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

Correlation

The correlation between NEWR and DDOG is 0.51, 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.


-0.50.00.51.00.5

Performance

NEWR vs. DDOG - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February0
10.95%
NEWR
DDOG

Key characteristics

Fundamentals

Market Cap

NEWR:

$6.18B

DDOG:

$44.38B

EPS

NEWR:

-$2.09

DDOG:

$0.52

PEG Ratio

NEWR:

224.36

DDOG:

0.83

Returns By Period


NEWR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

DDOG

YTD

-8.58%

1M

-5.61%

6M

12.52%

1Y

0.69%

5Y*

23.32%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

NEWR vs. DDOG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NEWR

DDOG
The Risk-Adjusted Performance Rank of DDOG is 3636
Overall Rank
The Sharpe Ratio Rank of DDOG is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of DDOG is 3333
Sortino Ratio Rank
The Omega Ratio Rank of DDOG is 3333
Omega Ratio Rank
The Calmar Ratio Rank of DDOG is 3939
Calmar Ratio Rank
The Martin Ratio Rank of DDOG is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NEWR vs. DDOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New Relic, Inc. (NEWR) 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
No data
The chart of Calmar ratio for NEWR, currently valued at 0.00, compared to the broader market0.002.004.006.000.00-0.09
NEWR
DDOG


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.00
-0.11
NEWR
DDOG

Dividends

NEWR vs. DDOG - Dividend Comparison

Neither NEWR nor DDOG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NEWR vs. DDOG - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-30.94%
-33.54%
NEWR
DDOG

Volatility

NEWR vs. DDOG - Volatility Comparison

The current volatility for New Relic, Inc. (NEWR) is 0.00%, while Datadog, Inc. (DDOG) has a volatility of 13.61%. This indicates that NEWR 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.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February0
13.61%
NEWR
DDOG

Financials

NEWR vs. DDOG - Financials Comparison

This section allows you to compare key financial metrics between New Relic, 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
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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.

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