OKTA vs. MDB

In the year-to-date period, OKTA achieves a 33.73% return, which is significantly higher than MDB's -22.60% return.

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This table presents a comparison of risk-adjusted performance metrics for Okta, Inc. (OKTA) and MongoDB, Inc. (MDB). 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 OKTA Sharpe Ratio is 0.04, which is higher than the MDB Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of OKTA and MDB, 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 OKTA nor MDB has paid dividends to shareholders.

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

The current volatility for Okta, Inc. (OKTA) is 14.64%, while MongoDB, Inc. (MDB) has a volatility of 34.79%. This indicates that OKTA experiences smaller price fluctuations and is considered to be less risky than MDB 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 Okta, Inc. and MongoDB, 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.