OKTA vs. NVDA

In the year-to-date period, OKTA achieves a -9.76% return, which is significantly lower than NVDA's 163.96% return.

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This table presents a comparison of risk-adjusted performance metrics for Okta, Inc. (OKTA) and NVIDIA Corporation (NVDA). 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 -0.14, which is lower than the NVDA Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of OKTA and NVDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OKTA has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.03%.

The maximum OKTA drawdown since its inception was -84.57%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for OKTA and NVDA. For additional features, visit the drawdowns tool.

Okta, Inc. (OKTA) has a higher volatility of 11.13% compared to NVIDIA Corporation (NVDA) at 9.41%. This indicates that OKTA's price experiences larger fluctuations and is considered to be riskier than NVDA 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 NVIDIA 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.