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PDFS vs. DDOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PDFS vs. DDOG - Performance Comparison

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

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Returns By Period

In the year-to-date period, PDFS achieves a 93.27% return, which is significantly higher than DDOG's 84.08% return.


PDFS

1D
-0.61%
1M
24.19%
YTD
93.27%
6M
89.94%
1Y
197.41%
3Y*
8.77%
5Y*
26.38%
10Y*
14.04%

DDOG

1D
-6.99%
1M
70.65%
YTD
84.08%
6M
60.64%
1Y
110.96%
3Y*
36.34%
5Y*
23.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDFS vs. DDOG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PDFS
PDF Solutions, Inc.
93.27%5.35%-15.74%12.69%-10.29%47.18%27.89%27.66%
DDOG
Datadog, Inc.
84.08%-4.83%17.72%65.14%-58.73%80.93%160.56%0.61%

Correlation

The correlation between PDFS and DDOG is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2019

0.36

The correlation between PDFS and DDOG shifts across timeframes, from 0.29 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PDFS:

$2.23B

DDOG:

$91.30B

EPS

PDFS:

$0.18

DDOG:

$0.37

PE Ratio

PDFS:

304.72

DDOG:

670.48

PS Ratio

PDFS:

9.46

DDOG:

24.77

PB Ratio

PDFS:

7.94

DDOG:

22.89

Total Revenue (TTM)

PDFS:

$231.38M

DDOG:

$3.67B

Gross Profit (TTM)

PDFS:

$167.77M

DDOG:

$2.93B

EBITDA (TTM)

PDFS:

$23.76M

DDOG:

$173.48M

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Return for Risk

PDFS vs. DDOG — Risk / Return Rank

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

PDFS
PDFS Risk / Return Rank: 9494
Overall Rank
PDFS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PDFS Sortino Ratio Rank: 9292
Sortino Ratio Rank
PDFS Omega Ratio Rank: 9292
Omega Ratio Rank
PDFS Calmar Ratio Rank: 9696
Calmar Ratio Rank
PDFS Martin Ratio Rank: 9595
Martin Ratio Rank

DDOG
DDOG Risk / Return Rank: 8181
Overall Rank
DDOG Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DDOG Sortino Ratio Rank: 8585
Sortino Ratio Rank
DDOG Omega Ratio Rank: 8484
Omega Ratio Rank
DDOG Calmar Ratio Rank: 7777
Calmar Ratio Rank
DDOG Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PDFS vs. DDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PDF Solutions, Inc. (PDFS) 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.


PDFSDDOGDifference
Sharpe ratioReturn per unit of total volatility

+1.94

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.48

1.35

+0.12

Calmar ratioReturn relative to maximum drawdown

8.06

2.30

+5.77

Martin ratioReturn relative to average drawdown

20.43

4.51

+15.93

PDFS vs. DDOG - Sharpe Ratio Comparison

The current PDFS Sharpe Ratio is 3.64, which is higher than the DDOG Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of PDFS and DDOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PDFSDDOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.64

1.71

+1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.40

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.55

-0.45

Drawdowns

PDFS vs. DDOG - Drawdown Comparison

The maximum PDFS drawdown since its inception was -95.46%, which is greater than DDOG's maximum drawdown of -68.11%. Use the drawdown chart below to compare losses from any high point for PDFS and DDOG.


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Drawdown Indicators


PDFSDDOGDifference

Max Drawdown

Largest peak-to-trough decline

-95.46%

-68.11%

-27.35%

Max Drawdown (1Y)

Largest decline over 1 year

-24.65%

-48.62%

+23.97%

Max Drawdown (3Y)

Largest decline over 3 years

-65.53%

-48.62%

-16.91%

Max Drawdown (5Y)

Largest decline over 5 years

-65.53%

-68.11%

+2.58%

Max Drawdown (10Y)

Largest decline over 10 years

-68.00%

Current Drawdown

Current decline from peak

-0.61%

-9.79%

+9.18%

Average Drawdown

Average peak-to-trough decline

-44.08%

-30.90%

-13.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.71%

24.72%

-15.01%

Volatility

PDFS vs. DDOG - Volatility Comparison

The current volatility for PDF Solutions, Inc. (PDFS) is 22.95%, while Datadog, Inc. (DDOG) has a volatility of 31.88%. This indicates that PDFS 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


PDFSDDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.95%

31.88%

-8.93%

Volatility (6M)

Calculated over the trailing 6-month period

42.04%

50.21%

-8.17%

Volatility (1Y)

Calculated over the trailing 1-year period

54.64%

65.33%

-10.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.62%

58.22%

-10.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.86%

60.08%

-14.22%

Dividends

PDFS vs. DDOG - Dividend Comparison

Neither PDFS nor DDOG has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

PDFS vs. DDOG - Financials Comparison

This section allows you to compare key financial metrics between PDF Solutions, 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


0.00200.00M400.00M600.00M800.00M1.00B20222023202420252026
60.13M
1.01B
(PDFS) Total Revenue
(DDOG) Total Revenue
Values in USD except per share items

PDFS vs. DDOG - Profitability Comparison

The chart below illustrates the profitability comparison between PDF Solutions, Inc. and Datadog, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

55.0%60.0%65.0%70.0%75.0%80.0%20222023202420252026
71.8%
79.2%
Portfolio components
PDFS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PDF Solutions, Inc. reported a gross profit of 43.19M and revenue of 60.13M. Therefore, the gross margin over that period was 71.8%.

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%.

PDFS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PDF Solutions, Inc. reported an operating income of 6.31M and revenue of 60.13M, resulting in an operating margin of 10.5%.

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%.

PDFS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PDF Solutions, Inc. reported a net income of 4.79M and revenue of 60.13M, resulting in a net margin of 8.0%.

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


PDFS and DDOG have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DDOG has higher volatility (31.88%) compared to PDFS (22.95%). In terms of maximum drawdown, PDFS dropped -95.46% vs DDOG's -68.11%.

PDFS currently has the higher Sharpe Ratio (3.64 vs 1.71), 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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