FTNT vs. OKTA

In the year-to-date period, FTNT achieves a 62.05% return, which is significantly higher than OKTA's -9.76% return.

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This table presents a comparison of risk-adjusted performance metrics for Fortinet, Inc. (FTNT) and Okta, Inc. (OKTA). 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 FTNT Sharpe Ratio is 1.65, which is higher than the OKTA Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of FTNT and OKTA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither FTNT nor OKTA has paid dividends to shareholders.

The maximum FTNT drawdown since its inception was -51.20%, smaller than the maximum OKTA drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for FTNT and OKTA. For additional features, visit the drawdowns tool.

The current volatility for Fortinet, Inc. (FTNT) is 8.31%, while Okta, Inc. (OKTA) has a volatility of 11.13%. This indicates that FTNT experiences smaller price fluctuations and is considered to be less risky than OKTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Fortinet, Inc. and Okta, 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.