BLW vs. OXLC
Compare and contrast key facts about BlackRock Limited Duration Income Trust (BLW) and Oxford Lane Capital Corp. (OXLC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BLW or OXLC.
Key characteristics
| BLW | OXLC | |
|---|---|---|
| YTD Return | 10.00% | 27.04% |
| 1Y Return | 20.74% | 27.31% |
| 3Y Return (Ann) | 2.38% | 2.94% |
| 5Y Return (Ann) | 6.32% | 7.08% |
| 10Y Return (Ann) | 6.94% | 7.09% |
| Sharpe Ratio | 2.32 | 1.88 |
| Sortino Ratio | 3.50 | 2.56 |
| Omega Ratio | 1.46 | 1.36 |
| Calmar Ratio | 1.86 | 1.26 |
| Martin Ratio | 15.71 | 10.08 |
| Ulcer Index | 1.32% | 2.79% |
| Daily Std Dev | 8.93% | 14.91% |
| Max Drawdown | -44.99% | -74.58% |
| Current Drawdown | -1.66% | -1.83% |
Fundamentals
| BLW | OXLC | |
|---|---|---|
| Market Cap | $508.15M | $1.80B |
| EPS | $1.58 | $0.81 |
| PE Ratio | 9.00 | 6.60 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | $52.14M | $361.78M |
| Gross Profit (TTM) | $47.57M | $269.11M |
| EBITDA (TTM) | $71.38M | $219.55M |
Correlation
The correlation between BLW and OXLC is 0.21, 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.
Performance
BLW vs. OXLC - Performance Comparison
In the year-to-date period, BLW achieves a 10.00% return, which is significantly lower than OXLC's 27.04% return. Both investments have delivered pretty close results over the past 10 years, with BLW having a 6.94% annualized return and OXLC not far ahead at 7.09%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BLW vs. OXLC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Limited Duration Income Trust (BLW) 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.
Dividends
BLW vs. OXLC - Dividend Comparison
BLW's dividend yield for the trailing twelve months is around 9.25%, less than OXLC's 18.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLW BlackRock Limited Duration Income Trust | 8.50% | 8.63% | 8.25% | 6.98% | 7.39% | 6.30% | 7.18% | 6.26% | 9.68% | 8.29% | 8.28% | 7.48% |
OXLC Oxford Lane Capital Corp. | 18.69% | 18.83% | 17.75% | 10.58% | 22.51% | 19.85% | 16.70% | 17.91% | 22.84% | 24.10% | 16.72% | 12.69% |
Drawdowns
BLW vs. OXLC - Drawdown Comparison
The maximum BLW drawdown since its inception was -44.99%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for BLW and OXLC. For additional features, visit the drawdowns tool.
Volatility
BLW vs. OXLC - Volatility Comparison
The current volatility for BlackRock Limited Duration Income Trust (BLW) is 2.83%, while Oxford Lane Capital Corp. (OXLC) has a volatility of 3.22%. This indicates that BLW 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.
Financials
BLW vs. OXLC - Financials Comparison
This section allows you to compare key financial metrics between BlackRock Limited Duration Income Trust 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