OKLL vs. OKLO

Last updated Apr 1, 2026

Compare and contrast key facts about Defiance Daily Target 2x Long OKLO ETF (OKLL) and Oklo Inc. (OKLO).

OKLL is an actively managed fund by Defiance. It was launched on Jun 23, 2025.

Performance

OKLL vs. OKLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2x Long OKLO ETF (OKLL) and Oklo Inc. (OKLO). The values are adjusted to include any dividend payments, if applicable.

OKLL vs. OKLO - Yearly Performance Comparison

	2026 (YTD)	2025
OKLL Defiance Daily Target 2x Long OKLO ETF	-63.92%	-30.34%
OKLO Oklo Inc.	-30.89%	18.20%

Returns By Period

In the year-to-date period, OKLL achieves a -63.92% return, which is significantly lower than OKLO's -30.89% return.

OKLL

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

OKLO

• 1D: 8.80%
• 1M: -21.22%
• YTD: -30.89%
• 6M: -55.58%
• 1Y: 129.26%
• 3Y*: 69.68%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

OKLL vs. OKLO — Risk / Return Rank

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

OKLO

OKLO Risk / Return Rank: 76
OKLO Sharpe Ratio Rank: 80
OKLO Sortino Ratio Rank: 83
OKLO Omega Ratio Rank: 75
OKLO Calmar Ratio Rank: 74
OKLO Martin Ratio Rank: 70

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. OKLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2x Long OKLO ETF (OKLL) and Oklo Inc. (OKLO). 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.

Sharpe Ratios by Period

	OKLL	OKLO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.21	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.41	0.48	-0.89

Correlation

The correlation between OKLL and OKLO is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

OKLL vs. OKLO - Dividend Comparison

Neither OKLL nor OKLO has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

OKLL vs. OKLO - Drawdown Comparison

The maximum OKLL drawdown since its inception was -96.29%, which is greater than OKLO's maximum drawdown of -73.83%. Use the drawdown chart below to compare losses from any high point for OKLL and OKLO.

Drawdown Indicators

	OKLL	OKLO	Difference
Max Drawdown Largest peak-to-trough decline	-96.29%	-73.83%	-22.46%
Max Drawdown (1Y) Largest decline over 1 year	—	-73.83%	—
Current Drawdown Current decline from peak	-95.64%	-71.52%	-24.12%
Average Drawdown Average peak-to-trough decline	-53.44%	-16.20%	-37.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	35.87%	—

Volatility

Volatility by Period

	OKLL	OKLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	21.29%	—
Volatility (6M) Calculated over the trailing 6-month period	—	70.69%	—
Volatility (1Y) Calculated over the trailing 1-year period	202.40%	107.15%	+95.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	202.40%	84.92%	+117.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	202.40%	84.92%	+117.48%