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

Performance

SLB vs. OKTA - Performance Comparison

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

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Returns By Period

In the year-to-date period, SLB achieves a 48.99% return, which is significantly higher than OKTA's 35.13% return.


SLB

1D
3.06%
1M
6.71%
YTD
48.99%
6M
49.53%
1Y
71.52%
3Y*
8.69%
5Y*
12.03%
10Y*
-0.41%

OKTA

1D
-1.58%
1M
39.27%
YTD
35.13%
6M
33.86%
1Y
11.20%
3Y*
17.84%
5Y*
-11.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLB vs. OKTA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLB
Schlumberger Limited
48.99%3.27%-24.47%-0.78%81.15%40.30%-43.81%17.73%-44.66%-11.98%
OKTA
Okta, Inc.
35.13%9.73%-12.96%32.49%-69.52%-11.83%120.39%80.83%149.12%8.93%

Correlation

The correlation between SLB and OKTA is 0.01, 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

0.01

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

0.14

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

0.11

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2017

0.06

The correlation between SLB and OKTA shifts across timeframes, from 0.01 (1 year) to 0.14 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

SLB:

$3.04

OKTA:

$0.96

PE Ratio

SLB:

18.57

OKTA:

121.27

PEG Ratio

SLB:

0.87

OKTA:

0.18

PS Ratio

SLB:

1.71

OKTA:

9.40

Total Revenue (TTM)

SLB:

$35.94B

OKTA:

$2.23B

Gross Profit (TTM)

SLB:

$4.90B

OKTA:

$1.73B

EBITDA (TTM)

SLB:

$5.30B

OKTA:

$235.06M

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Return for Risk

SLB vs. OKTA — Risk / Return Rank

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

SLB
SLB Risk / Return Rank: 8989
Overall Rank
SLB Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SLB Sortino Ratio Rank: 8787
Sortino Ratio Rank
SLB Omega Ratio Rank: 8585
Omega Ratio Rank
SLB Calmar Ratio Rank: 9292
Calmar Ratio Rank
SLB Martin Ratio Rank: 9191
Martin Ratio Rank

OKTA
OKTA Risk / Return Rank: 5050
Overall Rank
OKTA Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
OKTA Sortino Ratio Rank: 5050
Sortino Ratio Rank
OKTA Omega Ratio Rank: 4949
Omega Ratio Rank
OKTA Calmar Ratio Rank: 4949
Calmar Ratio Rank
OKTA Martin Ratio Rank: 5050
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.

SLB vs. OKTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schlumberger Limited (SLB) 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.


SLBOKTADifference
Sharpe ratioReturn per unit of total volatility

+1.91

Sortino ratioReturn per unit of downside risk

+1.99

Omega ratioGain probability vs. loss probability

1.35

1.10

+0.25

Calmar ratioReturn relative to maximum drawdown

5.03

0.30

+4.73

Martin ratioReturn relative to average drawdown

12.70

0.71

+11.99

SLB vs. OKTA - Sharpe Ratio Comparison

The current SLB Sharpe Ratio is 2.12, which is higher than the OKTA Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of SLB 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.


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Sharpe Ratios by Period


SLBOKTADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

0.21

+1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

-0.20

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.36

-0.22

Drawdowns

SLB vs. OKTA - Drawdown Comparison

The maximum SLB drawdown since its inception was -87.64%, roughly equal to the maximum OKTA drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for SLB and OKTA.


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Drawdown Indicators


SLBOKTADifference

Max Drawdown

Largest peak-to-trough decline

-87.64%

-84.57%

-3.07%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-37.82%

+23.52%

Max Drawdown (3Y)

Largest decline over 3 years

-46.63%

-50.57%

+3.94%

Max Drawdown (5Y)

Largest decline over 5 years

-46.63%

-83.43%

+36.80%

Max Drawdown (10Y)

Largest decline over 10 years

-84.29%

Current Drawdown

Current decline from peak

-33.09%

-59.95%

+26.86%

Average Drawdown

Average peak-to-trough decline

-31.18%

-38.25%

+7.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.65%

18.44%

-12.79%

Volatility

SLB vs. OKTA - Volatility Comparison

The current volatility for Schlumberger Limited (SLB) is 9.86%, while Okta, Inc. (OKTA) has a volatility of 33.10%. This indicates that SLB 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.


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Volatility by Period


SLBOKTADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

33.10%

-23.24%

Volatility (6M)

Calculated over the trailing 6-month period

25.96%

47.85%

-21.89%

Volatility (1Y)

Calculated over the trailing 1-year period

33.98%

54.61%

-20.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.66%

57.49%

-19.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.43%

54.01%

-13.58%

Dividends

SLB vs. OKTA - Dividend Comparison

SLB's dividend yield for the trailing twelve months is around 2.05%, while OKTA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SLB
Schlumberger Limited
2.05%2.97%2.87%1.92%1.22%2.09%4.01%4.98%5.54%2.97%2.38%2.87%

Financials

SLB vs. OKTA - Financials Comparison

This section allows you to compare key financial metrics between Schlumberger Limited 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


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
8.72B
765.00K
(SLB) Total Revenue
(OKTA) Total Revenue
Values in USD except per share items

SLB vs. OKTA - Profitability Comparison

The chart below illustrates the profitability comparison between Schlumberger Limited 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

0.0%20.0%40.0%60.0%80.0%202220232024202520260
77.8%
Portfolio components
SLB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Schlumberger Limited reported a gross profit of 0.00 and revenue of 8.72B. Therefore, the gross margin over that period was 0.0%.

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%.

SLB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Schlumberger Limited reported an operating income of 0.00 and revenue of 8.72B, resulting in an operating margin of 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%.

SLB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Schlumberger Limited reported a net income of 752.00M and revenue of 8.72B, resulting in a net margin of 8.6%.

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


SLB and OKTA have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OKTA has higher volatility (33.10%) compared to SLB (9.86%). In terms of maximum drawdown, SLB dropped -87.64% vs OKTA's -84.57%.

SLB currently has the higher Sharpe Ratio (2.12 vs 0.21), 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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