Datadog (DDOG): analysis and statistics
Return, volatility, Sharpe ratio and risk for Datadog, a component of both the S&P 500 and the Nasdaq 100 in the Information Technology. Data as of 2026-10-29.
| Last close price | $278.41 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +50.82% |
| Total return over period | +240.85% |
| Annualized volatility | 54.83% |
| Period volatility | 94.72% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.41 |
| Sortino ratio | 4.09 |
| Max drawdown | -48.62% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.83% |
| Correlation with the S&P 500 | 0.36 |
| Period range | $79.24 – $293.26 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Datadog (DDOG) has posted an annualized return of +50.82% with annual volatility of 54.83%, a Sharpe ratio of 2.41. Its worst stretch (max drawdown from a peak) was -48.62%. Its correlation with the S&P 500 is 0.36, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how DDOG would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Information Technology stocks
Is it part of the S&P 500?
Yes, Datadog (DDOG) is of both the S&P 500 and the Nasdaq 100.
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