PortfoliosLab logoPortfoliosLab logo
USD=X vs. DDOG
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. DDOG - Performance Comparison

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

Loading charts...

Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

DDOG

1D
-1.85%
1M
11.98%
YTD
69.06%
6M
57.47%
1Y
87.40%
3Y*
32.99%
5Y*
19.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. DDOG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DDOG
Datadog, Inc.
69.06%-4.83%17.72%65.14%-58.73%80.93%160.56%-6.37%

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

USD=X vs. DDOG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DDOG
DDOG Risk / Return Rank: 7878
Overall Rank
DDOG Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DDOG Sortino Ratio Rank: 8383
Sortino Ratio Rank
DDOG Omega Ratio Rank: 8181
Omega Ratio Rank
DDOG Calmar Ratio Rank: 7575
Calmar Ratio Rank
DDOG Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USD=X vs. DDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USD=XDDOGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

1.81

Martin ratioReturn relative to average drawdown

3.53

USD=X vs. DDOG - Sharpe Ratio Comparison


Loading charts...

Drawdowns

USD=X vs. DDOG - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum DDOG drawdown of -68.11%. Use the drawdown chart below to compare losses from any high point for USD=X and DDOG.


Loading charts...

Drawdown Indicators


USD=XDDOGDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-68.11%

+68.11%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-48.62%

+48.62%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-48.62%

+48.62%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-68.11%

+68.11%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

0.00%

-17.15%

+17.15%

Average Drawdown

Average peak-to-trough decline

0.00%

-30.96%

+30.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

24.87%

-24.87%

Volatility

USD=X vs. DDOG - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Datadog, Inc. (DDOG) has a volatility of 19.12%. This indicates that USD=X 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.


Loading charts...

Volatility by Period


USD=XDDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

19.12%

-19.12%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

50.53%

-50.53%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

65.62%

-65.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

58.24%

-58.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

60.05%

-60.05%

Frequently Asked Questions


DDOG has higher volatility (19.12%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs DDOG's -68.11%.

Portfolio Optimizer

Find the right allocation for USD=X 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