OKLO vs. CB
OKLO (Oklo Inc.) and CB (Chubb Limited) are both stocks. OKLO operates in Utilities - Independent Power Producers (Utilities), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 3 years, OKLO returned 75.64%/yr vs 21.39%/yr for CB. At a correlation of -0.02, they often move in opposite directions.
Performance
OKLO vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, OKLO achieves a -19.89% return, which is significantly lower than CB's 5.77% return.
OKLO
- 1D
- -0.64%
- 1M
- -7.65%
- YTD
- -19.89%
- 6M
- -34.24%
- 1Y
- -9.69%
- 3Y*
- 75.64%
- 5Y*
- —
- 10Y*
- —
CB
- 1D
- 0.38%
- 1M
- 1.55%
- YTD
- 5.77%
- 6M
- 7.02%
- 1Y
- 15.88%
- 3Y*
- 21.39%
- 5Y*
- 16.27%
- 10Y*
- 12.26%
OKLO vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
OKLO Oklo Inc. | -19.89% | 238.01% | 101.04% | 6.45% | 0.71% | -1.50% |
CB Chubb Limited | 5.77% | 14.46% | 23.89% | 4.20% | 15.97% | 20.37% |
Correlation
The correlation between OKLO and CB is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 8, 2021 | -0.02 |
The correlation between OKLO and CB shifts across timeframes, from -0.20 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.
Fundamentals
OKLO:
$9.79B
CB:
$129.48B
OKLO:
-$0.85
CB:
$28.35
OKLO:
3.71
CB:
1.62
OKLO:
$0.00
CB:
$48.15B
OKLO:
-$149.00K
CB:
$17.01B
OKLO:
-$172.42M
CB:
$12.22B
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Return for Risk
OKLO vs. CB — Risk / Return Rank
OKLO
CB
OKLO vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oklo Inc. (OKLO) and Chubb Limited (CB). 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.
| OKLO | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.17 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 1.64 | -1.79 |
| Martin ratioReturn relative to average drawdown | -0.24 | 3.73 | -3.96 |
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Drawdowns
OKLO vs. CB - Drawdown Comparison
The maximum OKLO drawdown since its inception was -73.83%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for OKLO and CB.
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Drawdown Indicators
| OKLO | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.83% | -50.99% | -22.84% |
Max Drawdown (1Y)Largest decline over 1 year | -73.83% | -9.36% | -64.47% |
Max Drawdown (3Y)Largest decline over 3 years | -73.83% | -14.35% | -59.48% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.26% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.59% | — |
Current DrawdownCurrent decline from peak | -66.99% | -3.68% | -63.31% |
Average DrawdownAverage peak-to-trough decline | -18.13% | -10.68% | -7.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.70% | 4.11% | +41.59% |
Volatility
OKLO vs. CB - Volatility Comparison
Oklo Inc. (OKLO) has a higher volatility of 27.86% compared to Chubb Limited (CB) at 6.08%. This indicates that OKLO's price experiences larger fluctuations and is considered to be riskier than CB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OKLO | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.86% | 6.08% | +21.78% |
Volatility (6M)Calculated over the trailing 6-month period | 69.66% | 13.12% | +56.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 101.88% | 17.67% | +84.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.88% | 20.33% | +65.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.88% | 23.69% | +62.19% |
Dividends
OKLO vs. CB - Dividend Comparison
OKLO has not paid dividends to shareholders, while CB's dividend yield for the trailing twelve months is around 1.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.20% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
OKLO Oklo Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
OKLO vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Oklo Inc. and Chubb Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
OKLO and CB have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OKLO has higher volatility (27.86%) compared to CB (6.08%). In terms of maximum drawdown, OKLO dropped -73.83% vs CB's -50.99%.
CB currently has the higher Sharpe Ratio (0.87 vs -0.11), 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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