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OKLL vs. NRGU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OKLL vs. NRGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2x Long OKLO ETF (OKLL) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). The values are adjusted to include any dividend payments, if applicable.

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OKLL vs. NRGU - Yearly Performance Comparison


Returns By Period

In the year-to-date period, OKLL achieves a -63.92% return, which is significantly lower than NRGU's 168.34% return.


OKLL

1D
17.70%
1M
-42.27%
YTD
-63.92%
6M
-89.96%
1Y
3Y*
5Y*
10Y*

NRGU

1D
-5.28%
1M
54.17%
YTD
168.34%
6M
128.96%
1Y
92.20%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OKLL vs. NRGU - Expense Ratio Comparison

OKLL has a 1.31% expense ratio, which is higher than NRGU's 0.95% expense ratio.


Return for Risk

OKLL vs. NRGU — Risk / Return Rank

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

OKLL

NRGU
NRGU Risk / Return Rank: 6363
Overall Rank
NRGU Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
NRGU Sortino Ratio Rank: 6969
Sortino Ratio Rank
NRGU Omega Ratio Rank: 6969
Omega Ratio Rank
NRGU Calmar Ratio Rank: 7272
Calmar Ratio Rank
NRGU Martin Ratio Rank: 4141
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.

OKLL vs. NRGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2x Long OKLO ETF (OKLL) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

OKLL vs. NRGU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


OKLLNRGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.41

0.81

-1.23

Correlation

The correlation between OKLL and NRGU is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

OKLL vs. NRGU - Dividend Comparison

Neither OKLL nor NRGU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OKLL vs. NRGU - Drawdown Comparison

The maximum OKLL drawdown since its inception was -96.29%, which is greater than NRGU's maximum drawdown of -57.50%. Use the drawdown chart below to compare losses from any high point for OKLL and NRGU.


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Drawdown Indicators


OKLLNRGUDifference

Max Drawdown

Largest peak-to-trough decline

-96.29%

-57.50%

-38.79%

Max Drawdown (1Y)

Largest decline over 1 year

-55.24%

Current Drawdown

Current decline from peak

-95.64%

-7.45%

-88.19%

Average Drawdown

Average peak-to-trough decline

-53.44%

-25.41%

-28.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.10%

Volatility

OKLL vs. NRGU - Volatility Comparison


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Volatility by Period


OKLLNRGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.53%

Volatility (6M)

Calculated over the trailing 6-month period

48.98%

Volatility (1Y)

Calculated over the trailing 1-year period

202.40%

87.53%

+114.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

202.40%

86.64%

+115.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

202.40%

86.64%

+115.76%