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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 -31.93% return, which is significantly higher than OKLL's -75.01% return.


OKLO

1D
-0.85%
1M
-15.03%
6M
-53.61%
YTD
-31.93%
1Y
-12.89%
3Y*
67.58%
5Y*
37.20%
10Y*

OKLL

1D
-1.87%
1M
-31.54%
6M
-87.92%
YTD
-75.01%
1Y
-78.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OKLO vs. OKLL - Yearly Performance Comparison


2026 (YTD)2025
OKLO
Oklo Inc.
-31.93%30.21%
OKLL
Defiance Daily Target 2x Long OKLO ETF
-75.01%-25.10%

Correlation

The correlation between OKLO and OKLL is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

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

OKLO
OKLO Risk / Return Rank: 4343
Overall Rank
OKLO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
OKLO Sortino Ratio Rank: 4848
Sortino Ratio Rank
OKLO Omega Ratio Rank: 4646
Omega Ratio Rank
OKLO Calmar Ratio Rank: 4040
Calmar Ratio Rank
OKLO Martin Ratio Rank: 4040
Martin Ratio Rank

OKLL
OKLL Risk / Return Rank: 77
Overall Rank
OKLL Sharpe Ratio Rank: 66
Sharpe Ratio Rank
OKLL Sortino Ratio Rank: 1111
Sortino Ratio Rank
OKLL Omega Ratio Rank: 1111
Omega Ratio Rank
OKLL Calmar Ratio Rank: 22
Calmar Ratio Rank
OKLL Martin Ratio Rank: 44
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. 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

+0.27

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.06

1.04

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.16

-0.81

+0.65

Martin ratioReturn relative to average drawdown

-0.24

-1.06

+0.82

OKLO vs. OKLL - Sharpe Ratio Comparison

The current OKLO Sharpe Ratio is -0.12, which is higher than the OKLL Sharpe Ratio of -0.39. 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 -73.83%, smaller than the maximum OKLL drawdown of -97.15%. 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

-73.83%

-97.15%

+23.32%

Max Drawdown (1Y)

Largest decline over 1 year

-73.83%

-97.15%

+23.32%

Max Drawdown (3Y)

Largest decline over 3 years

-73.83%

Max Drawdown (5Y)

Largest decline over 5 years

-73.83%

Current Drawdown

Current decline from peak

-71.95%

-96.98%

+25.03%

Average Drawdown

Average peak-to-trough decline

-18.86%

-63.96%

+45.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.15%

74.15%

-25.00%

Volatility

OKLO vs. OKLL - Volatility Comparison

The current volatility for Oklo Inc. (OKLO) is 19.10%, while Defiance Daily Target 2x Long OKLO ETF (OKLL) has a volatility of 37.92%. 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

19.10%

37.92%

-18.82%

Volatility (6M)

Calculated over the trailing 6-month period

65.59%

130.96%

-65.37%

Volatility (1Y)

Calculated over the trailing 1-year period

101.21%

202.13%

-100.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.67%

199.81%

-114.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.60%

199.81%

-114.21%

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 (37.92%) compared to OKLO (19.10%). In terms of maximum drawdown, OKLO dropped -73.83% vs OKLL's -97.15%.

OKLO currently has the higher Sharpe Ratio (-0.12 vs -0.39), 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 OKLL

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