OKLO vs SAIH: Correlation
Oklo Inc. (OKLO) and SAIHEAT Limited - Class A (SAIH) show a moderate relationship: their 3-year correlation of weekly returns is 0.43.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are OKLO and SAIH?
Over the past 3 years, OKLO and SAIH moved with a correlation of 0.43, which is moderate. Recent behaviour matches the longer record: 0.40 over 1 year against 0.43 over 3. Over 5 years the correlation is 0.20, and the annualized covariance of weekly returns is 5735.2 %².
Within OKLO's tracked universe of 13 assets, SAIH comes in at #7 by 3-year correlation. Correlation aside, the last 12 months split them widely, with SAIH ahead by 328.4 points (-41.9% versus +286.5%).
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
OKLO vs SAIH: side by side
| OKLO (Oklo Inc.) | SAIH (SAIHEAT Limited - Class A) | |
|---|---|---|
| 1-year return | -41.9% | +286.5% |
| 5-year return | +332.7% | -83.7% |
| Volatility (ann.) | 117.9% | 112.8% |
| Beta vs S&P 500 | 2.21 | 2.00 |
| Max drawdown (3Y) | -78.8% | -85.5% |
| Market cap | $7.9B | – |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | OKLO | SAIH |
|---|---|---|
| 2022 | +0.7% | -79.6% |
| 2023 | +6.5% | -40.8% |
| 2024 | +101.0% | -35.3% |
| 2025 | +238.0% | -20.3% |
| 2026 | -40.7% | +158.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are OKLO and SAIH good diversifiers for each other?
Reasonably. At 0.43, OKLO and SAIH keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between OKLO and SAIH?
The OKLO/SAIH correlation stands at 0.43 on a 3-year window (1 year: 0.40, 5 years: 0.20), computed from weekly returns as of 2026-08-27.
Is SAIH a good diversifier for OKLO?
Reasonably. At 0.43, OKLO and SAIH keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.43 mean?
On the −1 to +1 scale, 0.43 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/oklo-vs-saih.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/oklo-vs-saih/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: OKLO correlations · SAIH correlations