S vs. DDOG
S (SentinelOne, Inc.) and DDOG (Datadog, Inc.) are both stocks. Both are in the Technology sector — S in Software - Infrastructure, DDOG in Software - Application. Over the past 3 years, S returned -1.56%/yr vs 33.20%/yr for DDOG. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
S vs. DDOG - Performance Comparison
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Returns By Period
In the year-to-date period, S achieves a -1.73% return, which is significantly lower than DDOG's 62.78% return.
S
- 1D
- -1.86%
- 1M
- -21.22%
- YTD
- -1.73%
- 6M
- -1.27%
- 1Y
- -15.14%
- 3Y*
- -1.56%
- 5Y*
- —
- 10Y*
- —
DDOG
- 1D
- -0.73%
- 1M
- -0.43%
- YTD
- 62.78%
- 6M
- 56.07%
- 1Y
- 73.62%
- 3Y*
- 33.20%
- 5Y*
- 15.75%
- 10Y*
- —
S vs. DDOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
S SentinelOne, Inc. | -1.73% | -32.43% | -19.10% | 88.07% | -71.10% | 9.76% |
DDOG Datadog, Inc. | 62.78% | -4.83% | 17.72% | 65.14% | -58.73% | 66.15% |
Correlation
The correlation between S and DDOG is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021 | 0.64 |
The correlation between S and DDOG has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.
Fundamentals
S:
$4.97B
DDOG:
$80.74B
S:
-$0.95
DDOG:
$0.37
S:
4.69
DDOG:
21.91
S:
3.45
DDOG:
20.24
S:
$1.05B
DDOG:
$3.67B
S:
$776.52M
DDOG:
$2.93B
S:
-$229.16M
DDOG:
$173.48M
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Return for Risk
S vs. DDOG — Risk / Return Rank
S
DDOG
S vs. DDOG - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| S | DDOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.27 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 1.52 | -1.91 |
| Martin ratioReturn relative to average drawdown | -0.71 | 2.95 | -3.67 |
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Drawdowns
S vs. DDOG - Drawdown Comparison
The maximum S drawdown since its inception was -84.35%, 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.
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Drawdown Indicators
| S | DDOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.35% | -68.11% | -16.24% |
Max Drawdown (1Y)Largest decline over 1 year | -39.64% | -48.62% | +8.98% |
Max Drawdown (3Y)Largest decline over 3 years | -60.20% | -48.62% | -11.58% |
Max Drawdown (5Y)Largest decline over 5 years | — | -68.11% | — |
Current DrawdownCurrent decline from peak | -80.68% | -20.22% | -60.46% |
Average DrawdownAverage peak-to-trough decline | -66.33% | -30.93% | -35.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.27% | 25.00% | -3.73% |
Volatility
S vs. DDOG - Volatility Comparison
The current volatility for SentinelOne, Inc. (S) is 15.45%, while Datadog, Inc. (DDOG) has a volatility of 19.02%. This indicates that S 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
| S | DDOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.45% | 19.02% | -3.57% |
Volatility (6M)Calculated over the trailing 6-month period | 35.36% | 50.35% | -14.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.66% | 65.55% | -17.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.68% | 58.26% | +5.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.68% | 59.98% | +3.70% |
Dividends
S vs. DDOG - Dividend Comparison
Neither S nor DDOG has paid dividends to shareholders.
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.
Total Revenue: Total amount of money received from sales and other business activities
S vs. DDOG - Profitability Comparison
S - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SentinelOne, Inc. reported a gross profit of 198.69M and revenue of 276.66M. 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%.
S - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SentinelOne, Inc. reported an operating income of -77.79M and revenue of 276.66M, resulting in an operating margin of -28.1%.
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%.
S - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SentinelOne, Inc. reported a net income of -76.16M and revenue of 276.66M, resulting in a net margin of -27.5%.
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
S and DDOG have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DDOG has higher volatility (19.02%) compared to S (15.45%). In terms of maximum drawdown, S dropped -84.35% vs DDOG's -68.11%.
DDOG currently has the higher Sharpe Ratio (1.13 vs -0.32), 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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