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OKLO vs. OKLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OKLO vs. OKLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oklo Inc. (OKLO) and Defiance Daily Target 2x Long OKLO ETF (OKLL). 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 -45.89% return, which is significantly higher than OKLL's -85.27% return.


OKLO

1D
-5.50%
1M
-25.84%
6M
-51.23%
YTD
-45.89%
1Y
-45.68%
3Y*
55.49%
5Y*
31.57%
10Y*
ALL TIME*
30.73%

OKLL

1D
-11.47%
1M
-49.59%
6M
-86.81%
YTD
-85.27%
1Y
-91.78%
3Y*
5Y*
10Y*
ALL TIME*
-86.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$32.35M$38.94M$91.46M
$370.09M$387.53M$692.06M

OKLO vs. OKLL - Yearly Performance Comparison


2026 (YTD)2025
OKLO
Oklo Inc.
-45.89%30.21%
OKLL
Defiance Daily Target 2x Long OKLO ETF
-85.27%-25.10%

Correlation

The correlation between OKLO and OKLL is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

1.00

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2025

1.00

The correlation between OKLO and OKLL has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

OKLO vs. OKLL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OKLO
OKLO Risk / Return Rank: 2424
Overall Rank
OKLO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
OKLO Sortino Ratio Rank: 2626
Sortino Ratio Rank
OKLO Omega Ratio Rank: 2828
Omega Ratio Rank
OKLO Calmar Ratio Rank: 2121
Calmar Ratio Rank
OKLO Martin Ratio Rank: 2424
Martin Ratio Rank

OKLL
OKLL Risk / Return Rank: 44
Overall Rank
OKLL Sharpe Ratio Rank: 55
Sharpe Ratio Rank
OKLL Sortino Ratio Rank: 55
Sortino Ratio Rank
OKLL Omega Ratio Rank: 66
Omega Ratio Rank
OKLL Calmar Ratio Rank: 11
Calmar Ratio Rank
OKLL Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OKLO vs. OKLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oklo Inc. (OKLO) and Defiance Daily Target 2x Long OKLO ETF (OKLL). 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.


OKLOOKLLDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

0.97

0.95

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.63

-0.95

+0.32

Martin ratioReturn relative to average drawdown

-0.94

-1.19

+0.25

OKLO vs. OKLL - Sharpe Ratio Comparison

The current OKLO Sharpe Ratio is -0.49, which is comparable to the OKLL Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of OKLO and OKLL, 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. OKLL - Drawdown Comparison

The maximum OKLO drawdown since its inception was -78.84%, smaller than the maximum OKLL drawdown of -98.36%. Use the drawdown chart below to compare losses from any high point for OKLO and OKLL.


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Drawdown Indicators


OKLOOKLLDifference

Max Drawdown

Largest peak-to-trough decline

-78.84%

-98.36%

+19.52%

Max Drawdown (1Y)

Largest decline over 1 year

-78.84%

-98.36%

+19.52%

Max Drawdown (3Y)

Largest decline over 3 years

-78.84%

Max Drawdown (5Y)

Largest decline over 5 years

-78.84%

Current Drawdown

Current decline from peak

-77.70%

-98.22%

+20.52%

Average Drawdown

Average peak-to-trough decline

-19.53%

-65.79%

+46.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.50%

77.87%

-25.37%

Volatility

OKLO vs. OKLL - Volatility Comparison

The current volatility for Oklo Inc. (OKLO) is 23.72%, while Defiance Daily Target 2x Long OKLO ETF (OKLL) has a volatility of 47.19%. This indicates that OKLO experiences smaller price fluctuations and is considered to be less risky than OKLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OKLOOKLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.72%

47.19%

-23.47%

Volatility (6M)

Calculated over the trailing 6-month period

66.10%

131.95%

-65.85%

Volatility (1Y)

Calculated over the trailing 1-year period

100.76%

200.99%

-100.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.25%

198.77%

-112.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.68%

198.77%

-113.09%

Dividends

OKLO vs. OKLL - Dividend Comparison

Neither OKLO nor OKLL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, OKLO and OKLL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

OKLL has higher volatility (47.19%) compared to OKLO (23.72%). In terms of maximum drawdown, OKLO dropped -78.84% vs OKLL's -98.36%.

OKLL currently has the higher Sharpe Ratio (-0.46 vs -0.49), 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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