OKLO vs. NNE

Last updated Apr 1, 2026

Compare and contrast key facts about Oklo Inc. (OKLO) and NANO Nuclear Energy Inc. (NNE).

Performance

OKLO vs. NNE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oklo Inc. (OKLO) and NANO Nuclear Energy Inc. (NNE). The values are adjusted to include any dividend payments, if applicable.

OKLO vs. NNE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
OKLO Oklo Inc.	-30.89%	238.01%	39.95%
NNE NANO Nuclear Energy Inc.	-14.70%	-3.55%	379.67%

Fundamentals

Market Cap OKLO : $7.26B NNE : $1.02B
EPS OKLO : -$0.73 NNE : -$150.61
PB Ratio OKLO : 4.92 NNE : 0.00
Total Revenue (TTM) OKLO : $0.00 NNE : $0.00
Gross Profit (TTM) OKLO : $0.00 NNE : -$586.84K
EBITDA (TTM) OKLO : -$138.92M NNE : $11.52B

Returns By Period

In the year-to-date period, OKLO achieves a -30.89% return, which is significantly lower than NNE's -14.70% return.

OKLO

• 1D: 8.80%
• 1M: -21.22%
• YTD: -30.89%
• 6M: -55.58%
• 1Y: 129.26%
• 3Y*: 69.68%
• 5Y*: —
• 10Y*: —

NNE

• 1D: 7.79%
• 1M: -22.98%
• YTD: -14.70%
• 6M: -46.89%
• 1Y: -22.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

OKLO vs. NNE — Risk / Return Rank

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

OKLO

OKLO Risk / Return Rank: 76
OKLO Sharpe Ratio Rank: 80
OKLO Sortino Ratio Rank: 83
OKLO Omega Ratio Rank: 75
OKLO Calmar Ratio Rank: 74
OKLO Martin Ratio Rank: 70

NNE

NNE Risk / Return Rank: 34
NNE Sharpe Ratio Rank: 31
NNE Sortino Ratio Rank: 39
NNE Omega Ratio Rank: 37
NNE Calmar Ratio Rank: 31
NNE Martin Ratio Rank: 31

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. NNE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oklo Inc. (OKLO) and NANO Nuclear Energy Inc. (NNE). 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.

	OKLO	NNE	Difference
Sharpe ratio Return per unit of total volatility	1.21	-0.23	+1.45
Sortino ratio Return per unit of downside risk	2.21	0.33	+1.88
Omega ratio Gain probability vs. loss probability	1.24	1.03	+0.21
Calmar ratio Return relative to maximum drawdown	1.65	-0.35	+2.00
Martin ratio Return relative to average drawdown	3.39	-0.71	+4.10
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. NNE - Sharpe Ratio Comparison

The current OKLO Sharpe Ratio is 1.21, which is higher than the NNE Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of OKLO and NNE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	OKLO	NNE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	-0.23	+1.45
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.71	-0.23

Correlation

The correlation between OKLO and NNE is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

OKLO vs. NNE - Dividend Comparison

Neither OKLO nor NNE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

OKLO vs. NNE - Drawdown Comparison

The maximum OKLO drawdown since its inception was -73.83%, roughly equal to the maximum NNE drawdown of -77.68%. Use the drawdown chart below to compare losses from any high point for OKLO and NNE.

Drawdown Indicators

	OKLO	NNE	Difference
Max Drawdown Largest peak-to-trough decline	-73.83%	-77.68%	+3.85%
Max Drawdown (1Y) Largest decline over 1 year	-73.83%	-66.45%	-7.38%
Current Drawdown Current decline from peak	-71.52%	-63.84%	-7.68%
Average Drawdown Average peak-to-trough decline	-16.20%	-34.12%	+17.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.87%	32.96%	+2.91%

Volatility

OKLO vs. NNE - Volatility Comparison

Oklo Inc. (OKLO) has a higher volatility of 21.29% compared to NANO Nuclear Energy Inc. (NNE) at 17.51%. This indicates that OKLO's price experiences larger fluctuations and is considered to be riskier than NNE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OKLO	NNE	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.29%	17.51%	+3.78%
Volatility (6M) Calculated over the trailing 6-month period	70.69%	66.58%	+4.11%
Volatility (1Y) Calculated over the trailing 1-year period	107.15%	96.82%	+10.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	84.92%	151.50%	-66.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	84.92%	151.50%	-66.58%

Financials