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

Performance

OKTA vs. TVTX - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with OKTA having a 34.49% return and TVTX slightly higher at 36.19%.


OKTA

1D
-1.03%
1M
48.71%
YTD
34.49%
6M
28.95%
1Y
16.08%
3Y*
15.20%
5Y*
-12.47%
10Y*

TVTX

1D
6.40%
1M
16.81%
YTD
36.19%
6M
49.41%
1Y
248.33%
3Y*
44.35%
5Y*
28.09%
10Y*
12.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OKTA vs. TVTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OKTA
Okta, Inc.
34.49%9.73%-12.96%32.49%-69.52%-11.83%120.39%80.83%149.12%7.83%
TVTX
Travere Therapeutics, Inc.
36.19%119.35%93.77%-57.25%-32.25%13.89%91.94%-37.25%7.40%16.80%

Correlation

The correlation between OKTA and TVTX is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.22

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

0.26

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2017

0.27

Over the past year, the correlation between OKTA and TVTX has dropped to 0.06 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

OKTA:

$20.66B

TVTX:

$4.78B

EPS

OKTA:

$0.96

TVTX:

-$0.49

PS Ratio

OKTA:

9.36

TVTX:

9.07

PB Ratio

OKTA:

3.00K

TVTX:

48.42

Total Revenue (TTM)

OKTA:

$2.23B

TVTX:

$536.20M

Gross Profit (TTM)

OKTA:

$1.73B

TVTX:

$385.20M

EBITDA (TTM)

OKTA:

$235.06M

TVTX:

$11.15M

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Return for Risk

OKTA vs. TVTX — Risk / Return Rank

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

OKTA
OKTA Risk / Return Rank: 5454
Overall Rank
OKTA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
OKTA Sortino Ratio Rank: 5454
Sortino Ratio Rank
OKTA Omega Ratio Rank: 5353
Omega Ratio Rank
OKTA Calmar Ratio Rank: 5353
Calmar Ratio Rank
OKTA Martin Ratio Rank: 5555
Martin Ratio Rank

TVTX
TVTX Risk / Return Rank: 9696
Overall Rank
TVTX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TVTX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TVTX Omega Ratio Rank: 9595
Omega Ratio Rank
TVTX Calmar Ratio Rank: 9696
Calmar Ratio Rank
TVTX Martin Ratio Rank: 9595
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. TVTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Okta, Inc. (OKTA) and Travere Therapeutics, Inc. (TVTX). 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.


OKTATVTXDifference
Sharpe ratioReturn per unit of total volatility

-3.19

Sortino ratioReturn per unit of downside risk

-3.33

Omega ratioGain probability vs. loss probability

1.11

1.53

-0.42

Calmar ratioReturn relative to maximum drawdown

0.43

7.47

-7.04

Martin ratioReturn relative to average drawdown

1.02

17.27

-16.25

OKTA vs. TVTX - Sharpe Ratio Comparison

The current OKTA Sharpe Ratio is 0.30, which is lower than the TVTX Sharpe Ratio of 3.48. The chart below compares the historical Sharpe Ratios of OKTA and TVTX, 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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Drawdowns

OKTA vs. TVTX - Drawdown Comparison

The maximum OKTA drawdown since its inception was -84.57%, roughly equal to the maximum TVTX drawdown of -85.43%. Use the drawdown chart below to compare losses from any high point for OKTA and TVTX.


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Drawdown Indicators


OKTATVTXDifference

Max Drawdown

Largest peak-to-trough decline

-84.57%

-85.43%

+0.86%

Max Drawdown (1Y)

Largest decline over 1 year

-37.75%

-33.49%

-4.26%

Max Drawdown (3Y)

Largest decline over 3 years

-50.57%

-69.77%

+19.20%

Max Drawdown (5Y)

Largest decline over 5 years

-83.43%

-83.12%

-0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-83.64%

Current Drawdown

Current decline from peak

-60.14%

0.00%

-60.14%

Average Drawdown

Average peak-to-trough decline

-38.27%

-41.07%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.82%

14.46%

+1.36%

Volatility

OKTA vs. TVTX - Volatility Comparison

Okta, Inc. (OKTA) has a higher volatility of 32.92% compared to Travere Therapeutics, Inc. (TVTX) at 16.06%. This indicates that OKTA's price experiences larger fluctuations and is considered to be riskier than TVTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OKTATVTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.92%

16.06%

+16.86%

Volatility (6M)

Calculated over the trailing 6-month period

48.12%

52.58%

-4.46%

Volatility (1Y)

Calculated over the trailing 1-year period

54.65%

71.84%

-17.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.50%

66.50%

-9.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.99%

58.38%

-4.39%

Dividends

OKTA vs. TVTX - Dividend Comparison

Neither OKTA nor TVTX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

OKTA vs. TVTX - Financials Comparison

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


0.00200.00M400.00M600.00M800.00M20222023202420252026
765.00K
127.20M
(OKTA) Total Revenue
(TVTX) Total Revenue
Values in USD except per share items

OKTA vs. TVTX - Profitability Comparison

The chart below illustrates the profitability comparison between Okta, Inc. and Travere Therapeutics, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
77.8%
0
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%.

TVTX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Travere Therapeutics, Inc. reported a gross profit of 0.00 and revenue of 127.20M. Therefore, the gross margin over that period was 0.0%.

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%.

TVTX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Travere Therapeutics, Inc. reported an operating income of -36.60M and revenue of 127.20M, resulting in an operating margin of -28.8%.

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%.

TVTX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Travere Therapeutics, Inc. reported a net income of -37.10M and revenue of 127.20M, resulting in a net margin of -29.2%.


Frequently Asked Questions


OKTA and TVTX have a correlation of 0.06, 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 TVTX (16.06%). In terms of maximum drawdown, OKTA dropped -84.57% vs TVTX's -85.43%.

TVTX currently has the higher Sharpe Ratio (3.48 vs 0.30), 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.

Portfolio Optimizer

Find the right allocation for OKTA and TVTX

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