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OKTA vs. CRWD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OKTA and CRWD is 0.63, 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.


-0.50.00.51.00.6

Performance

OKTA vs. CRWD - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-5.57%
-8.14%
OKTA
CRWD

Key characteristics

Sharpe Ratio

OKTA:

-0.14

CRWD:

0.76

Sortino Ratio

OKTA:

0.10

CRWD:

1.26

Omega Ratio

OKTA:

1.01

CRWD:

1.17

Calmar Ratio

OKTA:

-0.08

CRWD:

0.81

Martin Ratio

OKTA:

-0.28

CRWD:

2.01

Ulcer Index

OKTA:

20.80%

CRWD:

17.88%

Daily Std Dev

OKTA:

42.46%

CRWD:

46.98%

Max Drawdown

OKTA:

-84.57%

CRWD:

-67.69%

Current Drawdown

OKTA:

-72.00%

CRWD:

-10.49%

Fundamentals

Market Cap

OKTA:

$14.64B

CRWD:

$88.03B

EPS

OKTA:

-$0.34

CRWD:

$0.53

PEG Ratio

OKTA:

1.17

CRWD:

1.75

Total Revenue (TTM)

OKTA:

$2.53B

CRWD:

$3.74B

Gross Profit (TTM)

OKTA:

$1.93B

CRWD:

$2.81B

EBITDA (TTM)

OKTA:

-$4.00M

CRWD:

$297.12M

Returns By Period

In the year-to-date period, OKTA achieves a -9.76% return, which is significantly lower than CRWD's 37.49% return.


OKTA

YTD

-9.76%

1M

9.64%

6M

-5.58%

1Y

-4.20%

5Y*

-6.82%

10Y*

N/A

CRWD

YTD

37.49%

1M

-0.64%

6M

-8.14%

1Y

38.23%

5Y*

48.11%

10Y*

N/A

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Risk-Adjusted Performance

OKTA vs. CRWD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Okta, Inc. (OKTA) and CrowdStrike Holdings, Inc. (CRWD). 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.


Sharpe ratio
The chart of Sharpe ratio for OKTA, currently valued at -0.14, compared to the broader market-4.00-2.000.002.00-0.140.76
The chart of Sortino ratio for OKTA, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.000.101.26
The chart of Omega ratio for OKTA, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.17
The chart of Calmar ratio for OKTA, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.080.81
The chart of Martin ratio for OKTA, currently valued at -0.28, compared to the broader market0.0010.0020.00-0.282.01
OKTA
CRWD

The current OKTA Sharpe Ratio is -0.14, which is lower than the CRWD Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of OKTA and CRWD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.14
0.76
OKTA
CRWD

Dividends

OKTA vs. CRWD - Dividend Comparison

Neither OKTA nor CRWD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OKTA vs. CRWD - Drawdown Comparison

The maximum OKTA drawdown since its inception was -84.57%, which is greater than CRWD's maximum drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for OKTA and CRWD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-72.00%
-10.49%
OKTA
CRWD

Volatility

OKTA vs. CRWD - Volatility Comparison

The current volatility for Okta, Inc. (OKTA) is 11.13%, while CrowdStrike Holdings, Inc. (CRWD) has a volatility of 14.40%. This indicates that OKTA experiences smaller price fluctuations and is considered to be less risky than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.13%
14.40%
OKTA
CRWD

Financials

OKTA vs. CRWD - Financials Comparison

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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