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

Performance

BLW vs. OXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Limited Duration Income Trust (BLW) and Oxford Lane Capital Corp. (OXLC). The values are adjusted to include any dividend payments, if applicable.

140.00%150.00%160.00%170.00%180.00%JuneJulyAugustSeptemberOctoberNovember
153.92%
169.83%
BLW
OXLC

Returns By Period

In the year-to-date period, BLW achieves a 9.48% return, which is significantly lower than OXLC's 26.79% return. Both investments have delivered pretty close results over the past 10 years, with BLW having a 7.06% annualized return and OXLC not far behind at 6.98%.


BLW

YTD

9.48%

1M

-1.03%

6M

7.76%

1Y

18.98%

5Y (annualized)

6.12%

10Y (annualized)

7.06%

OXLC

YTD

26.79%

1M

2.88%

6M

7.73%

1Y

29.66%

5Y (annualized)

6.92%

10Y (annualized)

6.98%

Fundamentals


BLWOXLC
Market Cap$508.15M$1.80B
EPS$1.58$0.81
PE Ratio9.006.60
PEG Ratio0.000.00
Total Revenue (TTM)$52.14M$361.78M
Gross Profit (TTM)$47.57M$269.11M
EBITDA (TTM)$71.38M$219.55M

Key characteristics


BLWOXLC
Sharpe Ratio2.161.93
Sortino Ratio3.262.64
Omega Ratio1.431.37
Calmar Ratio1.761.29
Martin Ratio14.3710.44
Ulcer Index1.33%2.74%
Daily Std Dev8.85%14.83%
Max Drawdown-44.58%-74.59%
Current Drawdown-2.12%-2.03%

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Correlation

-0.50.00.51.00.2

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.

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.


Sharpe ratio
The chart of Sharpe ratio for BLW, currently valued at 2.16, compared to the broader market-4.00-2.000.002.002.161.93
The chart of Sortino ratio for BLW, currently valued at 3.26, compared to the broader market-4.00-2.000.002.004.003.262.64
The chart of Omega ratio for BLW, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.37
The chart of Calmar ratio for BLW, currently valued at 1.76, compared to the broader market0.002.004.006.001.761.29
The chart of Martin ratio for BLW, currently valued at 14.37, compared to the broader market0.0010.0020.0030.0014.3710.44
BLW
OXLC

The current BLW Sharpe Ratio is 2.16, which is comparable to the OXLC Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of BLW 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.16
1.93
BLW
OXLC

Dividends

BLW vs. OXLC - Dividend Comparison

BLW's dividend yield for the trailing twelve months is around 9.41%, less than OXLC's 19.24% yield.


TTM20232022202120202019201820172016201520142013
BLW
BlackRock Limited Duration Income Trust
9.41%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.
19.24%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 -44.58%, smaller than the maximum OXLC drawdown of -74.59%. Use the drawdown chart below to compare losses from any high point for BLW and OXLC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.12%
-2.03%
BLW
OXLC

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 3.42%. 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.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
2.83%
3.42%
BLW
OXLC

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.


Quarterly
Annual

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


Values in USD except per share items