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OKLL vs. YSPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OKLL vs. YSPY - Performance Comparison

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

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Returns By Period

In the year-to-date period, OKLL achieves a -51.28% return, which is significantly lower than YSPY's 5.53% return.


OKLL

1D
-22.34%
1M
-20.06%
YTD
-51.28%
6M
-75.86%
1Y
3Y*
5Y*
10Y*

YSPY

1D
0.10%
1M
4.66%
YTD
5.53%
6M
7.18%
1Y
27.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OKLL vs. YSPY - Yearly Performance Comparison


2026 (YTD)2025
OKLL
Defiance Daily Target 2x Long OKLO ETF
-51.28%-30.34%
YSPY
GraniteShares YieldBOOST SPY ETF
5.53%15.77%

Correlation

The correlation between OKLL and YSPY is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 25, 2025

0.41

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Return for Risk

OKLL vs. YSPY — Risk / Return Rank

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

OKLL

YSPY
YSPY Risk / Return Rank: 4141
Overall Rank
YSPY Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
YSPY Sortino Ratio Rank: 3434
Sortino Ratio Rank
YSPY Omega Ratio Rank: 5050
Omega Ratio Rank
YSPY Calmar Ratio Rank: 3939
Calmar Ratio Rank
YSPY Martin Ratio Rank: 4343
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. YSPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2x Long OKLO ETF (OKLL) and GraniteShares YieldBOOST SPY ETF (YSPY). 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. YSPY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


OKLLYSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.33

0.56

-0.89

Drawdowns

OKLL vs. YSPY - Drawdown Comparison

The maximum OKLL drawdown since its inception was -96.29%, which is greater than YSPY's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for OKLL and YSPY.


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Drawdown Indicators


OKLLYSPYDifference

Max Drawdown

Largest peak-to-trough decline

-96.29%

-18.74%

-77.55%

Max Drawdown (1Y)

Largest decline over 1 year

-14.60%

Current Drawdown

Current decline from peak

-94.11%

-0.43%

-93.68%

Average Drawdown

Average peak-to-trough decline

-60.85%

-5.00%

-55.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

Volatility

OKLL vs. YSPY - Volatility Comparison


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Volatility by Period


OKLLYSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

Volatility (6M)

Calculated over the trailing 6-month period

14.18%

Volatility (1Y)

Calculated over the trailing 1-year period

205.33%

19.10%

+186.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

205.33%

21.28%

+184.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

205.33%

21.28%

+184.05%

OKLL vs. YSPY - Expense Ratio Comparison

OKLL has a 1.31% expense ratio, which is higher than YSPY's 1.07% expense ratio.


Dividends

OKLL vs. YSPY - Dividend Comparison

OKLL has not paid dividends to shareholders, while YSPY's dividend yield for the trailing twelve months is around 56.98%.


Frequently Asked Questions


OKLL and YSPY have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, YSPY is cheaper at 1.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

YSPY is cheaper with a 1.07% expense ratio, compared with 1.31% for OKLL.

YSPY has the higher dividend yield at 56.98%, compared with 0.00% for OKLL.

They also come from different issuers: Defiance and GraniteShares. Their fees differ too: 1.31% for OKLL and 1.07% for YSPY.

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