TWLO vs. DDOG
TWLO (Twilio Inc.) and DDOG (Datadog, Inc.) are both stocks. TWLO operates in Internet Content & Information (Communication Services), while DDOG operates in Software - Application (Technology). Over the past 5 years, TWLO returned -7.54%/yr vs 20.36%/yr for DDOG. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
TWLO vs. DDOG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TWLO achieves a 49.42% return, which is significantly lower than DDOG's 70.37% return.
TWLO
- 1D
- -5.95%
- 1M
- 5.37%
- YTD
- 49.42%
- 6M
- 63.33%
- 1Y
- 74.60%
- 3Y*
- 49.28%
- 5Y*
- -7.54%
- 10Y*
- —
DDOG
- 1D
- -1.04%
- 1M
- 15.75%
- YTD
- 70.37%
- 6M
- 50.17%
- 1Y
- 89.65%
- 3Y*
- 34.31%
- 5Y*
- 20.36%
- 10Y*
- —
TWLO vs. DDOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TWLO Twilio Inc. | 49.42% | 31.61% | 42.45% | 54.96% | -81.41% | -22.20% | 244.42% | -14.62% |
DDOG Datadog, Inc. | 70.37% | -4.83% | 17.72% | 65.14% | -58.73% | 80.93% | 160.56% | 0.61% |
Correlation
The correlation between TWLO and DDOG is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2019 | 0.61 |
The correlation between TWLO and DDOG has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.
Fundamentals
TWLO:
$33.53B
DDOG:
$84.50B
TWLO:
$0.66
DDOG:
$0.37
TWLO:
321.50
DDOG:
620.53
TWLO:
6.30
DDOG:
22.93
TWLO:
4.31
DDOG:
21.19
TWLO:
$5.30B
DDOG:
$3.67B
TWLO:
$2.59B
DDOG:
$2.93B
TWLO:
$304.06M
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
TWLO vs. DDOG — Risk / Return Rank
TWLO
DDOG
TWLO vs. DDOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Twilio Inc. (TWLO) 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.
| TWLO | DDOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.30 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 1.85 | +0.62 |
| Martin ratioReturn relative to average drawdown | 5.64 | 3.63 | +2.01 |
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
| TWLO | DDOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.38 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.35 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.52 | -0.15 |
Drawdowns
TWLO vs. DDOG - Drawdown Comparison
The maximum TWLO drawdown since its inception was -90.36%, which is greater than DDOG's maximum drawdown of -68.11%. Use the drawdown chart below to compare losses from any high point for TWLO and DDOG.
Loading charts...
Drawdown Indicators
| TWLO | DDOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.36% | -68.11% | -22.25% |
Max Drawdown (1Y)Largest decline over 1 year | -30.34% | -48.62% | +18.28% |
Max Drawdown (3Y)Largest decline over 3 years | -45.17% | -48.62% | +3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -89.57% | -68.11% | -21.46% |
Current DrawdownCurrent decline from peak | -52.08% | -16.51% | -35.57% |
Average DrawdownAverage peak-to-trough decline | -49.52% | -30.87% | -18.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.27% | 24.77% | -11.50% |
Volatility
TWLO vs. DDOG - Volatility Comparison
Twilio Inc. (TWLO) has a higher volatility of 22.30% compared to Datadog, Inc. (DDOG) at 19.53%. This indicates that TWLO'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 charts...
Volatility by Period
| TWLO | DDOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.30% | 19.53% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 43.19% | 50.44% | -7.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.55% | 65.67% | -5.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.36% | 58.25% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.77% | 60.06% | +0.71% |
Dividends
TWLO vs. DDOG - Dividend Comparison
Neither TWLO nor DDOG has paid dividends to shareholders.
Financials
TWLO vs. DDOG - Financials Comparison
This section allows you to compare key financial metrics between Twilio 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
TWLO vs. DDOG - Profitability Comparison
TWLO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Twilio Inc. reported a gross profit of 684.24M and revenue of 1.41B. Therefore, the gross margin over that period was 48.6%.
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%.
TWLO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Twilio Inc. reported an operating income of 107.67M and revenue of 1.41B, resulting in an operating margin of 7.7%.
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%.
TWLO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Twilio Inc. reported a net income of 90.14M and revenue of 1.41B, resulting in a net margin of 6.4%.
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
TWLO and DDOG have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TWLO has higher volatility (22.30%) compared to DDOG (19.53%). In terms of maximum drawdown, TWLO dropped -90.36% vs DDOG's -68.11%.
DDOG currently has the higher Sharpe Ratio (1.38 vs 1.24), 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 TWLO 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