OKTA vs SPY: returns, Sharpe ratio and drawdown

Over the past year, OKTA returned +112.02% against +13.70% for SPY. Over five years, SPY averaged +10.77% a year, compared with -5.44% for OKTA. OKTA had the higher Sharpe ratio over the past year (1.38 vs 0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -33.10% for OKTA.