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OKLO vs. MAGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OKLO vs. MAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oklo Inc. (OKLO) and Roundhill Magnificent Seven ETF (MAGS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OKLO achieves a -19.89% return, which is significantly lower than MAGS's -1.59% return.


OKLO

1D
-0.64%
1M
-17.47%
YTD
-19.89%
6M
-34.24%
1Y
-10.84%
3Y*
75.64%
5Y*
10Y*

MAGS

1D
0.00%
1M
-7.97%
YTD
-1.59%
6M
-0.43%
1Y
23.09%
3Y*
31.29%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OKLO vs. MAGS - Yearly Performance Comparison


2026 (YTD)202520242023
OKLO
Oklo Inc.
-19.89%238.01%101.04%4.04%
MAGS
Roundhill Magnificent Seven ETF
-1.59%22.99%63.97%35.74%

Correlation

The correlation between OKLO and MAGS is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.32

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2023

0.31

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Return for Risk

OKLO vs. MAGS — Risk / Return Rank

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

OKLO
OKLO Risk / Return Rank: 4141
Overall Rank
OKLO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
OKLO Sortino Ratio Rank: 4646
Sortino Ratio Rank
OKLO Omega Ratio Rank: 4444
Omega Ratio Rank
OKLO Calmar Ratio Rank: 3939
Calmar Ratio Rank
OKLO Martin Ratio Rank: 3939
Martin Ratio Rank

MAGS
MAGS Risk / Return Rank: 3333
Overall Rank
MAGS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MAGS Sortino Ratio Rank: 3434
Sortino Ratio Rank
MAGS Omega Ratio Rank: 3434
Omega Ratio Rank
MAGS Calmar Ratio Rank: 2929
Calmar Ratio Rank
MAGS Martin Ratio Rank: 3232
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. MAGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oklo Inc. (OKLO) and Roundhill Magnificent Seven ETF (MAGS). 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.


OKLOMAGSDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.06

1.20

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.15

1.25

-1.39

Martin ratioReturn relative to average drawdown

-0.24

4.21

-4.44

OKLO vs. MAGS - Sharpe Ratio Comparison

The current OKLO Sharpe Ratio is -0.11, which is lower than the MAGS Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of OKLO and MAGS, 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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Drawdowns

OKLO vs. MAGS - Drawdown Comparison

The maximum OKLO drawdown since its inception was -73.83%, which is greater than MAGS's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for OKLO and MAGS.


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Drawdown Indicators


OKLOMAGSDifference

Max Drawdown

Largest peak-to-trough decline

-73.83%

-29.91%

-43.92%

Max Drawdown (1Y)

Largest decline over 1 year

-73.83%

-18.62%

-55.21%

Max Drawdown (3Y)

Largest decline over 3 years

-73.83%

-29.91%

-43.92%

Current Drawdown

Current decline from peak

-66.99%

-8.50%

-58.49%

Average Drawdown

Average peak-to-trough decline

-18.13%

-4.72%

-13.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.70%

5.50%

+40.20%

Volatility

OKLO vs. MAGS - Volatility Comparison

Oklo Inc. (OKLO) has a higher volatility of 27.86% compared to Roundhill Magnificent Seven ETF (MAGS) at 5.86%. This indicates that OKLO's price experiences larger fluctuations and is considered to be riskier than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OKLOMAGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.86%

5.86%

+22.00%

Volatility (6M)

Calculated over the trailing 6-month period

69.66%

15.07%

+54.59%

Volatility (1Y)

Calculated over the trailing 1-year period

101.88%

20.30%

+81.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.88%

25.97%

+59.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.88%

25.97%

+59.91%

Dividends

OKLO vs. MAGS - Dividend Comparison

OKLO has not paid dividends to shareholders, while MAGS's dividend yield for the trailing twelve months is around 1.50%.


PositionTTM202520242023
MAGS
Roundhill Magnificent Seven ETF
1.50%1.48%0.81%0.44%
OKLO
Oklo Inc.
0.00%0.00%0.00%0.00%

Frequently Asked Questions


OKLO and MAGS have a correlation of 0.39, 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 MAGS (5.86%). In terms of maximum drawdown, OKLO dropped -73.83% vs MAGS's -29.91%.

MAGS currently has the higher Sharpe Ratio (1.14 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.

Portfolio Optimizer

Find the right allocation for OKLO and MAGS

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

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