OKLO vs. VST

In the year-to-date period, OKLO achieves a 7.44% return, which is significantly lower than VST's 23.67% return.

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This table presents a comparison of risk-adjusted performance metrics for Oklo Inc. (OKLO) and Vistra Corp. (VST). 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 0.86, which is lower than the VST Sharpe Ratio of 5.91. The chart below compares the historical Sharpe Ratios of OKLO and VST, 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 VST's dividend yield for the trailing twelve months is around 0.51%.

The maximum OKLO drawdown since its inception was -69.34%, which is greater than VST's maximum drawdown of -53.32%. Use the drawdown chart below to compare losses from any high point for OKLO and VST. For additional features, visit the drawdowns tool.

Oklo Inc. (OKLO) has a higher volatility of 36.65% compared to Vistra Corp. (VST) at 16.01%. This indicates that OKLO's price experiences larger fluctuations and is considered to be riskier than VST 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 Vistra Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.