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Owl Rock Capital Corporation

ORCC
Equity · Currency in USD
Sector
Financial Services
Industry
Credit Services
ISIN
US69121K1043
CUSIP
69121K104

ORCCPrice Chart


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S&P 500

ORCCPerformance

The chart shows the growth of $10,000 invested in Owl Rock Capital Corporation on Jul 19, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,502 for a total return of roughly 15.02%. All prices are adjusted for splits and dividends.


ORCC (Owl Rock Capital Corporation)
Benchmark (S&P 500)

ORCCReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-1.10%
6M7.17%
YTD19.02%
1Y29.12%
5Y6.66%
10Y6.66%

ORCCMonthly Returns Heatmap


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ORCCSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Owl Rock Capital Corporation Sharpe ratio is 1.71. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


ORCC (Owl Rock Capital Corporation)
Benchmark (S&P 500)

ORCCDividends

Owl Rock Capital Corporation granted a 9.70% dividend yield in the last twelve months, as of Sep 18, 2021. The annual payout for that period amounted to $1.40 per share.


PeriodTTM20202019
Dividend$1.40$1.56$0.68

Dividend yield

9.70%12.32%3.80%

ORCCDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


ORCC (Owl Rock Capital Corporation)
Benchmark (S&P 500)

ORCCWorst Drawdowns

The table below shows the maximum drawdowns of the Owl Rock Capital Corporation. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Owl Rock Capital Corporation is 56.07%, recorded on Mar 23, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.07%Dec 30, 201958Mar 23, 2020
-11%Sep 20, 20198Oct 1, 201928Nov 8, 201936
-3.3%Nov 15, 20191Nov 15, 201919Dec 13, 201920
-2.09%Sep 9, 20193Sep 11, 20192Sep 13, 20195
-1.94%Aug 14, 20193Aug 16, 201912Sep 4, 201915
-1.64%Dec 20, 20192Dec 23, 20192Dec 26, 20194
-1.38%Aug 5, 20191Aug 5, 20196Aug 13, 20197
-1.21%Dec 16, 20193Dec 18, 20191Dec 19, 20194
-0.5%Sep 5, 20191Sep 5, 20191Sep 6, 20192
-0.32%Jul 24, 20191Jul 24, 20194Jul 30, 20195

ORCCVolatility Chart

Current Owl Rock Capital Corporation volatility is 6.74%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


ORCC (Owl Rock Capital Corporation)
Benchmark (S&P 500)

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