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

Key characteristics


NETDDOG
YTD Return4.97%3.39%
1Y Return95.44%91.90%
3Y Return (Ann)1.04%13.57%
Sharpe Ratio1.571.68
Daily Std Dev54.68%51.39%
Max Drawdown-82.58%-68.11%
Current Drawdown-59.77%-36.15%

Fundamentals


NETDDOG
Market Cap$29.90B$43.93B
EPS-$0.55$0.14
PE Ratio41.25938.93
PEG Ratio2.351.19
Revenue (TTM)$1.30B$2.13B
Gross Profit (TTM)$742.63M$1.33B
EBITDA (TTM)-$71.17M$2.96M

Correlation

-0.50.00.51.00.7

The correlation between NET and DDOG is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

NET vs. DDOG - Performance Comparison

In the year-to-date period, NET achieves a 4.97% return, which is significantly higher than DDOG's 3.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchApril
366.13%
234.22%
NET
DDOG

Compare stocks, funds, or ETFs

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


Cloudflare, Inc.

Datadog, Inc.

Risk-Adjusted Performance

NET vs. DDOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cloudflare, Inc. (NET) 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.


NET
Sharpe ratio
The chart of Sharpe ratio for NET, currently valued at 1.57, compared to the broader market-2.00-1.000.001.002.003.001.57
Sortino ratio
The chart of Sortino ratio for NET, currently valued at 2.43, compared to the broader market-4.00-2.000.002.004.006.002.43
Omega ratio
The chart of Omega ratio for NET, currently valued at 1.27, compared to the broader market0.501.001.501.27
Calmar ratio
The chart of Calmar ratio for NET, currently valued at 1.05, compared to the broader market0.002.004.006.001.05
Martin ratio
The chart of Martin ratio for NET, currently valued at 7.77, compared to the broader market-10.000.0010.0020.0030.007.77
DDOG
Sharpe ratio
The chart of Sharpe ratio for DDOG, currently valued at 1.68, compared to the broader market-2.00-1.000.001.002.003.001.68
Sortino ratio
The chart of Sortino ratio for DDOG, currently valued at 2.46, compared to the broader market-4.00-2.000.002.004.006.002.46
Omega ratio
The chart of Omega ratio for DDOG, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for DDOG, currently valued at 1.28, compared to the broader market0.002.004.006.001.28
Martin ratio
The chart of Martin ratio for DDOG, currently valued at 6.79, compared to the broader market-10.000.0010.0020.0030.006.79

NET vs. DDOG - Sharpe Ratio Comparison

The current NET Sharpe Ratio is 1.57, which roughly equals the DDOG Sharpe Ratio of 1.68. The chart below compares the 12-month rolling Sharpe Ratio of NET and DDOG.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchApril
1.57
1.68
NET
DDOG

Dividends

NET vs. DDOG - Dividend Comparison

Neither NET nor DDOG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NET vs. DDOG - Drawdown Comparison

The maximum NET drawdown since its inception was -82.58%, which is greater than DDOG's maximum drawdown of -68.11%. Use the drawdown chart below to compare losses from any high point for NET and DDOG. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%December2024FebruaryMarchApril
-59.77%
-36.15%
NET
DDOG

Volatility

NET vs. DDOG - Volatility Comparison

The current volatility for Cloudflare, Inc. (NET) is 9.71%, while Datadog, Inc. (DDOG) has a volatility of 11.14%. This indicates that NET 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.


5.00%10.00%15.00%20.00%25.00%30.00%December2024FebruaryMarchApril
9.71%
11.14%
NET
DDOG

Financials

NET vs. DDOG - Financials Comparison

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