PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MDB vs. DDOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

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.


-0.50.00.51.00.7

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.

100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
86.85%
298.03%
MDB
DDOG

Key characteristics

Sharpe Ratio

MDB:

-0.68

DDOG:

0.63

Sortino Ratio

MDB:

-0.77

DDOG:

1.07

Omega Ratio

MDB:

0.90

DDOG:

1.14

Calmar Ratio

MDB:

-0.62

DDOG:

0.51

Martin Ratio

MDB:

-1.02

DDOG:

2.21

Ulcer Index

MDB:

38.16%

DDOG:

10.82%

Daily Std Dev

MDB:

56.83%

DDOG:

37.79%

Max Drawdown

MDB:

-76.52%

DDOG:

-68.11%

Current Drawdown

MDB:

-58.01%

DDOG:

-23.96%

Fundamentals

Market Cap

MDB:

$19.74B

DDOG:

$53.31B

EPS

MDB:

-$2.74

DDOG:

$0.55

PEG Ratio

MDB:

1.67

DDOG:

0.98

Total Revenue (TTM)

MDB:

$1.92B

DDOG:

$2.54B

Gross Profit (TTM)

MDB:

$1.41B

DDOG:

$2.06B

EBITDA (TTM)

MDB:

-$149.00M

DDOG:

$89.06M

Returns By Period

In the year-to-date period, MDB achieves a -39.92% return, which is significantly lower than DDOG's 23.13% return.


MDB

YTD

-39.92%

1M

-12.82%

6M

7.95%

1Y

-40.06%

5Y*

13.48%

10Y*

N/A

DDOG

YTD

23.13%

1M

10.34%

6M

27.12%

1Y

22.03%

5Y*

31.21%

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

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 -0.68, compared to the broader market-4.00-2.000.002.00-0.680.63
The chart of Sortino ratio for MDB, currently valued at -0.77, compared to the broader market-4.00-2.000.002.004.00-0.771.07
The chart of Omega ratio for MDB, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.14
The chart of Calmar ratio for MDB, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.620.51
The chart of Martin ratio for MDB, currently valued at -1.02, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.022.21
MDB
DDOG

The current MDB Sharpe Ratio is -0.68, which is lower than the DDOG Sharpe Ratio of 0.63. 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.68
0.63
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%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-58.01%
-23.96%
MDB
DDOG

Volatility

MDB vs. DDOG - Volatility Comparison

MongoDB, Inc. (MDB) has a higher volatility of 26.32% compared to Datadog, Inc. (DDOG) at 15.40%. 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%JulyAugustSeptemberOctoberNovemberDecember
26.32%
15.40%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab