PortfoliosLab logoPortfoliosLab logo
OKLL vs. OKLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

In the year-to-date period, OKLL achieves a -77.76% return, which is significantly lower than OKLO's -35.56% return.


OKLL

1D
1.36%
1M
-39.05%
6M
-87.30%
YTD
-77.76%
1Y
-84.70%
3Y*
5Y*
10Y*

OKLO

1D
0.94%
1M
-19.57%
6M
-52.37%
YTD
-35.56%
1Y
-25.91%
3Y*
64.59%
5Y*
35.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OKLL vs. OKLO - Yearly Performance Comparison


2026 (YTD)2025
OKLL
Defiance Daily Target 2x Long OKLO ETF
-77.76%-25.10%
OKLO
Oklo Inc.
-35.56%30.21%

Correlation

The correlation between OKLL and OKLO is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2025

1.00

The correlation between OKLL and OKLO has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

OKLL vs. OKLO — Risk / Return Rank

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

OKLL
OKLL Risk / Return Rank: 66
Overall Rank
OKLL Sharpe Ratio Rank: 66
Sharpe Ratio Rank
OKLL Sortino Ratio Rank: 88
Sortino Ratio Rank
OKLL Omega Ratio Rank: 99
Omega Ratio Rank
OKLL Calmar Ratio Rank: 22
Calmar Ratio Rank
OKLL Martin Ratio Rank: 44
Martin Ratio Rank

OKLO
OKLO Risk / Return Rank: 3737
Overall Rank
OKLO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
OKLO Sortino Ratio Rank: 4141
Sortino Ratio Rank
OKLO Omega Ratio Rank: 4040
Omega Ratio Rank
OKLO Calmar Ratio Rank: 3333
Calmar Ratio Rank
OKLO Martin Ratio Rank: 3535
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. 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OKLLOKLODifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.01

1.03

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.87

-0.35

-0.52

Martin ratioReturn relative to average drawdown

-1.13

-0.52

-0.61

OKLL vs. OKLO - Sharpe Ratio Comparison

The current OKLL Sharpe Ratio is -0.42, which is lower than the OKLO Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of OKLL and OKLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

OKLL vs. OKLO - Drawdown Comparison

The maximum OKLL drawdown since its inception was -97.35%, 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.


Loading charts...

Drawdown Indicators


OKLLOKLODifference

Max Drawdown

Largest peak-to-trough decline

-97.35%

-73.83%

-23.52%

Max Drawdown (1Y)

Largest decline over 1 year

-97.35%

-73.83%

-23.52%

Max Drawdown (3Y)

Largest decline over 3 years

-73.83%

Max Drawdown (5Y)

Largest decline over 5 years

-73.83%

Current Drawdown

Current decline from peak

-97.31%

-73.45%

-23.86%

Average Drawdown

Average peak-to-trough decline

-64.22%

-18.95%

-45.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

74.65%

49.59%

+25.06%

Volatility

OKLL vs. OKLO - Volatility Comparison

Defiance Daily Target 2x Long OKLO ETF (OKLL) has a higher volatility of 35.99% compared to Oklo Inc. (OKLO) at 18.00%. This indicates that OKLL's price experiences larger fluctuations and is considered to be riskier than OKLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


OKLLOKLODifference

Volatility (1M)

Calculated over the trailing 1-month period

35.99%

18.00%

+17.99%

Volatility (6M)

Calculated over the trailing 6-month period

130.46%

65.35%

+65.11%

Volatility (1Y)

Calculated over the trailing 1-year period

202.41%

101.37%

+101.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

199.42%

85.76%

+113.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

199.42%

85.59%

+113.83%

Dividends

OKLL vs. OKLO - Dividend Comparison

Neither OKLL nor OKLO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, OKLL and OKLO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

OKLL has higher volatility (35.99%) compared to OKLO (18.00%). In terms of maximum drawdown, OKLL dropped -97.35% vs OKLO's -73.83%.

OKLO currently has the higher Sharpe Ratio (-0.26 vs -0.42), 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.

Portfolio Optimizer

Find the right allocation for OKLL and OKLO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer