PortfoliosLab logoPortfoliosLab logo
QFIN vs. OKTA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

QFIN vs. OKTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 360 DigiTech, Inc. (QFIN) and Okta, Inc. (OKTA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QFIN achieves a -15.31% return, which is significantly lower than OKTA's 34.49% return.


QFIN

1D
2.67%
1M
17.56%
YTD
-15.31%
6M
-17.62%
1Y
-59.79%
3Y*
7.60%
5Y*
-12.03%
10Y*

OKTA

1D
-1.03%
1M
43.48%
YTD
34.49%
6M
28.95%
1Y
19.30%
3Y*
15.20%
5Y*
-12.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QFIN vs. OKTA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QFIN
360 DigiTech, Inc.
-15.31%-47.46%162.76%-16.28%-6.54%97.15%20.68%-36.99%-7.75%
OKTA
Okta, Inc.
34.49%9.73%-12.96%32.49%-69.52%-11.83%120.39%80.83%-5.16%

Correlation

The correlation between QFIN and OKTA is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.21

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

0.29

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2018

0.23

The correlation between QFIN and OKTA shifts across timeframes, from 0.17 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

QFIN:

$948.90M

OKTA:

$20.66B

EPS

QFIN:

CN¥51.00

OKTA:

$0.96

PE Ratio

QFIN:

2.05

OKTA:

120.69

PEG Ratio

QFIN:

0.06

OKTA:

0.18

PS Ratio

QFIN:

0.59

OKTA:

9.36

PB Ratio

QFIN:

0.26

OKTA:

3.00K

Total Revenue (TTM)

QFIN:

CN¥17.46B

OKTA:

$2.23B

Gross Profit (TTM)

QFIN:

CN¥12.90B

OKTA:

$1.73B

EBITDA (TTM)

QFIN:

CN¥6.93B

OKTA:

$235.06M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QFIN vs. OKTA — Risk / Return Rank

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

QFIN
QFIN Risk / Return Rank: 88
Overall Rank
QFIN Sharpe Ratio Rank: 44
Sharpe Ratio Rank
QFIN Sortino Ratio Rank: 33
Sortino Ratio Rank
QFIN Omega Ratio Rank: 44
Omega Ratio Rank
QFIN Calmar Ratio Rank: 1010
Calmar Ratio Rank
QFIN Martin Ratio Rank: 1818
Martin Ratio Rank

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
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.

QFIN vs. OKTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 360 DigiTech, Inc. (QFIN) and Okta, Inc. (OKTA). 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.


QFINOKTADifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-2.91

Omega ratioGain probability vs. loss probability

0.76

1.11

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.83

0.43

-1.26

Martin ratioReturn relative to average drawdown

-1.13

1.02

-2.15

QFIN vs. OKTA - Sharpe Ratio Comparison

The current QFIN Sharpe Ratio is -1.09, which is lower than the OKTA Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of QFIN and OKTA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

QFIN vs. OKTA - Drawdown Comparison

The maximum QFIN drawdown since its inception was -76.74%, smaller than the maximum OKTA drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for QFIN and OKTA.


Loading charts...

Drawdown Indicators


QFINOKTADifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-84.57%

+7.83%

Max Drawdown (1Y)

Largest decline over 1 year

-72.31%

-37.75%

-34.56%

Max Drawdown (3Y)

Largest decline over 3 years

-73.15%

-50.57%

-22.58%

Max Drawdown (5Y)

Largest decline over 5 years

-76.74%

-83.43%

+6.69%

Current Drawdown

Current decline from peak

-64.51%

-60.14%

-4.37%

Average Drawdown

Average peak-to-trough decline

-45.54%

-38.27%

-7.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.01%

15.82%

+37.19%

Volatility

QFIN vs. OKTA - Volatility Comparison

The current volatility for 360 DigiTech, Inc. (QFIN) is 29.45%, while Okta, Inc. (OKTA) has a volatility of 32.92%. This indicates that QFIN experiences smaller price fluctuations and is considered to be less risky than OKTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QFINOKTADifference

Volatility (1M)

Calculated over the trailing 1-month period

29.45%

32.92%

-3.47%

Volatility (6M)

Calculated over the trailing 6-month period

38.71%

48.12%

-9.41%

Volatility (1Y)

Calculated over the trailing 1-year period

55.12%

54.65%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.39%

57.50%

+8.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.04%

53.99%

+18.05%

Dividends

QFIN vs. OKTA - Dividend Comparison

QFIN's dividend yield for the trailing twelve months is around 10.00%, while OKTA has not paid dividends to shareholders.


PositionTTM20252024202320222021
OKTA
Okta, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
QFIN
360 DigiTech, Inc.
10.00%7.58%4.56%7.27%4.03%1.22%

Financials

QFIN vs. OKTA - Financials Comparison

This section allows you to compare key financial metrics between 360 DigiTech, Inc. and Okta, 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
3.89B
765.00K
(QFIN) Total Revenue
(OKTA) Total Revenue
Please note, different currencies. QFIN values in CNY, OKTA values in USD

QFIN vs. OKTA - Profitability Comparison

The chart below illustrates the profitability comparison between 360 DigiTech, Inc. and Okta, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%20222023202420252026
75.8%
77.8%
Portfolio components
QFIN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, 360 DigiTech, Inc. reported a gross profit of 2.95B and revenue of 3.89B. Therefore, the gross margin over that period was 75.8%.

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%.

QFIN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, 360 DigiTech, Inc. reported an operating income of 928.25M and revenue of 3.89B, resulting in an operating margin of 23.9%.

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%.

QFIN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, 360 DigiTech, Inc. reported a net income of 877.98M and revenue of 3.89B, resulting in a net margin of 22.6%.

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%.


Frequently Asked Questions


QFIN and OKTA have a correlation of 0.17, 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 QFIN (29.45%). In terms of maximum drawdown, QFIN dropped -76.74% vs OKTA's -84.57%.

OKTA currently has the higher Sharpe Ratio (0.30 vs -1.09), 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 QFIN and OKTA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer