OKLO vs. NVDA

In the year-to-date period, OKLO achieves a 32.31% return, which is significantly higher than NVDA's -13.13% return.

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This table presents a comparison of risk-adjusted performance metrics for Oklo Inc. (OKLO) and NVIDIA Corporation (NVDA). 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.

The current OKLO Sharpe Ratio is 0.37, which is lower than the NVDA Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of OKLO and NVDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OKLO has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.03%.

The maximum OKLO drawdown since its inception was -69.34%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for OKLO and NVDA. For additional features, visit the drawdowns tool.

Oklo Inc. (OKLO) has a higher volatility of 24.42% compared to NVIDIA Corporation (NVDA) at 14.66%. This indicates that OKLO's price experiences larger fluctuations and is considered to be riskier than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Oklo Inc. and NVIDIA Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.