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

Correlation

The correlation between OKTA and FTNT is 0.46, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

OKTA vs. FTNT - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
345.73%
1,271.46%
OKTA
FTNT

Key characteristics

Sharpe Ratio

OKTA:

0.25

FTNT:

1.34

Sortino Ratio

OKTA:

0.71

FTNT:

2.34

Omega Ratio

OKTA:

1.10

FTNT:

1.33

Calmar Ratio

OKTA:

0.16

FTNT:

1.83

Martin Ratio

OKTA:

0.67

FTNT:

7.05

Ulcer Index

OKTA:

17.44%

FTNT:

8.06%

Daily Std Dev

OKTA:

47.04%

FTNT:

42.41%

Max Drawdown

OKTA:

-84.57%

FTNT:

-51.20%

Current Drawdown

OKTA:

-64.09%

FTNT:

-10.41%

Fundamentals

Market Cap

OKTA:

$17.63B

FTNT:

$78.28B

EPS

OKTA:

$0.06

FTNT:

$2.26

PE Ratio

OKTA:

1.72K

FTNT:

45.04

PEG Ratio

OKTA:

0.37

FTNT:

2.94

PS Ratio

OKTA:

6.75

FTNT:

13.14

PB Ratio

OKTA:

2.80

FTNT:

52.40

Total Revenue (TTM)

OKTA:

$2.61B

FTNT:

$4.60B

Gross Profit (TTM)

OKTA:

$1.99B

FTNT:

$3.75B

EBITDA (TTM)

OKTA:

$62.00M

FTNT:

$1.70B

Returns By Period

In the year-to-date period, OKTA achieves a 32.98% return, which is significantly higher than FTNT's 8.64% return.


OKTA

YTD

32.98%

1M

-2.96%

6M

43.06%

1Y

13.54%

5Y*

-6.89%

10Y*

N/A

FTNT

YTD

8.64%

1M

6.25%

6M

27.10%

1Y

59.93%

5Y*

36.61%

10Y*

29.71%

*Annualized

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Risk-Adjusted Performance

OKTA vs. FTNT — Risk-Adjusted Performance Rank

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

OKTA
The Risk-Adjusted Performance Rank of OKTA is 6060
Overall Rank
The Sharpe Ratio Rank of OKTA is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of OKTA is 5959
Sortino Ratio Rank
The Omega Ratio Rank of OKTA is 5959
Omega Ratio Rank
The Calmar Ratio Rank of OKTA is 6060
Calmar Ratio Rank
The Martin Ratio Rank of OKTA is 6161
Martin Ratio Rank

FTNT
The Risk-Adjusted Performance Rank of FTNT is 9191
Overall Rank
The Sharpe Ratio Rank of FTNT is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FTNT is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FTNT is 9090
Omega Ratio Rank
The Calmar Ratio Rank of FTNT is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FTNT is 9191
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.

OKTA vs. FTNT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Okta, Inc. (OKTA) and Fortinet, Inc. (FTNT). 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 chart of Sharpe ratio for OKTA, currently valued at 0.25, compared to the broader market-2.00-1.000.001.002.003.00
OKTA: 0.25
FTNT: 1.34
The chart of Sortino ratio for OKTA, currently valued at 0.71, compared to the broader market-6.00-4.00-2.000.002.004.00
OKTA: 0.71
FTNT: 2.34
The chart of Omega ratio for OKTA, currently valued at 1.10, compared to the broader market0.501.001.502.00
OKTA: 1.10
FTNT: 1.33
The chart of Calmar ratio for OKTA, currently valued at 0.16, compared to the broader market0.001.002.003.004.005.00
OKTA: 0.16
FTNT: 1.83
The chart of Martin ratio for OKTA, currently valued at 0.67, compared to the broader market-5.000.005.0010.0015.0020.00
OKTA: 0.67
FTNT: 7.05

The current OKTA Sharpe Ratio is 0.25, which is lower than the FTNT Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of OKTA and FTNT, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.25
1.34
OKTA
FTNT

Dividends

OKTA vs. FTNT - Dividend Comparison

Neither OKTA nor FTNT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OKTA vs. FTNT - Drawdown Comparison

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


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-64.09%
-10.41%
OKTA
FTNT

Volatility

OKTA vs. FTNT - Volatility Comparison

The current volatility for Okta, Inc. (OKTA) is 17.90%, while Fortinet, Inc. (FTNT) has a volatility of 19.70%. This indicates that OKTA experiences smaller price fluctuations and is considered to be less risky than FTNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
17.90%
19.70%
OKTA
FTNT

Financials

OKTA vs. FTNT - Financials Comparison

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