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

Correlation

The correlation between BANX and OXLC is 0.11, 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.


-0.50.00.51.00.1

Performance

BANX vs. OXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in StoneCastle Financial Corp. (BANX) and Oxford Lane Capital Corp. (OXLC). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%120.00%130.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
111.67%
128.62%
BANX
OXLC

Key characteristics

Sharpe Ratio

BANX:

1.89

OXLC:

1.86

Sortino Ratio

BANX:

2.87

OXLC:

2.57

Omega Ratio

BANX:

1.36

OXLC:

1.37

Calmar Ratio

BANX:

4.54

OXLC:

1.31

Martin Ratio

BANX:

12.21

OXLC:

9.71

Ulcer Index

BANX:

2.30%

OXLC:

2.77%

Daily Std Dev

BANX:

14.90%

OXLC:

14.46%

Max Drawdown

BANX:

-55.06%

OXLC:

-74.58%

Current Drawdown

BANX:

-1.92%

OXLC:

-3.92%

Fundamentals

Market Cap

BANX:

$147.68M

OXLC:

$1.88B

EPS

BANX:

$2.61

OXLC:

$0.81

PE Ratio

BANX:

7.95

OXLC:

6.30

PEG Ratio

BANX:

0.00

OXLC:

0.00

Returns By Period

In the year-to-date period, BANX achieves a 22.13% return, which is significantly lower than OXLC's 24.34% return. Over the past 10 years, BANX has outperformed OXLC with an annualized return of 9.43%, while OXLC has yielded a comparatively lower 7.58% annualized return.


BANX

YTD

22.13%

1M

-0.36%

6M

14.95%

1Y

26.36%

5Y*

7.20%

10Y*

9.43%

OXLC

YTD

24.34%

1M

-1.37%

6M

3.92%

1Y

25.87%

5Y*

7.94%

10Y*

7.58%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BANX vs. OXLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for StoneCastle Financial Corp. (BANX) 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.


Sharpe ratio
The chart of Sharpe ratio for BANX, currently valued at 1.89, compared to the broader market-4.00-2.000.002.001.891.86
The chart of Sortino ratio for BANX, currently valued at 2.87, compared to the broader market-4.00-2.000.002.004.002.872.57
The chart of Omega ratio for BANX, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.37
The chart of Calmar ratio for BANX, currently valued at 4.54, compared to the broader market0.002.004.006.004.541.31
The chart of Martin ratio for BANX, currently valued at 12.21, compared to the broader market-5.000.005.0010.0015.0020.0025.0012.219.71
BANX
OXLC

The current BANX Sharpe Ratio is 1.89, which is comparable to the OXLC Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of BANX 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 Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.89
1.86
BANX
OXLC

Dividends

BANX vs. OXLC - Dividend Comparison

BANX's dividend yield for the trailing twelve months is around 9.18%, less than OXLC's 20.16% yield.


TTM20232022202120202019201820172016201520142013
BANX
StoneCastle Financial Corp.
9.18%12.11%9.74%7.37%8.16%6.82%8.60%7.45%7.81%9.26%12.84%1.14%
OXLC
Oxford Lane Capital Corp.
20.16%18.83%17.75%10.51%22.46%19.85%16.70%17.91%22.84%24.10%16.72%12.69%

Drawdowns

BANX vs. OXLC - Drawdown Comparison

The maximum BANX drawdown since its inception was -55.06%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for BANX and OXLC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.92%
-3.92%
BANX
OXLC

Volatility

BANX vs. OXLC - Volatility Comparison

The current volatility for StoneCastle Financial Corp. (BANX) is 1.94%, while Oxford Lane Capital Corp. (OXLC) has a volatility of 2.30%. This indicates that BANX 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.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
1.94%
2.30%
BANX
OXLC

Financials

BANX vs. OXLC - Financials Comparison

This section allows you to compare key financial metrics between StoneCastle Financial Corp. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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