WULF vs. OKLO
WULF (TeraWulf Inc.) and OKLO (Oklo Inc.) are both stocks. WULF operates in Capital Markets (Financial Services), while OKLO operates in Utilities - Independent Power Producers (Utilities). Over the past 3 years, WULF returned 163.16%/yr vs 75.64%/yr for OKLO. At a 0.22 correlation, their price movements are largely independent.
Performance
WULF vs. OKLO - Performance Comparison
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Returns By Period
In the year-to-date period, WULF achieves a 126.81% return, which is significantly higher than OKLO's -19.89% return.
WULF
- 1D
- 2.80%
- 1M
- 12.72%
- YTD
- 126.81%
- 6M
- 81.86%
- 1Y
- 511.74%
- 3Y*
- 163.16%
- 5Y*
- 23.22%
- 10Y*
- 10.71%
OKLO
- 1D
- -0.64%
- 1M
- -17.47%
- YTD
- -19.89%
- 6M
- -34.24%
- 1Y
- -10.84%
- 3Y*
- 75.64%
- 5Y*
- —
- 10Y*
- —
WULF vs. OKLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WULF TeraWulf Inc. | 126.81% | 103.00% | 135.83% | 260.58% | -95.58% | -14.92% |
OKLO Oklo Inc. | -19.89% | 238.01% | 101.04% | 6.45% | 0.71% | -1.50% |
Correlation
The correlation between WULF and OKLO is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jul 8, 2021 | 0.22 |
Over the past year, WULF and OKLO have become more correlated (0.48) than their long-term average of 0.22, meaning their price movements have been converging.
Fundamentals
WULF:
$11.02B
OKLO:
$9.79B
WULF:
-$2.55
OKLO:
-$0.85
WULF:
$168.06M
OKLO:
$0.00
WULF:
$107.59M
OKLO:
-$149.00K
WULF:
-$132.10M
OKLO:
-$172.42M
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Return for Risk
WULF vs. OKLO — Risk / Return Rank
WULF
OKLO
WULF vs. OKLO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TeraWulf Inc. (WULF) and Oklo Inc. (OKLO). 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.
| WULF | OKLO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.97 | ||
| Sortino ratioReturn per unit of downside risk | +3.70 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.06 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 16.26 | -0.15 | +16.41 |
| Martin ratioReturn relative to average drawdown | 43.34 | -0.24 | +43.57 |
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Drawdowns
WULF vs. OKLO - Drawdown Comparison
The maximum WULF drawdown since its inception was -98.50%, which is greater than OKLO's maximum drawdown of -73.83%. Use the drawdown chart below to compare losses from any high point for WULF and OKLO.
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Drawdown Indicators
| WULF | OKLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.50% | -73.83% | -24.67% |
Max Drawdown (1Y)Largest decline over 1 year | -31.74% | -73.83% | +42.09% |
Max Drawdown (3Y)Largest decline over 3 years | -75.77% | -73.83% | -1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -98.50% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -98.50% | — | — |
Current DrawdownCurrent decline from peak | -27.75% | -66.99% | +39.24% |
Average DrawdownAverage peak-to-trough decline | -46.66% | -18.13% | -28.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.89% | 45.70% | -33.81% |
Volatility
WULF vs. OKLO - Volatility Comparison
The current volatility for TeraWulf Inc. (WULF) is 25.07%, while Oklo Inc. (OKLO) has a volatility of 27.86%. This indicates that WULF experiences smaller price fluctuations and is considered to be less risky than OKLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WULF | OKLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.07% | 27.86% | -2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 65.58% | 69.66% | -4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 106.31% | 101.88% | +4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 127.55% | 85.88% | +41.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 101.43% | 85.88% | +15.55% |
Dividends
WULF vs. OKLO - Dividend Comparison
Neither WULF nor OKLO has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
OKLO Oklo Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WULF TeraWulf Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 33.22% |
Financials
WULF vs. OKLO - Financials Comparison
This section allows you to compare key financial metrics between TeraWulf Inc. and Oklo 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
WULF and OKLO have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OKLO has higher volatility (27.86%) compared to WULF (25.07%). In terms of maximum drawdown, WULF dropped -98.50% vs OKLO's -73.83%.
WULF currently has the higher Sharpe Ratio (4.86 vs -0.11), 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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