MDB
DDOG

Returns By Period

In the year-to-date period, MDB achieves a -22.85% return, which is significantly lower than DDOG's 18.52% return.


MDB

YTD

-22.85%

1M

19.29%

6M

-11.19%

1Y

-22.13%

5Y (annualized)

16.40%

10Y (annualized)

N/A

DDOG

YTD

18.52%

1M

15.44%

6M

17.80%

1Y

28.30%

5Y (annualized)

28.59%

10Y (annualized)

N/A

Fundamentals


MDBDDOG
Market Cap$20.81B$46.02B
EPS-$3.01$0.56
PEG Ratio1.670.85
Total Revenue (TTM)$1.39B$2.54B
Gross Profit (TTM)$1.02B$2.06B
EBITDA (TTM)-$150.79M$89.06M

Key characteristics


MDBDDOG
Sharpe Ratio-0.410.80
Sortino Ratio-0.261.22
Omega Ratio0.971.16
Calmar Ratio-0.350.61
Martin Ratio-0.612.67
Ulcer Index36.58%10.68%
Daily Std Dev54.46%35.66%
Max Drawdown-76.52%-68.11%
Current Drawdown-46.08%-26.81%

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Correlation

-0.50.00.51.00.7

The correlation between MDB and DDOG is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

MDB vs. DDOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MongoDB, Inc. (MDB) 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 MDB, currently valued at -0.41, compared to the broader market-4.00-2.000.002.004.00-0.410.80
The chart of Sortino ratio for MDB, currently valued at -0.26, compared to the broader market-4.00-2.000.002.004.00-0.261.22
The chart of Omega ratio for MDB, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.16
The chart of Calmar ratio for MDB, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.350.61
The chart of Martin ratio for MDB, currently valued at -0.61, compared to the broader market0.0010.0020.0030.00-0.612.67
MDB
DDOG

The current MDB Sharpe Ratio is -0.41, which is lower than the DDOG Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of MDB 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 Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.41
0.80
MDB
DDOG

Dividends

MDB vs. DDOG - Dividend Comparison

Neither MDB nor DDOG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MDB vs. DDOG - Drawdown Comparison

The maximum MDB drawdown since its inception was -76.52%, which is greater than DDOG's maximum drawdown of -68.11%. Use the drawdown chart below to compare losses from any high point for MDB and DDOG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-46.08%
-26.81%
MDB
DDOG

Volatility

MDB vs. DDOG - Volatility Comparison

MongoDB, Inc. (MDB) has a higher volatility of 15.80% compared to Datadog, Inc. (DDOG) at 12.51%. This indicates that MDB'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.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
15.80%
12.51%
MDB
DDOG

Financials

MDB vs. DDOG - Financials Comparison

This section allows you to compare key financial metrics between MongoDB, 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