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

Key characteristics


SNOWDDOG
YTD Return-34.31%5.82%
1Y Return-21.18%17.82%
3Y Return (Ann)-30.39%-12.73%
Sharpe Ratio-0.400.67
Sortino Ratio-0.281.06
Omega Ratio0.961.14
Calmar Ratio-0.240.50
Martin Ratio-0.482.18
Ulcer Index36.64%10.65%
Daily Std Dev43.79%34.65%
Max Drawdown-72.99%-68.11%
Current Drawdown-67.47%-34.65%

Fundamentals


SNOWDDOG
Market Cap$42.05B$41.93B
EPS-$3.06$0.56
PEG Ratio2.140.76
Total Revenue (TTM)$2.47B$2.54B
Gross Profit (TTM)$1.65B$2.06B
EBITDA (TTM)-$903.78M$132.83M

Correlation

-0.50.00.51.00.7

The correlation between SNOW and DDOG is 0.69, 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

In the year-to-date period, SNOW achieves a -34.31% return, which is significantly lower than DDOG's 5.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-20.47%
8.42%
SNOW
DDOG

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Risk-Adjusted Performance

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.


SNOW
Sharpe ratio
The chart of Sharpe ratio for SNOW, currently valued at -0.40, compared to the broader market-4.00-2.000.002.004.00-0.40
Sortino ratio
The chart of Sortino ratio for SNOW, currently valued at -0.28, compared to the broader market-4.00-2.000.002.004.006.00-0.28
Omega ratio
The chart of Omega ratio for SNOW, currently valued at 0.96, compared to the broader market0.501.001.502.000.96
Calmar ratio
The chart of Calmar ratio for SNOW, currently valued at -0.24, compared to the broader market0.002.004.006.00-0.24
Martin ratio
The chart of Martin ratio for SNOW, currently valued at -0.48, compared to the broader market0.0010.0020.0030.00-0.48
DDOG
Sharpe ratio
The chart of Sharpe ratio for DDOG, currently valued at 0.67, compared to the broader market-4.00-2.000.002.004.000.67
Sortino ratio
The chart of Sortino ratio for DDOG, currently valued at 1.06, compared to the broader market-4.00-2.000.002.004.006.001.06
Omega ratio
The chart of Omega ratio for DDOG, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for DDOG, currently valued at 0.50, compared to the broader market0.002.004.006.000.50
Martin ratio
The chart of Martin ratio for DDOG, currently valued at 2.18, compared to the broader market0.0010.0020.0030.002.18

SNOW vs. DDOG - Sharpe Ratio Comparison

The current SNOW Sharpe Ratio is -0.40, which is lower than the DDOG Sharpe Ratio of 0.67. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.40
0.67
SNOW
DDOG

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.


-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-67.47%
-34.65%
SNOW
DDOG

Volatility

SNOW vs. DDOG - Volatility Comparison

Snowflake Inc. (SNOW) has a higher volatility of 10.12% compared to Datadog, Inc. (DDOG) at 9.28%. 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.12%
9.28%
SNOW
DDOG

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



Values in USD except per share items