PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPLK vs. DDOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
10.35%
SPLK
DDOG

Returns By Period


SPLK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

DDOG

YTD

11.59%

1M

7.66%

6M

10.35%

1Y

21.01%

5Y (annualized)

27.07%

10Y (annualized)

N/A

Fundamentals


SPLKDDOG
Market Cap$26.44B$46.02B
EPS$1.52$0.56
PE Ratio103.22241.88
PEG Ratio1.810.85
Total Revenue (TTM)$1.49B$2.54B
Gross Profit (TTM)$1.26B$2.06B
EBITDA (TTM)$504.75M$89.06M

Key characteristics


SPLKDDOG

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.5

The correlation between SPLK and DDOG is 0.52, 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.

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 2.16, compared to the broader market-4.00-2.000.002.004.002.160.60
The chart of Sortino ratio for SPLK, currently valued at 4.28, compared to the broader market-4.00-2.000.002.004.004.280.99
The chart of Omega ratio for SPLK, currently valued at 2.06, compared to the broader market0.501.001.502.002.061.13
The chart of Calmar ratio for SPLK, currently valued at 0.11, compared to the broader market0.002.004.006.000.110.45
The chart of Martin ratio for SPLK, currently valued at 27.22, compared to the broader market-10.000.0010.0020.0030.0027.221.98
SPLK
DDOG

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.16
0.60
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


-45.00%-40.00%-35.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-29.83%
-31.09%
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 11.66%. 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%JuneJulyAugustSeptemberOctoberNovember0
11.66%
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