OKLO vs. VST

Last updated Apr 1, 2026

Compare and contrast key facts about Oklo Inc. (OKLO) and Vistra Corp. (VST).

Performance

OKLO vs. VST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oklo Inc. (OKLO) and Vistra Corp. (VST). The values are adjusted to include any dividend payments, if applicable.

OKLO vs. VST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
OKLO Oklo Inc.	-30.89%	238.01%	101.04%	6.45%	0.71%	-1.30%
VST Vistra Corp.	-6.69%	17.66%	261.52%	70.73%	5.08%	23.35%

Fundamentals

EPS OKLO : -$0.73 VST : $4.17
Total Revenue (TTM) OKLO : $0.00 VST : $17.74B
Gross Profit (TTM) OKLO : $0.00 VST : $3.96B
EBITDA (TTM) OKLO : -$138.92M VST : -$2.59B

Returns By Period

In the year-to-date period, OKLO achieves a -30.89% return, which is significantly lower than VST's -6.69% return.

OKLO

• 1D: 8.80%
• 1M: -21.22%
• YTD: -30.89%
• 6M: -55.58%
• 1Y: 129.26%
• 3Y*: 69.68%
• 5Y*: —
• 10Y*: —

VST

• 1D: 1.89%
• 1M: -13.43%
• YTD: -6.69%
• 6M: -23.06%
• 1Y: 28.66%
• 3Y*: 86.61%
• 5Y*: 56.44%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

OKLO vs. VST — Risk / Return Rank

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

OKLO

OKLO Risk / Return Rank: 76
OKLO Sharpe Ratio Rank: 80
OKLO Sortino Ratio Rank: 83
OKLO Omega Ratio Rank: 75
OKLO Calmar Ratio Rank: 74
OKLO Martin Ratio Rank: 70

VST

VST Risk / Return Rank: 59
VST Sharpe Ratio Rank: 61
VST Sortino Ratio Rank: 58
VST Omega Ratio Rank: 57
VST Calmar Ratio Rank: 60
VST Martin Ratio Rank: 59

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. VST - Risk-Adjusted Trends Comparison

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.

	OKLO	VST	Difference
Sharpe ratio Return per unit of total volatility	1.21	0.52	+0.70
Sortino ratio Return per unit of downside risk	2.21	1.04	+1.17
Omega ratio Gain probability vs. loss probability	1.24	1.14	+0.11
Calmar ratio Return relative to maximum drawdown	1.65	0.78	+0.87
Martin ratio Return relative to average drawdown	3.39	1.65	+1.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OKLO vs. VST - Sharpe Ratio Comparison

The current OKLO Sharpe Ratio is 1.21, which is higher than the VST Sharpe Ratio of 0.52. 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.

Sharpe Ratios by Period

	OKLO	VST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	0.52	+0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.73	-0.26

Correlation

The correlation between OKLO and VST is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

OKLO vs. VST - Dividend Comparison

OKLO has not paid dividends to shareholders, while VST's dividend yield for the trailing twelve months is around 0.60%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
OKLO Oklo Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VST Vistra Corp.	0.60%	0.56%	0.63%	2.13%	3.12%	2.64%	2.75%	2.17%	0.00%	0.00%	14.97%

Drawdowns

OKLO vs. VST - Drawdown Comparison

The maximum OKLO drawdown since its inception was -73.83%, 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.

Drawdown Indicators

	OKLO	VST	Difference
Max Drawdown Largest peak-to-trough decline	-73.83%	-53.32%	-20.51%
Max Drawdown (1Y) Largest decline over 1 year	-73.83%	-34.51%	-39.32%
Max Drawdown (5Y) Largest decline over 5 years	—	-48.80%	—
Current Drawdown Current decline from peak	-71.52%	-30.83%	-40.69%
Average Drawdown Average peak-to-trough decline	-16.20%	-13.39%	-2.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.87%	16.29%	+19.58%

Volatility

OKLO vs. VST - Volatility Comparison

Oklo Inc. (OKLO) has a higher volatility of 21.29% compared to Vistra Corp. (VST) at 18.07%. 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.

Volatility by Period

	OKLO	VST	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.29%	18.07%	+3.22%
Volatility (6M) Calculated over the trailing 6-month period	70.69%	38.53%	+32.16%
Volatility (1Y) Calculated over the trailing 1-year period	107.15%	55.49%	+51.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	84.92%	47.36%	+37.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	84.92%	42.15%	+42.77%

Financials