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ARDC vs. OXLC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ARDC and OXLC is 0.37, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ARDC vs. OXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ares Dynamic Credit Allocation Fund, Inc. (ARDC) and Oxford Lane Capital Corp. (OXLC). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
99.84%
155.65%
ARDC
OXLC

Key characteristics

Sharpe Ratio

ARDC:

0.45

OXLC:

0.58

Sortino Ratio

ARDC:

0.67

OXLC:

0.88

Omega Ratio

ARDC:

1.11

OXLC:

1.15

Calmar Ratio

ARDC:

0.36

OXLC:

0.91

Martin Ratio

ARDC:

1.52

OXLC:

3.07

Ulcer Index

ARDC:

4.68%

OXLC:

4.28%

Daily Std Dev

ARDC:

15.75%

OXLC:

22.82%

Max Drawdown

ARDC:

-45.40%

OXLC:

-74.58%

Current Drawdown

ARDC:

-11.54%

OXLC:

-7.20%

Fundamentals

Returns By Period

In the year-to-date period, ARDC achieves a -7.84% return, which is significantly lower than OXLC's -2.92% return. Over the past 10 years, ARDC has outperformed OXLC with an annualized return of 7.43%, while OXLC has yielded a comparatively lower 6.60% annualized return.


ARDC

YTD

-7.84%

1M

-3.70%

6M

-5.96%

1Y

6.97%

5Y*

15.35%

10Y*

7.43%

OXLC

YTD

-2.92%

1M

0.05%

6M

-3.17%

1Y

12.68%

5Y*

15.78%

10Y*

6.60%

*Annualized

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Risk-Adjusted Performance

ARDC vs. OXLC — Risk-Adjusted Performance Rank

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

ARDC
The Risk-Adjusted Performance Rank of ARDC is 6666
Overall Rank
The Sharpe Ratio Rank of ARDC is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ARDC is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ARDC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ARDC is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ARDC is 7070
Martin Ratio Rank

OXLC
The Risk-Adjusted Performance Rank of OXLC is 7474
Overall Rank
The Sharpe Ratio Rank of OXLC is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of OXLC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of OXLC is 6969
Omega Ratio Rank
The Calmar Ratio Rank of OXLC is 8383
Calmar Ratio Rank
The Martin Ratio Rank of OXLC is 8080
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.

ARDC vs. OXLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ares Dynamic Credit Allocation Fund, Inc. (ARDC) and Oxford Lane Capital Corp. (OXLC). 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.


The chart of Sharpe ratio for ARDC, currently valued at 0.45, compared to the broader market-2.00-1.000.001.002.003.00
ARDC: 0.45
OXLC: 0.58
The chart of Sortino ratio for ARDC, currently valued at 0.67, compared to the broader market-6.00-4.00-2.000.002.004.00
ARDC: 0.67
OXLC: 0.88
The chart of Omega ratio for ARDC, currently valued at 1.11, compared to the broader market0.501.001.502.00
ARDC: 1.11
OXLC: 1.15
The chart of Calmar ratio for ARDC, currently valued at 0.36, compared to the broader market0.001.002.003.004.005.00
ARDC: 0.36
OXLC: 0.91
The chart of Martin ratio for ARDC, currently valued at 1.52, compared to the broader market-5.000.005.0010.0015.0020.00
ARDC: 1.52
OXLC: 3.07

The current ARDC Sharpe Ratio is 0.45, which is comparable to the OXLC Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of ARDC and OXLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.45
0.58
ARDC
OXLC

Dividends

ARDC vs. OXLC - Dividend Comparison

ARDC's dividend yield for the trailing twelve months is around 10.34%, less than OXLC's 23.19% yield.


TTM20242023202220212020201920182017201620152014
ARDC
Ares Dynamic Credit Allocation Fund, Inc.
10.34%9.33%9.85%10.31%7.16%8.40%8.40%9.35%7.58%8.45%10.51%8.87%
OXLC
Oxford Lane Capital Corp.
23.19%20.12%18.83%17.75%10.58%22.51%19.85%16.70%17.91%22.84%24.10%16.72%

Drawdowns

ARDC vs. OXLC - Drawdown Comparison

The maximum ARDC drawdown since its inception was -45.40%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for ARDC and OXLC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.54%
-7.20%
ARDC
OXLC

Volatility

ARDC vs. OXLC - Volatility Comparison

The current volatility for Ares Dynamic Credit Allocation Fund, Inc. (ARDC) is 11.81%, while Oxford Lane Capital Corp. (OXLC) has a volatility of 15.48%. This indicates that ARDC experiences smaller price fluctuations and is considered to be less risky than OXLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
11.81%
15.48%
ARDC
OXLC

Financials

ARDC vs. OXLC - Financials Comparison

This section allows you to compare key financial metrics between Ares Dynamic Credit Allocation Fund, Inc. and Oxford Lane Capital Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items