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

Correlation

The correlation between SPLK and DDOG is 0.51, 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.


-0.50.00.51.00.5

Performance

SPLK vs. DDOG - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember0
24.97%
SPLK
DDOG

Key characteristics

Fundamentals

Market Cap

SPLK:

$26.44B

DDOG:

$53.31B

EPS

SPLK:

$1.52

DDOG:

$0.55

PE Ratio

SPLK:

103.22

DDOG:

285.29

PEG Ratio

SPLK:

1.81

DDOG:

0.98

Total Revenue (TTM)

SPLK:

$1.49B

DDOG:

$2.54B

Gross Profit (TTM)

SPLK:

$1.26B

DDOG:

$2.06B

EBITDA (TTM)

SPLK:

$504.75M

DDOG:

$89.06M

Returns By Period


SPLK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

DDOG

YTD

21.05%

1M

10.13%

6M

26.58%

1Y

21.81%

5Y*

30.79%

10Y*

N/A

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Risk-Adjusted Performance

SPLK vs. DDOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Splunk Inc. (SPLK) 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.


Sharpe ratio
The chart of Sharpe ratio for SPLK, currently valued at 2.89, compared to the broader market-4.00-2.000.002.002.890.53
The chart of Sortino ratio for SPLK, currently valued at 10.06, compared to the broader market-4.00-2.000.002.004.0010.060.95
The chart of Omega ratio for SPLK, currently valued at 3.68, compared to the broader market0.501.001.502.003.681.12
The chart of Calmar ratio for SPLK, currently valued at 0.10, compared to the broader market0.002.004.006.000.100.43
The chart of Martin ratio for SPLK, currently valued at 90.67, compared to the broader market0.0010.0020.0090.671.86
SPLK
DDOG


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.89
0.53
SPLK
DDOG

Dividends

SPLK vs. DDOG - Dividend Comparison

Neither SPLK nor DDOG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPLK vs. DDOG - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-29.83%
-25.25%
SPLK
DDOG

Volatility

SPLK vs. DDOG - Volatility Comparison

The current volatility for Splunk Inc. (SPLK) is 0.00%, while Datadog, Inc. (DDOG) has a volatility of 15.39%. This indicates that SPLK 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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember0
15.39%
SPLK
DDOG

Financials

SPLK vs. DDOG - Financials Comparison

This section allows you to compare key financial metrics between Splunk 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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