PortfoliosLab logo
SNOW vs. DDOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SNOW and DDOG is 0.53, 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

SNOW vs. DDOG - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

SNOW:

0.21

DDOG:

-0.17

Sortino Ratio

SNOW:

0.70

DDOG:

0.15

Omega Ratio

SNOW:

1.09

DDOG:

1.02

Calmar Ratio

SNOW:

0.13

DDOG:

-0.07

Martin Ratio

SNOW:

0.46

DDOG:

-0.19

Ulcer Index

SNOW:

20.69%

DDOG:

21.09%

Daily Std Dev

SNOW:

56.08%

DDOG:

40.69%

Max Drawdown

SNOW:

-72.99%

DDOG:

-68.11%

Current Drawdown

SNOW:

-56.67%

DDOG:

-45.12%

Fundamentals

Market Cap

SNOW:

$58.18B

DDOG:

$37.26B

EPS

SNOW:

-$3.87

DDOG:

$0.47

PEG Ratio

SNOW:

8.16

DDOG:

1.74

PS Ratio

SNOW:

16.04

DDOG:

13.31

PB Ratio

SNOW:

19.39

DDOG:

12.55

Total Revenue (TTM)

SNOW:

$2.80B

DDOG:

$2.83B

Gross Profit (TTM)

SNOW:

$1.87B

DDOG:

$2.27B

EBITDA (TTM)

SNOW:

-$996.41M

DDOG:

$182.20M

Returns By Period

In the year-to-date period, SNOW achieves a 12.78% return, which is significantly higher than DDOG's -24.50% return.


SNOW

YTD

12.78%

1M

20.55%

6M

44.05%

1Y

10.81%

5Y*

N/A

10Y*

N/A

DDOG

YTD

-24.50%

1M

15.78%

6M

-13.31%

1Y

-9.32%

5Y*

14.19%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SNOW vs. DDOG — Risk-Adjusted Performance Rank

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

SNOW
The Risk-Adjusted Performance Rank of SNOW is 5858
Overall Rank
The Sharpe Ratio Rank of SNOW is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SNOW is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SNOW is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SNOW is 5858
Calmar Ratio Rank
The Martin Ratio Rank of SNOW is 5858
Martin Ratio Rank

DDOG
The Risk-Adjusted Performance Rank of DDOG is 4444
Overall Rank
The Sharpe Ratio Rank of DDOG is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of DDOG is 4141
Sortino Ratio Rank
The Omega Ratio Rank of DDOG is 4040
Omega Ratio Rank
The Calmar Ratio Rank of DDOG is 4747
Calmar Ratio Rank
The Martin Ratio Rank of DDOG is 4747
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.

SNOW vs. DDOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Snowflake Inc. (SNOW) 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 SNOW Sharpe Ratio is 0.21, which is higher than the DDOG Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of SNOW 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.


Loading data...

Dividends

SNOW vs. DDOG - Dividend Comparison

Neither SNOW nor DDOG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SNOW vs. DDOG - Drawdown Comparison

The maximum SNOW drawdown since its inception was -72.99%, which is greater than DDOG's maximum drawdown of -68.11%. Use the drawdown chart below to compare losses from any high point for SNOW and DDOG. For additional features, visit the drawdowns tool.


Loading data...

Volatility

SNOW vs. DDOG - Volatility Comparison

Snowflake Inc. (SNOW) has a higher volatility of 12.29% compared to Datadog, Inc. (DDOG) at 10.40%. This indicates that SNOW'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.


Loading data...

Financials

SNOW vs. DDOG - Financials Comparison

This section allows you to compare key financial metrics between Snowflake 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


200.00M400.00M600.00M800.00M1.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
986.77M
761.55M
(SNOW) Total Revenue
(DDOG) Total Revenue
Values in USD except per share items

SNOW vs. DDOG - Profitability Comparison

The chart below illustrates the profitability comparison between Snowflake 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

60.0%65.0%70.0%75.0%80.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
66.2%
79.3%
(SNOW) Gross Margin
(DDOG) Gross Margin
SNOW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Snowflake Inc. reported a gross profit of 653.59M and revenue of 986.77M. Therefore, the gross margin over that period was 66.2%.

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%.

SNOW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Snowflake Inc. reported an operating income of -386.68M and revenue of 986.77M, resulting in an operating margin of -39.2%.

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%.

SNOW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Snowflake Inc. reported a net income of -327.47M and revenue of 986.77M, resulting in a net margin of -33.2%.

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%.