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

Correlation

The correlation between S and DDOG is 0.58, 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

S vs. DDOG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

S:

-0.13

DDOG:

0.05

Sortino Ratio

S:

0.22

DDOG:

0.30

Omega Ratio

S:

1.03

DDOG:

1.04

Calmar Ratio

S:

-0.05

DDOG:

0.00

Martin Ratio

S:

-0.21

DDOG:

0.00

Ulcer Index

S:

20.01%

DDOG:

21.36%

Daily Std Dev

S:

49.03%

DDOG:

41.07%

Max Drawdown

S:

-83.26%

DDOG:

-68.11%

Current Drawdown

S:

-73.47%

DDOG:

-39.41%

Fundamentals

Market Cap

S:

$6.71B

DDOG:

$40.51B

EPS

S:

-$0.92

DDOG:

$0.47

PS Ratio

S:

8.16

DDOG:

14.29

PB Ratio

S:

3.97

DDOG:

13.43

Total Revenue (TTM)

S:

$635.11M

DDOG:

$2.83B

Gross Profit (TTM)

S:

$474.14M

DDOG:

$2.27B

EBITDA (TTM)

S:

-$180.80M

DDOG:

$158.18M

Returns By Period

In the year-to-date period, S achieves a -8.83% return, which is significantly higher than DDOG's -16.66% return.


S

YTD

-8.83%

1M

17.13%

6M

-26.88%

1Y

-6.25%

5Y*

N/A

10Y*

N/A

DDOG

YTD

-16.66%

1M

29.61%

6M

-7.29%

1Y

2.00%

5Y*

12.19%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

S vs. DDOG — Risk-Adjusted Performance Rank

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

S
The Risk-Adjusted Performance Rank of S is 4444
Overall Rank
The Sharpe Ratio Rank of S is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of S is 4242
Sortino Ratio Rank
The Omega Ratio Rank of S is 4141
Omega Ratio Rank
The Calmar Ratio Rank of S is 4747
Calmar Ratio Rank
The Martin Ratio Rank of S is 4646
Martin Ratio Rank

DDOG
The Risk-Adjusted Performance Rank of DDOG is 4848
Overall Rank
The Sharpe Ratio Rank of DDOG is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of DDOG is 4444
Sortino Ratio Rank
The Omega Ratio Rank of DDOG is 4343
Omega Ratio Rank
The Calmar Ratio Rank of DDOG is 5050
Calmar Ratio Rank
The Martin Ratio Rank of DDOG is 5050
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.

S vs. DDOG - Risk-Adjusted Performance Comparison

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


The current S Sharpe Ratio is -0.13, which is lower than the DDOG Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of S 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.


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Dividends

S vs. DDOG - Dividend Comparison

Neither S nor DDOG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

S vs. DDOG - Drawdown Comparison

The maximum S drawdown since its inception was -83.26%, which is greater than DDOG's maximum drawdown of -68.11%. Use the drawdown chart below to compare losses from any high point for S and DDOG. For additional features, visit the drawdowns tool.


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Volatility

S vs. DDOG - Volatility Comparison

SentinelOne, Inc. (S) has a higher volatility of 10.52% compared to Datadog, Inc. (DDOG) at 9.88%. This indicates that S'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.


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Financials

S vs. DDOG - Financials Comparison

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


0.00200.00M400.00M600.00M800.00MJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
225.52M
761.55M
(S) Total Revenue
(DDOG) Total Revenue
Values in USD except per share items

S vs. DDOG - Profitability Comparison

The chart below illustrates the profitability comparison between SentinelOne, 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

50.0%55.0%60.0%65.0%70.0%75.0%80.0%85.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
74.7%
79.3%
(S) Gross Margin
(DDOG) Gross Margin
S - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, SentinelOne, Inc. reported a gross profit of 168.51M and revenue of 225.52M. Therefore, the gross margin over that period was 74.7%.

DDOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Datadog, Inc. reported a gross profit of 603.93M and revenue of 761.55M. Therefore, the gross margin over that period was 79.3%.

S - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, SentinelOne, Inc. reported an operating income of -80.26M and revenue of 225.52M, resulting in an operating margin of -35.6%.

DDOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Datadog, Inc. reported an operating income of -12.42M and revenue of 761.55M, resulting in an operating margin of -1.6%.

S - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, SentinelOne, Inc. reported a net income of -70.79M and revenue of 225.52M, resulting in a net margin of -31.4%.

DDOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Datadog, Inc. reported a net income of 24.64M and revenue of 761.55M, resulting in a net margin of 3.2%.