MDB vs. OKTA

In the year-to-date period, MDB achieves a -39.92% return, which is significantly lower than OKTA's -8.01% return.

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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 -0.68, which is lower than the OKTA Sharpe Ratio of -0.05. 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.

Neither MDB nor OKTA has paid dividends to shareholders.

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.

MongoDB, Inc. (MDB) has a higher volatility of 26.32% compared to Okta, Inc. (OKTA) at 11.10%. 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.

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.