PortfoliosLab logo
SPT vs. OKTA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SPT and OKTA is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

SPT vs. OKTA - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

SPT:

-0.70

OKTA:

0.33

Sortino Ratio

SPT:

-0.88

OKTA:

0.57

Omega Ratio

SPT:

0.90

OKTA:

1.09

Calmar Ratio

SPT:

-0.39

OKTA:

0.10

Martin Ratio

SPT:

-1.23

OKTA:

0.46

Ulcer Index

SPT:

27.63%

OKTA:

15.85%

Daily Std Dev

SPT:

47.00%

OKTA:

50.48%

Max Drawdown

SPT:

-86.91%

OKTA:

-84.57%

Current Drawdown

SPT:

-84.87%

OKTA:

-64.64%

Fundamentals

Market Cap

SPT:

$1.26B

OKTA:

$18.06B

EPS

SPT:

-$1.05

OKTA:

$0.65

PEG Ratio

SPT:

0.33

OKTA:

0.55

PS Ratio

SPT:

3.00

OKTA:

6.74

PB Ratio

SPT:

7.16

OKTA:

2.75

Total Revenue (TTM)

SPT:

$418.41M

OKTA:

$1.99B

Gross Profit (TTM)

SPT:

$324.53M

OKTA:

$1.52B

EBITDA (TTM)

SPT:

-$47.35M

OKTA:

$61.00M

Returns By Period

In the year-to-date period, SPT achieves a -28.92% return, which is significantly lower than OKTA's 30.93% return.


SPT

YTD

-28.92%

1M

3.71%

6M

-31.82%

1Y

-33.14%

3Y*

-24.60%

5Y*

-4.55%

10Y*

N/A

OKTA

YTD

30.93%

1M

-7.77%

6M

33.02%

1Y

16.34%

3Y*

7.50%

5Y*

-12.01%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Sprout Social, Inc.

Okta, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SPT vs. OKTA — Risk-Adjusted Performance Rank

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

SPT
The Risk-Adjusted Performance Rank of SPT is 1717
Overall Rank
The Sharpe Ratio Rank of SPT is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of SPT is 1414
Sortino Ratio Rank
The Omega Ratio Rank of SPT is 1616
Omega Ratio Rank
The Calmar Ratio Rank of SPT is 2626
Calmar Ratio Rank
The Martin Ratio Rank of SPT is 1616
Martin Ratio Rank

OKTA
The Risk-Adjusted Performance Rank of OKTA is 5656
Overall Rank
The Sharpe Ratio Rank of OKTA is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of OKTA is 5252
Sortino Ratio Rank
The Omega Ratio Rank of OKTA is 5555
Omega Ratio Rank
The Calmar Ratio Rank of OKTA is 5555
Calmar Ratio Rank
The Martin Ratio Rank of OKTA is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPT vs. OKTA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprout Social, Inc. (SPT) 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.


The current SPT Sharpe Ratio is -0.70, which is lower than the OKTA Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of SPT and OKTA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SPT vs. OKTA - Dividend Comparison

Neither SPT nor OKTA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPT vs. OKTA - Drawdown Comparison

The maximum SPT drawdown since its inception was -86.91%, roughly equal to the maximum OKTA drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for SPT and OKTA.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SPT vs. OKTA - Volatility Comparison

The current volatility for Sprout Social, Inc. (SPT) is 13.62%, while Okta, Inc. (OKTA) has a volatility of 19.70%. This indicates that SPT 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 data...

Financials

SPT vs. OKTA - Financials Comparison

This section allows you to compare key financial metrics between Sprout Social, 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


0.00100.00M200.00M300.00M400.00M500.00M600.00M700.00M20212022202320242025
109.29M
682.00M
(SPT) Total Revenue
(OKTA) Total Revenue
Values in USD except per share items