PortfoliosLab logo
MDB vs. OKTA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MDB and OKTA is 0.47, 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

MDB vs. OKTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MongoDB, Inc. (MDB) and Okta, Inc. (OKTA). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

MDB:

-0.75

OKTA:

0.54

Sortino Ratio

MDB:

-0.80

OKTA:

1.13

Omega Ratio

MDB:

0.88

OKTA:

1.16

Calmar Ratio

MDB:

-0.63

OKTA:

0.35

Martin Ratio

MDB:

-1.33

OKTA:

1.51

Ulcer Index

MDB:

35.41%

OKTA:

17.44%

Daily Std Dev

MDB:

66.19%

OKTA:

47.65%

Max Drawdown

MDB:

-76.52%

OKTA:

-84.57%

Current Drawdown

MDB:

-67.44%

OKTA:

-57.37%

Fundamentals

Market Cap

MDB:

$15.47B

OKTA:

$21.59B

EPS

MDB:

-$1.72

OKTA:

$0.06

PEG Ratio

MDB:

1.67

OKTA:

0.44

PS Ratio

MDB:

7.71

OKTA:

8.27

PB Ratio

MDB:

5.65

OKTA:

3.37

Total Revenue (TTM)

MDB:

$1.56B

OKTA:

$1.99B

Gross Profit (TTM)

MDB:

$1.14B

OKTA:

$1.52B

EBITDA (TTM)

MDB:

-$28.72M

OKTA:

$61.00M

Returns By Period

In the year-to-date period, MDB achieves a -18.17% return, which is significantly lower than OKTA's 57.86% return.


MDB

YTD

-18.17%

1M

20.13%

6M

-34.67%

1Y

-49.40%

5Y*

-0.60%

10Y*

N/A

OKTA

YTD

57.86%

1M

24.13%

6M

61.69%

1Y

25.30%

5Y*

-7.31%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MDB vs. OKTA — Risk-Adjusted Performance Rank

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

MDB
The Risk-Adjusted Performance Rank of MDB is 1313
Overall Rank
The Sharpe Ratio Rank of MDB is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of MDB is 1616
Sortino Ratio Rank
The Omega Ratio Rank of MDB is 1414
Omega Ratio Rank
The Calmar Ratio Rank of MDB is 1212
Calmar Ratio Rank
The Martin Ratio Rank of MDB is 1111
Martin Ratio Rank

OKTA
The Risk-Adjusted Performance Rank of OKTA is 6969
Overall Rank
The Sharpe Ratio Rank of OKTA is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of OKTA is 6969
Sortino Ratio Rank
The Omega Ratio Rank of OKTA is 7070
Omega Ratio Rank
The Calmar Ratio Rank of OKTA is 6767
Calmar Ratio Rank
The Martin Ratio Rank of OKTA is 6969
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.

MDB vs. OKTA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MongoDB, Inc. (MDB) 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 MDB Sharpe Ratio is -0.75, which is lower than the OKTA Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of MDB 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.


Loading data...

Dividends

MDB vs. OKTA - Dividend Comparison

Neither MDB nor OKTA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MDB vs. OKTA - Drawdown Comparison

The maximum MDB drawdown since its inception was -76.52%, smaller than the maximum OKTA drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for MDB and OKTA. For additional features, visit the drawdowns tool.


Loading data...

Volatility

MDB vs. OKTA - Volatility Comparison

MongoDB, Inc. (MDB) has a higher volatility of 13.15% compared to Okta, Inc. (OKTA) at 11.87%. This indicates that MDB's price experiences larger fluctuations and is considered to be riskier than OKTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

MDB vs. OKTA - Financials Comparison

This section allows you to compare key financial metrics between MongoDB, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


100.00M200.00M300.00M400.00M500.00M600.00M700.00MJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
548.40M
682.00M
(MDB) Total Revenue
(OKTA) Total Revenue
Values in USD except per share items

MDB vs. OKTA - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

68.0%70.0%72.0%74.0%76.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
72.8%
76.8%
(MDB) Gross Margin
(OKTA) Gross Margin
MDB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, MongoDB, Inc. reported a gross profit of 399.38M and revenue of 548.40M. Therefore, the gross margin over that period was 72.8%.

OKTA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Okta, Inc. reported a gross profit of 524.00M and revenue of 682.00M. Therefore, the gross margin over that period was 76.8%.

MDB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, MongoDB, Inc. reported an operating income of -18.56M and revenue of 548.40M, resulting in an operating margin of -3.4%.

OKTA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Okta, Inc. reported an operating income of 8.00M and revenue of 682.00M, resulting in an operating margin of 1.2%.

MDB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, MongoDB, Inc. reported a net income of 15.83M and revenue of 548.40M, resulting in a net margin of 2.9%.

OKTA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Okta, Inc. reported a net income of 23.00M and revenue of 682.00M, resulting in a net margin of 3.4%.