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OKLO vs. HDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

OKLO vs. HDV

Last updated Jun 4, 2026

OKLO (Oklo Inc.) is a stock, while HDV (iShares Core High Dividend ETF) is Dividend fund tracking the Morningstar Dividend Yield Focus Index. Over the past 3 years, OKLO returned 82.80%/yr vs 14.94%/yr for HDV. At a 0.04 correlation, their price movements are largely independent.

Performance

OKLO vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oklo Inc. (OKLO) and iShares Core High Dividend ETF (HDV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, OKLO achieves a -9.13% return, which is significantly lower than HDV's 12.69% return.

OKLO

1D
-11.24%
1M
-4.94%
YTD
-9.13%
6M
-32.49%
1Y
31.02%
3Y*
82.80%
5Y*
—
10Y*
—

HDV

1D
0.37%
1M
0.29%
YTD
12.69%
6M
12.16%
1Y
20.35%
3Y*
14.94%
5Y*
10.32%
10Y*
9.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OKLO vs. HDV - Yearly Performance Comparison

2026 (YTD)20252024202320222021
OKLO
Oklo Inc.		-9.13%238.01%101.04%6.45%0.71%-1.30%
HDV
iShares Core High Dividend ETF		12.69%11.90%14.16%1.72%7.05%6.82%

Correlation

The correlation between OKLO and HDV is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2021

0.04

The correlation between OKLO and HDV shifts across timeframes, from -0.06 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Oklo Inc.

iShares Core High Dividend ETF

Often compared with OKLO:
OKLO vs. SMROKLO vs. NNEOKLO vs. CEGOKLO vs. VSTOKLO vs. NLROKLO vs. BWXTOKLO vs. PLTR
Often compared with HDV:
HDV vs. SCHDHDV vs. VYMHDV vs. SPYDHDV vs. DGROHDV vs. DVYHDV vs. VIGHDV vs. SPY

Return for Risk

OKLO vs. HDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
OKLO
OKLO Risk / Return Rank: 5252
Overall Rank
OKLO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
OKLO Sortino Ratio Rank: 5959
Sortino Ratio Rank
OKLO Omega Ratio Rank: 5454
Omega Ratio Rank
OKLO Calmar Ratio Rank: 5050
Calmar Ratio Rank
OKLO Martin Ratio Rank: 4848
Martin Ratio Rank
HDV
HDV Risk / Return Rank: 6464
Overall Rank
HDV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 6666
Sortino Ratio Rank
HDV Omega Ratio Rank: 5757
Omega Ratio Rank
HDV Calmar Ratio Rank: 7676
Calmar Ratio Rank
HDV Martin Ratio Rank: 6161
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.

OKLO vs. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oklo Inc. (OKLO) and iShares Core High Dividend ETF (HDV). 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.

OKLOHDVDifference
Sharpe ratioReturn per unit of total volatility
0.30
2.10

-1.81

Sortino ratioReturn per unit of downside risk
1.25
3.11

-1.86

Omega ratioGain probability vs. loss probability

1.14

1.36

-0.23

Calmar ratioReturn relative to maximum drawdown

0.42

3.95

-3.52

Martin ratioReturn relative to average drawdown

0.70

11.02

-10.32

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OKLO vs. HDV - Sharpe Ratio Comparison

The current OKLO Sharpe Ratio is 0.30, which is lower than the HDV Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of OKLO and HDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

OKLOHDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

2.10

-1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.81

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.59

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.72

-0.18

Drawdowns

OKLO vs. HDV - Drawdown Comparison

The maximum OKLO drawdown since its inception was -73.83%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for OKLO and HDV.

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Drawdown Indicators

OKLOHDVDifference

Max Drawdown

Largest peak-to-trough decline

-73.83%

-37.04%

-36.79%

Max Drawdown (1Y)

Largest decline over 1 year

-73.83%

-5.18%

-68.65%

Max Drawdown (3Y)

Largest decline over 3 years

-73.83%

-10.49%

-63.34%

Max Drawdown (5Y)

Largest decline over 5 years

—

-15.42%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-37.04%

—

Current Drawdown

Current decline from peak

-62.55%

-2.54%

-60.01%

Average Drawdown

Average peak-to-trough decline

-17.87%

-3.09%

-14.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.42%

1.85%

+42.57%

Volatility

OKLO vs. HDV - Volatility Comparison

Oklo Inc. (OKLO) has a higher volatility of 32.21% compared to iShares Core High Dividend ETF (HDV) at 3.19%. This indicates that OKLO's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

OKLOHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.21%

3.19%

+29.02%

Volatility (6M)

Calculated over the trailing 6-month period

70.40%

7.56%

+62.84%

Volatility (1Y)

Calculated over the trailing 1-year period

105.73%

9.73%

+96.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.89%

12.82%

+73.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.89%

15.73%

+70.16%

Dividends

OKLO vs. HDV - Dividend Comparison

OKLO has not paid dividends to shareholders, while HDV's dividend yield for the trailing twelve months is around 2.91%.

PositionTTM20252024202320222021202020192018201720162015
HDV
iShares Core High Dividend ETF		2.91%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%
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%

Frequently Asked Questions

OKLO and HDV have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OKLO has higher volatility (32.21%) compared to HDV (3.19%). In terms of maximum drawdown, OKLO dropped -73.83% vs HDV's -37.04%.

HDV currently has the higher Sharpe Ratio (2.10 vs 0.30), 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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