BAESY vs. OXLC
BAESY (BAE Systems PLC) and OXLC (Oxford Lane Capital Corp.) are both stocks. BAESY operates in Aerospace & Defense (Industrials), while OXLC operates in Asset Management (Financial Services). Over the past 10 years, BAESY returned 18.72%/yr vs 3.38%/yr for OXLC. At a 0.16 correlation, their price movements are largely independent.
Performance
BAESY vs. OXLC - Performance Comparison
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Returns By Period
In the year-to-date period, BAESY achieves a 11.25% return, which is significantly higher than OXLC's -27.84% return. Over the past 10 years, BAESY has outperformed OXLC with an annualized return of 18.72%, while OXLC has yielded a comparatively lower 3.38% annualized return.
BAESY
- 1D
- -4.00%
- 1M
- -1.83%
- YTD
- 11.25%
- 6M
- 13.51%
- 1Y
- 0.44%
- 3Y*
- 30.63%
- 5Y*
- 30.61%
- 10Y*
- 18.72%
OXLC
- 1D
- -1.41%
- 1M
- -8.51%
- YTD
- -27.84%
- 6M
- -21.18%
- 1Y
- -42.28%
- 3Y*
- -9.70%
- 5Y*
- -7.86%
- 10Y*
- 3.38%
BAESY vs. OXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAESY BAE Systems PLC | 11.25% | 65.51% | 1.23% | 40.91% | 46.40% | 14.56% | -3.43% | 34.69% | -22.16% | 13.28% |
OXLC Oxford Lane Capital Corp. | -27.84% | -24.38% | 24.58% | 16.52% | -24.15% | 59.91% | -15.79% | -0.98% | 12.86% | 13.47% |
Correlation
The correlation between BAESY and OXLC is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2011 | 0.16 |
The correlation between BAESY and OXLC shifts across timeframes, from 0.04 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
Fundamentals
BAESY:
$77.52B
OXLC:
$881.97M
BAESY:
£5.29
OXLC:
-$5.82
BAESY:
1.06
OXLC:
0.98
BAESY:
4.92
OXLC:
0.86
BAESY:
£54.56B
OXLC:
$849.13M
BAESY:
£19.72B
OXLC:
$793.40M
BAESY:
£7.74B
OXLC:
-$578.64M
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Return for Risk
BAESY vs. OXLC — Risk / Return Rank
BAESY
OXLC
BAESY vs. OXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BAE Systems PLC (BAESY) 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.
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.
| BAESY | OXLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.77 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | -0.81 | +0.83 |
| Martin ratioReturn relative to average drawdown | 0.04 | -1.47 | +1.51 |
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Drawdowns
BAESY vs. OXLC - Drawdown Comparison
The maximum BAESY drawdown since its inception was -59.20%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for BAESY and OXLC.
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Drawdown Indicators
| BAESY | OXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.20% | -74.58% | +15.38% |
Max Drawdown (1Y)Largest decline over 1 year | -23.59% | -52.18% | +28.59% |
Max Drawdown (3Y)Largest decline over 3 years | -23.59% | -57.17% | +33.58% |
Max Drawdown (5Y)Largest decline over 5 years | -23.59% | -57.17% | +33.58% |
Max Drawdown (10Y)Largest decline over 10 years | -42.13% | -74.58% | +32.45% |
Current DrawdownCurrent decline from peak | -16.92% | -48.31% | +31.39% |
Average DrawdownAverage peak-to-trough decline | -19.32% | -14.02% | -5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.17% | 28.82% | -18.65% |
Volatility
BAESY vs. OXLC - Volatility Comparison
BAE Systems PLC (BAESY) has a higher volatility of 10.68% compared to Oxford Lane Capital Corp. (OXLC) at 5.90%. This indicates that BAESY's price experiences larger fluctuations and is considered to be riskier than OXLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAESY | OXLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.68% | 5.90% | +4.78% |
Volatility (6M)Calculated over the trailing 6-month period | 25.10% | 27.68% | -2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.92% | 34.41% | -2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.12% | 25.92% | +2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.90% | 42.48% | -14.58% |
Dividends
BAESY vs. OXLC - Dividend Comparison
BAESY's dividend yield for the trailing twelve months is around 1.90%, less than OXLC's 50.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAESY BAE Systems PLC | 1.90% | 1.90% | 2.79% | 2.40% | 3.09% | 4.46% | 7.05% | 3.66% | 4.93% | 5.71% | 6.26% | 4.38% |
OXLC Oxford Lane Capital Corp. | 50.72% | 35.86% | 20.12% | 18.83% | 17.75% | 10.51% | 22.46% | 19.85% | 16.70% | 17.91% | 22.84% | 24.10% |
Financials
BAESY vs. OXLC - Financials Comparison
This section allows you to compare key financial metrics between BAE Systems PLC 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BAESY and OXLC have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAESY has higher volatility (10.68%) compared to OXLC (5.90%). In terms of maximum drawdown, BAESY dropped -59.20% vs OXLC's -74.58%.
BAESY currently has the higher Sharpe Ratio (0.01 vs -1.23), 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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