OKTA vs. MSFT
OKTA (Okta, Inc.) and MSFT (Microsoft Corporation) are both stocks. Both operate in the Software - Infrastructure industry within the Technology sector. Over the past 5 years, OKTA returned -12.47%/yr vs 9.56%/yr for MSFT. At a 0.46 correlation, their price movements are largely independent.
Performance
OKTA vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, OKTA achieves a 34.49% return, which is significantly higher than MSFT's -18.85% return.
OKTA
- 1D
- -1.03%
- 1M
- 48.71%
- YTD
- 34.49%
- 6M
- 28.95%
- 1Y
- 16.08%
- 3Y*
- 15.20%
- 5Y*
- -12.47%
- 10Y*
- —
MSFT
- 1D
- 0.10%
- 1M
- -3.36%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.75%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
OKTA vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OKTA Okta, Inc. | 34.49% | 9.73% | -12.96% | 32.49% | -69.52% | -11.83% | 120.39% | 80.83% | 149.12% | 7.83% |
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 32.24% |
Correlation
The correlation between OKTA and MSFT is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2017 | 0.46 |
Fundamentals
OKTA:
$20.66B
MSFT:
$2.91T
OKTA:
$0.96
MSFT:
$16.79
OKTA:
120.69
MSFT:
23.27
OKTA:
0.18
MSFT:
1.63
OKTA:
9.36
MSFT:
9.16
OKTA:
3.00K
MSFT:
7.02
OKTA:
$2.23B
MSFT:
$318.27B
OKTA:
$1.73B
MSFT:
$217.41B
OKTA:
$235.06M
MSFT:
$200.96B
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Return for Risk
OKTA vs. MSFT — Risk / Return Rank
OKTA
MSFT
OKTA vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Okta, Inc. (OKTA) and Microsoft Corporation (MSFT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OKTA | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.89 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.43 | -0.53 | +0.95 |
| Martin ratioReturn relative to average drawdown | 1.02 | -1.08 | +2.10 |
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Drawdowns
OKTA vs. MSFT - Drawdown Comparison
The maximum OKTA drawdown since its inception was -84.57%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for OKTA and MSFT.
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Drawdown Indicators
| OKTA | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.57% | -69.38% | -15.19% |
Max Drawdown (1Y)Largest decline over 1 year | -37.75% | -33.91% | -3.84% |
Max Drawdown (3Y)Largest decline over 3 years | -50.57% | -33.91% | -16.66% |
Max Drawdown (5Y)Largest decline over 5 years | -83.43% | -37.15% | -46.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -60.14% | -27.46% | -32.68% |
Average DrawdownAverage peak-to-trough decline | -38.27% | -21.78% | -16.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.82% | 16.48% | -0.66% |
Volatility
OKTA vs. MSFT - Volatility Comparison
Okta, Inc. (OKTA) has a higher volatility of 32.92% compared to Microsoft Corporation (MSFT) at 10.52%. This indicates that OKTA's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OKTA | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 32.92% | 10.52% | +22.40% |
Volatility (6M)Calculated over the trailing 6-month period | 48.12% | 22.31% | +25.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.65% | 25.42% | +29.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.50% | 26.66% | +30.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.99% | 27.06% | +26.93% |
Dividends
OKTA vs. MSFT - Dividend Comparison
OKTA has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.91% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
OKTA Okta, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
OKTA vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Okta, Inc. and Microsoft Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
OKTA vs. MSFT - Profitability Comparison
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%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.
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%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
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%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.
Frequently Asked Questions
OKTA and MSFT have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OKTA has higher volatility (32.92%) compared to MSFT (10.52%). In terms of maximum drawdown, OKTA dropped -84.57% vs MSFT's -69.38%.
OKTA currently has the higher Sharpe Ratio (0.30 vs -0.70), 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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