OKLL vs. OKLO
OKLL (Defiance Daily Target 2x Long OKLO ETF) is Leveraged Equities fund actively managed by Defiance, while OKLO (Oklo Inc.) is a stock. Over the past year, OKLL returned -90.75% vs -42.34% for OKLO. Their 1.00 correlation means they have historically moved very closely together.
Performance
OKLL vs. OKLO - Performance Comparison
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Returns By Period
In the year-to-date period, OKLL achieves a -83.42% return, which is significantly lower than OKLO's -42.56% return.
OKLL
- 1D
- 12.55%
- 1M
- -43.27%
- 6M
- -82.46%
- YTD
- -83.42%
- 1Y
- -90.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -84.76%
OKLO
- 1D
- 6.16%
- 1M
- -21.28%
- 6M
- -44.01%
- YTD
- -42.56%
- 1Y
- -42.34%
- 3Y*
- 58.56%
- 5Y*
- 33.07%
- 10Y*
- —
- ALL TIME*
- 32.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $34.25M | $36.68M | $90.48M | |
OKLO Oklo Inc. | $377.32M | $380.07M | $689.90M |
OKLL vs. OKLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
OKLL Defiance Daily Target 2x Long OKLO ETF | -83.42% | -25.10% |
OKLO Oklo Inc. | -42.56% | 30.21% |
Correlation
The correlation between OKLL and OKLO is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 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.
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Return for Risk
OKLL vs. OKLO — Risk / Return Rank
OKLL
OKLO
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.
| OKLL | OKLO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.99 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | -0.54 | -0.38 |
| Martin ratioReturn relative to average drawdown | -1.16 | -0.80 | -0.36 |
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Drawdowns
OKLL vs. OKLO - Drawdown Comparison
The maximum OKLL drawdown since its inception was -98.36%, which is greater than OKLO's maximum drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for OKLL and OKLO.
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Drawdown Indicators
| OKLL | OKLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.36% | -78.84% | -19.52% |
Max Drawdown (1Y)Largest decline over 1 year | -98.36% | -78.84% | -19.52% |
Max Drawdown (3Y)Largest decline over 3 years | — | -78.84% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -78.84% | — |
Current DrawdownCurrent decline from peak | -98.00% | -76.33% | -21.67% |
Average DrawdownAverage peak-to-trough decline | -65.91% | -19.58% | -46.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 78.10% | 52.72% | +25.38% |
Volatility
OKLL vs. OKLO - Volatility Comparison
Defiance Daily Target 2x Long OKLO ETF (OKLL) has a higher volatility of 49.51% compared to Oklo Inc. (OKLO) at 24.83%. 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.
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Volatility by Period
| OKLL | OKLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 49.51% | 24.83% | +24.68% |
Volatility (6M)Calculated over the trailing 6-month period | 131.81% | 66.03% | +65.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 201.33% | 100.93% | +100.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 198.77% | 86.33% | +112.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 198.77% | 85.69% | +113.08% |
Dividends
OKLL vs. OKLO - Dividend Comparison
Neither OKLL nor OKLO has paid dividends to shareholders.
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 (49.51%) compared to OKLO (24.83%). In terms of maximum drawdown, OKLL dropped -98.36% vs OKLO's -78.84%.
OKLO currently has the higher Sharpe Ratio (-0.42 vs -0.45), 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.
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