TTD vs. DDOG
TTD (The Trade Desk, Inc.) and DDOG (Datadog, Inc.) are both stocks. Both operate in the Software - Application industry within the Technology sector. Over the past 5 years, TTD returned -19.79%/yr vs 20.36%/yr for DDOG. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
TTD vs. DDOG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TTD achieves a -48.81% return, which is significantly lower than DDOG's 70.37% return.
TTD
- 1D
- -2.61%
- 1M
- -15.81%
- YTD
- -48.81%
- 6M
- -50.62%
- 1Y
- -72.81%
- 3Y*
- -36.13%
- 5Y*
- -19.79%
- 10Y*
- —
DDOG
- 1D
- -1.04%
- 1M
- 15.75%
- YTD
- 70.37%
- 6M
- 50.17%
- 1Y
- 89.65%
- 3Y*
- 34.31%
- 5Y*
- 20.36%
- 10Y*
- —
TTD vs. DDOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TTD The Trade Desk, Inc. | -48.81% | -67.70% | 63.33% | 60.52% | -51.08% | 14.41% | 208.34% | 24.82% |
DDOG Datadog, Inc. | 70.37% | -4.83% | 17.72% | 65.14% | -58.73% | 80.93% | 160.56% | -6.37% |
Correlation
The correlation between TTD and DDOG is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2019 | 0.55 |
Over the past year, the correlation between TTD and DDOG has dropped to 0.30 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
Fundamentals
TTD:
$9.27B
DDOG:
$84.50B
TTD:
$0.89
DDOG:
$0.37
TTD:
21.88
DDOG:
620.53
TTD:
0.29
DDOG:
5.56
TTD:
3.19
DDOG:
22.93
TTD:
3.78
DDOG:
21.19
TTD:
$2.97B
DDOG:
$3.67B
TTD:
$2.31B
DDOG:
$2.93B
TTD:
$725.01M
DDOG:
$173.48M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TTD vs. DDOG — Risk / Return Rank
TTD
DDOG
TTD vs. DDOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Trade Desk, Inc. (TTD) 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.
| TTD | DDOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -4.46 | ||
| Omega ratioGain probability vs. loss probability | 0.71 | 1.30 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 1.85 | -2.78 |
| Martin ratioReturn relative to average drawdown | -1.30 | 3.63 | -4.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TTD | DDOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.14 | 1.38 | -2.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | 0.35 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.52 | -0.21 |
Drawdowns
TTD vs. DDOG - Drawdown Comparison
The maximum TTD drawdown since its inception was -86.07%, which is greater than DDOG's maximum drawdown of -68.11%. Use the drawdown chart below to compare losses from any high point for TTD and DDOG.
Loading charts...
Drawdown Indicators
| TTD | DDOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.07% | -68.11% | -17.96% |
Max Drawdown (1Y)Largest decline over 1 year | -78.35% | -48.62% | -29.73% |
Max Drawdown (3Y)Largest decline over 3 years | -86.07% | -48.62% | -37.45% |
Max Drawdown (5Y)Largest decline over 5 years | -86.07% | -68.11% | -17.96% |
Current DrawdownCurrent decline from peak | -86.07% | -16.51% | -69.56% |
Average DrawdownAverage peak-to-trough decline | -27.19% | -30.87% | +3.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.98% | 24.77% | +31.21% |
Volatility
TTD vs. DDOG - Volatility Comparison
The Trade Desk, Inc. (TTD) and Datadog, Inc. (DDOG) have volatilities of 19.61% and 19.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TTD | DDOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.61% | 19.53% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 41.01% | 50.44% | -9.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.21% | 65.67% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.36% | 58.25% | +9.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.47% | 60.06% | +8.41% |
Dividends
TTD vs. DDOG - Dividend Comparison
Neither TTD nor DDOG has paid dividends to shareholders.
Financials
TTD vs. DDOG - Financials Comparison
This section allows you to compare key financial metrics between The Trade Desk, 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
TTD vs. DDOG - Profitability Comparison
TTD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Trade Desk, Inc. reported a gross profit of 506.89M and revenue of 688.86M. Therefore, the gross margin over that period was 73.6%.
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%.
TTD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Trade Desk, Inc. reported an operating income of 66.65M and revenue of 688.86M, resulting in an operating margin of 9.7%.
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%.
TTD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Trade Desk, Inc. reported a net income of 40.00M and revenue of 688.86M, resulting in a net margin of 5.8%.
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
TTD and DDOG have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTD has higher volatility (19.61%) compared to DDOG (19.53%). In terms of maximum drawdown, TTD dropped -86.07% vs DDOG's -68.11%.
DDOG currently has the higher Sharpe Ratio (1.38 vs -1.14), 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.
Find the right allocation for TTD and DDOG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer