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OKTA vs. CRWD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, OKTA achieves a 44.15% return, which is significantly lower than CRWD's 59.49% return.


OKTA

1D
-7.89%
1M
61.38%
YTD
44.15%
6M
44.37%
1Y
20.34%
3Y*
19.07%
5Y*
-10.19%
10Y*

CRWD

1D
-2.78%
1M
59.32%
YTD
59.49%
6M
42.63%
1Y
52.96%
3Y*
70.32%
5Y*
29.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OKTA vs. CRWD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
OKTA
Okta, Inc.
44.15%9.73%-12.96%32.49%-69.52%-11.83%120.39%-10.99%
CRWD
CrowdStrike Holdings, Inc.
59.49%37.00%34.01%142.49%-48.58%-3.34%324.74%-14.02%

Correlation

The correlation between OKTA and CRWD is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2019

0.63

The correlation between OKTA and CRWD has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.

Fundamentals

Market Cap

OKTA:

$22.15B

CRWD:

$192.98B

EPS

OKTA:

$0.96

CRWD:

-$0.72

PS Ratio

OKTA:

10.03

CRWD:

39.33

PB Ratio

OKTA:

3.21K

CRWD:

43.58

Total Revenue (TTM)

OKTA:

$2.23B

CRWD:

$4.81B

Gross Profit (TTM)

OKTA:

$1.73B

CRWD:

$3.60B

EBITDA (TTM)

OKTA:

$235.06M

CRWD:

-$39.16M

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Return for Risk

OKTA vs. CRWD — Risk / Return Rank

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

OKTA
OKTA Risk / Return Rank: 5353
Overall Rank
OKTA Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
OKTA Sortino Ratio Rank: 5353
Sortino Ratio Rank
OKTA Omega Ratio Rank: 5353
Omega Ratio Rank
OKTA Calmar Ratio Rank: 5252
Calmar Ratio Rank
OKTA Martin Ratio Rank: 5252
Martin Ratio Rank

CRWD
CRWD Risk / Return Rank: 7070
Overall Rank
CRWD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CRWD Sortino Ratio Rank: 7070
Sortino Ratio Rank
CRWD Omega Ratio Rank: 6969
Omega Ratio Rank
CRWD Calmar Ratio Rank: 6767
Calmar Ratio Rank
CRWD Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OKTA vs. CRWD - Risk-Adjusted Trends 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.


OKTACRWDDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.13

1.23

-0.10

Calmar ratioReturn relative to maximum drawdown

0.51

1.43

-0.93

Martin ratioReturn relative to average drawdown

1.09

3.29

-2.21

OKTA vs. CRWD - Sharpe Ratio Comparison

The current OKTA Sharpe Ratio is 0.38, which is lower than the CRWD Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of OKTA and CRWD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


OKTACRWDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

1.19

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.58

-0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.79

-0.42

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.


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Drawdown Indicators


OKTACRWDDifference

Max Drawdown

Largest peak-to-trough decline

-84.57%

-67.69%

-16.88%

Max Drawdown (1Y)

Largest decline over 1 year

-40.41%

-37.18%

-3.23%

Max Drawdown (3Y)

Largest decline over 3 years

-50.57%

-44.44%

-6.13%

Max Drawdown (5Y)

Largest decline over 5 years

-83.43%

-67.69%

-15.74%

Current Drawdown

Current decline from peak

-57.28%

-4.42%

-52.86%

Average Drawdown

Average peak-to-trough decline

-38.22%

-23.66%

-14.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.73%

16.14%

+2.59%

Volatility

OKTA vs. CRWD - Volatility Comparison

Okta, Inc. (OKTA) has a higher volatility of 32.40% compared to CrowdStrike Holdings, Inc. (CRWD) at 15.34%. This indicates that OKTA's price experiences larger fluctuations and is considered to be riskier than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OKTACRWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.40%

15.34%

+17.06%

Volatility (6M)

Calculated over the trailing 6-month period

47.90%

36.18%

+11.72%

Volatility (1Y)

Calculated over the trailing 1-year period

54.39%

44.66%

+9.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.46%

50.73%

+6.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.03%

55.95%

-1.92%

Dividends

OKTA vs. CRWD - Dividend Comparison

Neither OKTA nor CRWD has paid dividends to shareholders.


Tickers have no history of dividend payments

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


0.00200.00M400.00M600.00M800.00M1.00B1.20B1.40B20222023202420252026
765.00K
1.31B
(OKTA) Total Revenue
(CRWD) Total Revenue
Values in USD except per share items

OKTA vs. CRWD - Profitability Comparison

The chart below illustrates the profitability comparison between Okta, Inc. and CrowdStrike Holdings, 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%78.0%20222023202420252026
77.8%
75.8%
Portfolio components
OKTA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Okta, Inc. reported a gross profit of 595.00K and revenue of 765.00K. Therefore, the gross margin over that period was 77.8%.

CRWD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CrowdStrike Holdings, Inc. reported a gross profit of 989.46M and revenue of 1.31B. Therefore, the gross margin over that period was 75.8%.

OKTA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Okta, Inc. reported an operating income of 56.00K and revenue of 765.00K, resulting in an operating margin of 7.3%.

CRWD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CrowdStrike Holdings, Inc. reported an operating income of -6.90M and revenue of 1.31B, resulting in an operating margin of -0.5%.

OKTA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Okta, Inc. reported a net income of 74.00K and revenue of 765.00K, resulting in a net margin of 9.7%.

CRWD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CrowdStrike Holdings, Inc. reported a net income of 38.69M and revenue of 1.31B, resulting in a net margin of 3.0%.


Frequently Asked Questions


OKTA and CRWD have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OKTA has higher volatility (32.40%) compared to CRWD (15.34%). In terms of maximum drawdown, OKTA dropped -84.57% vs CRWD's -67.69%.

CRWD currently has the higher Sharpe Ratio (1.19 vs 0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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