OKLO vs. SOGP
OKLO (Oklo Inc.) and SOGP (Lizhi Inc) are both stocks. OKLO operates in Utilities - Independent Power Producers (Utilities), while SOGP operates in Internet Content & Information (Communication Services). Over the past 5 years, OKLO returned 33.26%/yr vs -27.24%/yr for SOGP. At a 0.08 correlation, their price movements are largely independent.
Performance
OKLO vs. SOGP - Performance Comparison
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Returns By Period
In the year-to-date period, OKLO achieves a -42.15% return, which is significantly lower than SOGP's -6.75% return.
OKLO
- 1D
- 0.97%
- 1M
- -32.14%
- 6M
- -56.28%
- YTD
- -42.15%
- 1Y
- -39.82%
- 3Y*
- 58.83%
- 5Y*
- 33.26%
- 10Y*
- —
- ALL TIME*
- 32.69%
SOGP
- 1D
- -0.51%
- 1M
- -15.27%
- 6M
- -19.68%
- YTD
- -6.75%
- 1Y
- 125.69%
- 3Y*
- 13.24%
- 5Y*
- -27.24%
- 10Y*
- —
- ALL TIME*
- -29.41%
OKLO vs. SOGP - Yearly Performance Comparison
Correlation
The correlation between OKLO and SOGP is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 8, 2021 | 0.08 |
Fundamentals
OKLO:
$7.22B
SOGP:
$47.23M
OKLO:
$0.00
SOGP:
CN¥2.07B
OKLO:
-$149.00K
SOGP:
CN¥585.38M
OKLO:
-$172.42M
SOGP:
-CN¥138.59M
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Return for Risk
OKLO vs. SOGP — Risk / Return Rank
OKLO
SOGP
OKLO vs. SOGP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oklo Inc. (OKLO) and Lizhi Inc (SOGP). 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.
| OKLO | SOGP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -3.92 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.46 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 1.79 | -2.31 |
| Martin ratioReturn relative to average drawdown | -0.79 | 2.33 | -3.12 |
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Drawdowns
OKLO vs. SOGP - Drawdown Comparison
The maximum OKLO drawdown since its inception was -76.39%, smaller than the maximum SOGP drawdown of -99.25%. Use the drawdown chart below to compare losses from any high point for OKLO and SOGP.
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Drawdown Indicators
| OKLO | SOGP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.39% | -99.25% | +22.86% |
Max Drawdown (1Y)Largest decline over 1 year | -76.39% | -70.70% | -5.69% |
Max Drawdown (3Y)Largest decline over 3 years | -76.39% | -86.52% | +10.13% |
Max Drawdown (5Y)Largest decline over 5 years | -76.39% | -97.76% | +21.37% |
Current DrawdownCurrent decline from peak | -76.16% | -92.77% | +16.61% |
Average DrawdownAverage peak-to-trough decline | -19.13% | -84.45% | +65.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.49% | 54.11% | -3.62% |
Volatility
OKLO vs. SOGP - Volatility Comparison
The current volatility for Oklo Inc. (OKLO) is 17.61%, while Lizhi Inc (SOGP) has a volatility of 18.83%. This indicates that OKLO experiences smaller price fluctuations and is considered to be less risky than SOGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OKLO | SOGP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.61% | 18.83% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 65.59% | 48.10% | +17.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 101.05% | 269.77% | -168.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.85% | 156.40% | -70.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.55% | 159.50% | -73.95% |
Dividends
OKLO vs. SOGP - Dividend Comparison
OKLO has not paid dividends to shareholders, while SOGP's dividend yield for the trailing twelve months is around 21.91%.
Financials
OKLO vs. SOGP - Financials Comparison
This section allows you to compare key financial metrics between Oklo Inc. and Lizhi Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
OKLO and SOGP have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOGP has higher volatility (18.83%) compared to OKLO (17.61%). In terms of maximum drawdown, OKLO dropped -76.39% vs SOGP's -99.25%.
SOGP currently has the higher Sharpe Ratio (0.47 vs -0.40), 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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