PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Okta, Inc. (OKTA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS6792951054
CUSIP679295105
SectorTechnology
IndustrySoftware—Infrastructure

Highlights

Market Cap$17.51B
EPS-$2.17
PEG Ratio1.84
Revenue (TTM)$2.26B
Gross Profit (TTM)$1.31B
EBITDA (TTM)-$376.00M
Year Range$65.04 - $114.50
Target Price$113.83
Short %1.87%
Short Ratio0.86

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with OKTA

Okta, Inc.

Popular comparisons: OKTA vs. MDB, OKTA vs. FTNT, OKTA vs. TEAM, OKTA vs. QQQ, OKTA vs. CRWD, OKTA vs. NVDA, OKTA vs. SPY, OKTA vs. VOO, OKTA vs. VITAX, OKTA vs. TSM

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Okta, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
18.27%
18.38%
OKTA (Okta, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Okta, Inc. had a return of 8.54% year-to-date (YTD) and 29.72% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date8.54%7.41%
1 month-10.40%-0.81%
6 months18.27%18.38%
1 year29.72%23.57%
5 years (annualized)0.63%12.02%
10 years (annualized)N/A10.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-8.70%29.82%-2.50%
2023-2.39%-17.30%-0.53%35.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of OKTA is 68, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the financial indicators listed below.

68
Okta, Inc.(OKTA)
69Sharpe Ratio Rank
67Sortino Ratio Rank
68Omega Ratio Rank
66Calmar Ratio Rank
69Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Okta, Inc. (OKTA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


OKTA
Sharpe ratio
The Sharpe ratio of OKTA compared to the broader market-2.00-1.000.001.002.003.004.000.58
Sortino ratio
The Sortino ratio of OKTA compared to the broader market-4.00-2.000.002.004.006.001.18
Omega ratio
The Omega ratio of OKTA compared to the broader market0.501.001.501.16
Calmar ratio
The Calmar ratio of OKTA compared to the broader market0.001.002.003.004.005.000.38
Martin ratio
The Martin ratio of OKTA compared to the broader market0.0010.0020.0030.001.98
^GSPC
Sharpe ratio
The Sharpe ratio of ^GSPC compared to the broader market-2.00-1.000.001.002.003.004.002.15
Sortino ratio
The Sortino ratio of ^GSPC compared to the broader market-4.00-2.000.002.004.006.003.11
Omega ratio
The Omega ratio of ^GSPC compared to the broader market0.501.001.501.38
Calmar ratio
The Calmar ratio of ^GSPC compared to the broader market0.001.002.003.004.005.001.63
Martin ratio
The Martin ratio of ^GSPC compared to the broader market0.0010.0020.0030.008.76

Sharpe Ratio

The current Okta, Inc. Sharpe ratio is 0.58. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.58
2.15
OKTA (Okta, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Okta, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-66.32%
-2.49%
OKTA (Okta, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Okta, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Okta, Inc. was 84.57%, occurring on Nov 4, 2022. The portfolio has not yet recovered.

The current Okta, Inc. drawdown is 66.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-84.57%Feb 16, 2021436Nov 4, 2022
-35.53%Sep 13, 201849Nov 20, 201838Jan 17, 201987
-31.63%Jul 29, 2019160Mar 16, 202021Apr 15, 2020181
-19.63%Jun 20, 201729Jul 31, 201728Sep 8, 201757
-19.34%Nov 27, 201716Dec 18, 201738Feb 13, 201854

Volatility

Volatility Chart

The current Okta, Inc. volatility is 5.58%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
5.58%
3.24%
OKTA (Okta, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Okta, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items