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 sector. Data as of 2026-09-13.
| Last close price | $221.21 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +31.65% |
| Total return over period | +126.93% |
| Annualized volatility | 54.37% |
| Period volatility | 93.87% |
| Sharpe ratio | 0.51 |
| Sortino ratio | 0.85 |
| Max drawdown | -48.62% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.80% |
| Correlation with the S&P 500 | 0.37 |
| Period range | $79.24 – $288.15 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Datadog (DDOG) has posted an annualized return of +31.65% with annual volatility of 54.37%, a Sharpe ratio of 0.51. Its worst stretch (max drawdown from a peak) was -48.62%. Its correlation with the S&P 500 is 0.37, 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.
Optimize a portfolio with DDOG →
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.
What is the Sharpe ratio? · How to optimize an investment portfolio