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Oxford Square Capital Corp. (OXSQ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Oxford Square Capital Corp. (OXSQ)

Equity · Currency in USD · Last updated Nov 22, 2024

Company Info

ISIN

US69181V1070

CUSIP

69181V107

Sector

Financial Services

Industry

Asset Management

IPO Date

Mar 21, 2018

Highlights

Market Cap

$180.59M

EPS (TTM)

-$0.11

Total Revenue (TTM)

-$6.90M

Gross Profit (TTM)

-$11.25M

EBITDA (TTM)

-$24.61T

Year Range

$2.49 - $3.03

Target Price

$4.75

Short %

0.87%

Short Ratio

1.39

Share Price Chart

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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Popular comparisons:
OXSQ vs. OXLC OXSQ vs. MOAT OXSQ vs. DGRW OXSQ vs. EFC OXSQ vs. MAIN OXSQ vs. QQQ OXSQ vs. SCHD OXSQ vs. OBDC OXSQ vs. ORC OXSQ vs. PNNT
Popular comparisons:
OXSQ vs. OXLC OXSQ vs. MOAT OXSQ vs. DGRW OXSQ vs. EFC OXSQ vs. MAIN OXSQ vs. QQQ OXSQ vs. SCHD OXSQ vs. OBDC OXSQ vs. ORC OXSQ vs. PNNT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Oxford Square Capital Corp., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-7.99%
12.92%
OXSQ (Oxford Square Capital Corp.)
Benchmark (^GSPC)

Returns By Period

Oxford Square Capital Corp. had a return of 4.78% year-to-date (YTD) and 5.68% in the last 12 months.

OXSQ

YTD

4.78%

1M

-7.81%

6M

-7.99%

1Y

5.68%

5Y (annualized)

0.85%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of OXSQ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20247.89%2.46%3.72%2.70%-2.98%-3.74%3.89%-1.51%-2.58%4.41%4.78%
202317.83%-2.90%-8.71%-1.44%-7.38%-4.80%16.43%2.73%2.17%-2.89%1.89%-0.53%9.19%
20222.04%1.33%1.86%-5.39%3.96%-9.31%4.27%1.69%-19.83%-0.18%7.25%0.15%-14.37%
202116.86%9.17%22.46%7.42%0.33%0.28%-4.00%-5.07%-7.43%5.81%-2.05%-0.36%47.13%
202010.61%-11.32%-50.05%6.90%14.56%-4.04%0.13%-2.39%-6.23%2.58%26.00%-0.82%-32.34%
20195.10%1.47%-2.89%0.30%-1.77%3.13%5.75%-7.09%2.23%-17.05%4.03%4.91%-4.31%
20181.16%0.33%16.48%-0.53%2.90%3.52%-0.47%-11.80%7.65%-1.32%16.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of OXSQ is 50, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of OXSQ is 5050
Combined Rank
The Sharpe Ratio Rank of OXSQ is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of OXSQ is 4545
Sortino Ratio Rank
The Omega Ratio Rank of OXSQ is 4343
Omega Ratio Rank
The Calmar Ratio Rank of OXSQ is 5353
Calmar Ratio Rank
The Martin Ratio Rank of OXSQ is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Oxford Square Capital Corp. (OXSQ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

Sharpe ratio
The chart of Sharpe ratio for OXSQ, currently valued at 0.40, compared to the broader market-4.00-2.000.002.004.000.402.54
The chart of Sortino ratio for OXSQ, currently valued at 0.64, compared to the broader market-4.00-2.000.002.004.000.643.40
The chart of Omega ratio for OXSQ, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.47
The chart of Calmar ratio for OXSQ, currently valued at 0.23, compared to the broader market0.002.004.006.000.233.66
The chart of Martin ratio for OXSQ, currently valued at 1.03, compared to the broader market0.0010.0020.0030.001.0316.26
OXSQ
^GSPC

The current Oxford Square Capital Corp. Sharpe ratio is 0.40. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Oxford Square Capital Corp. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.40
2.54
OXSQ (Oxford Square Capital Corp.)
Benchmark (^GSPC)

Dividends

Dividend History

Oxford Square Capital Corp. provided a 15.91% dividend yield over the last twelve months, with an annual payout of $0.42 per share. The company has been increasing its dividends for 2 consecutive years.

10.00%12.00%14.00%16.00%18.00%20.00%$0.00$0.20$0.40$0.60$0.80201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$0.42$0.54$0.42$0.42$0.61$0.80$0.60

Dividend yield

15.91%18.88%13.46%10.29%20.07%14.76%9.27%

Monthly Dividends

The table displays the monthly dividend distributions for Oxford Square Capital Corp.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.39
2023$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.16$0.04$0.04$0.04$0.54
2022$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.42
2021$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.42
2020$0.07$0.07$0.07$0.07$0.07$0.07$0.04$0.04$0.04$0.04$0.04$0.04$0.61
2019$0.00$0.00$0.20$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.80
2018$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.60

Dividend Yield & Payout

Dividend Yield
5.0%10.0%15.0%15.9%
Oxford Square Capital Corp. has a dividend yield of 15.91%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%6.0%
Oxford Square Capital Corp. has a payout ratio of 6.03%, which is below the market average. This means Oxford Square Capital Corp. returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-18.95%
-0.88%
OXSQ (Oxford Square Capital Corp.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Oxford Square Capital Corp.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Oxford Square Capital Corp. was 67.11%, occurring on Mar 23, 2020. The portfolio has not yet recovered.

The current Oxford Square Capital Corp. drawdown is 18.95%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.11%Feb 25, 2019272Mar 23, 2020———
-16.69%Sep 13, 201871Dec 24, 201840Feb 22, 2019111
-6.71%Jul 27, 20185Aug 2, 201827Sep 11, 201832
-5.11%Apr 6, 201815Apr 26, 20183May 1, 201818
-4.28%Jun 15, 20187Jun 25, 20185Jul 2, 201812

Volatility

Volatility Chart

The current Oxford Square Capital Corp. volatility is 4.61%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.61%
3.96%
OXSQ (Oxford Square Capital Corp.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Oxford Square Capital Corp. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Annual
Quarterly
0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Oxford Square Capital Corp..

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Income Statement

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Depreciation And Amortization

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

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EBITDA

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EBIT

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Earnings From Continuing Operations

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Net Income

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Income Tax Expense

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Other Non-Operating Income (Expenses)

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Extraordinary Items

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Discontinued Operations

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Effect Of Accounting Charges

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Non Recurring

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Minority Interest

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Other Items

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Interest Income

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Interest Expense

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Net Interest Income

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Values in undefined except per share items