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

Correlation

The correlation between ZS 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.


Performance

ZS vs. DDOG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ZS:

0.80

DDOG:

-0.17

Sortino Ratio

ZS:

1.16

DDOG:

0.15

Omega Ratio

ZS:

1.16

DDOG:

1.02

Calmar Ratio

ZS:

0.55

DDOG:

-0.07

Martin Ratio

ZS:

3.42

DDOG:

-0.19

Ulcer Index

ZS:

9.27%

DDOG:

21.09%

Daily Std Dev

ZS:

44.57%

DDOG:

40.69%

Max Drawdown

ZS:

-76.41%

DDOG:

-68.11%

Current Drawdown

ZS:

-36.80%

DDOG:

-45.12%

Fundamentals

Market Cap

ZS:

$35.66B

DDOG:

$36.26B

EPS

ZS:

-$0.09

DDOG:

$0.53

PEG Ratio

ZS:

3.26

DDOG:

1.73

PS Ratio

ZS:

14.88

DDOG:

13.60

PB Ratio

ZS:

22.19

DDOG:

13.45

Total Revenue (TTM)

ZS:

$1.87B

DDOG:

$2.83B

Gross Profit (TTM)

ZS:

$1.45B

DDOG:

$2.27B

EBITDA (TTM)

ZS:

$60.97M

DDOG:

$182.20M

Returns By Period

In the year-to-date period, ZS achieves a 29.18% return, which is significantly higher than DDOG's -24.50% return.


ZS

YTD

29.18%

1M

15.31%

6M

19.07%

1Y

35.53%

5Y*

25.85%

10Y*

N/A

DDOG

YTD

-24.50%

1M

10.71%

6M

-13.31%

1Y

-6.90%

5Y*

15.88%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ZS vs. DDOG — Risk-Adjusted Performance Rank

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

ZS
The Risk-Adjusted Performance Rank of ZS is 7575
Overall Rank
The Sharpe Ratio Rank of ZS is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ZS is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ZS is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ZS is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ZS is 8181
Martin Ratio Rank

DDOG
The Risk-Adjusted Performance Rank of DDOG is 4444
Overall Rank
The Sharpe Ratio Rank of DDOG is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of DDOG is 4141
Sortino Ratio Rank
The Omega Ratio Rank of DDOG is 4141
Omega Ratio Rank
The Calmar Ratio Rank of DDOG is 4747
Calmar Ratio Rank
The Martin Ratio Rank of DDOG is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ZS vs. DDOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zscaler, Inc. (ZS) 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.


The current ZS Sharpe Ratio is 0.80, which is higher than the DDOG Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of ZS and DDOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ZS vs. DDOG - Dividend Comparison

Neither ZS nor DDOG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZS vs. DDOG - Drawdown Comparison

The maximum ZS drawdown since its inception was -76.41%, which is greater than DDOG's maximum drawdown of -68.11%. Use the drawdown chart below to compare losses from any high point for ZS and DDOG. For additional features, visit the drawdowns tool.


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Volatility

ZS vs. DDOG - Volatility Comparison


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Financials

ZS vs. DDOG - Financials Comparison

This section allows you to compare key financial metrics between Zscaler, 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


100.00M200.00M300.00M400.00M500.00M600.00M700.00M800.00MJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
647.90M
761.55M
(ZS) Total Revenue
(DDOG) Total Revenue
Values in USD except per share items

ZS vs. DDOG - Profitability Comparison

The chart below illustrates the profitability comparison between Zscaler, Inc. and Datadog, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

76.0%78.0%80.0%82.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
77.1%
79.3%
(ZS) Gross Margin
(DDOG) Gross Margin
ZS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Zscaler, Inc. reported a gross profit of 499.40M and revenue of 647.90M. Therefore, the gross margin over that period was 77.1%.

DDOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Datadog, Inc. reported a gross profit of 603.93M and revenue of 761.55M. Therefore, the gross margin over that period was 79.3%.

ZS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Zscaler, Inc. reported an operating income of -40.14M and revenue of 647.90M, resulting in an operating margin of -6.2%.

DDOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Datadog, Inc. reported an operating income of -12.42M and revenue of 761.55M, resulting in an operating margin of -1.6%.

ZS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Zscaler, Inc. reported a net income of -7.72M and revenue of 647.90M, resulting in a net margin of -1.2%.

DDOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Datadog, Inc. reported a net income of 24.64M and revenue of 761.55M, resulting in a net margin of 3.2%.