CHMI vs. OXLC
CHMI (Cherry Hill Mortgage Investment Corporation) and OXLC (Oxford Lane Capital Corp.) are both stocks. CHMI operates in REIT - Mortgage (Real Estate), while OXLC operates in Asset Management (Financial Services). Over the past 10 years, CHMI returned -4.88%/yr vs 4.08%/yr for OXLC. At a 0.22 correlation, their price movements are largely independent.
Performance
CHMI vs. OXLC - Performance Comparison
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Returns By Period
In the year-to-date period, CHMI achieves a -4.10% return, which is significantly higher than OXLC's -23.34% return. Over the past 10 years, CHMI has underperformed OXLC with an annualized return of -4.88%, while OXLC has yielded a comparatively higher 4.08% annualized return.
CHMI
- 1D
- -2.08%
- 1M
- -8.91%
- YTD
- -4.10%
- 6M
- 2.42%
- 1Y
- -6.31%
- 3Y*
- -8.40%
- 5Y*
- -12.42%
- 10Y*
- -4.88%
OXLC
- 1D
- -2.18%
- 1M
- -2.04%
- YTD
- -23.34%
- 6M
- -22.71%
- 1Y
- -39.79%
- 3Y*
- -8.46%
- 5Y*
- -7.69%
- 10Y*
- 4.08%
CHMI vs. OXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHMI Cherry Hill Mortgage Investment Corporation | -4.10% | 14.92% | -21.94% | -18.91% | -17.19% | 1.54% | -28.09% | -6.76% | 9.80% | 10.00% |
OXLC Oxford Lane Capital Corp. | -23.34% | -24.38% | 24.58% | 16.52% | -24.15% | 59.91% | -15.79% | -0.98% | 12.86% | 13.47% |
Correlation
The correlation between CHMI and OXLC is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2013 | 0.22 |
The correlation between CHMI and OXLC shifts across timeframes, from 0.15 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CHMI:
$85.99M
OXLC:
$936.91M
CHMI:
$0.61
OXLC:
-$5.82
CHMI:
1.93
OXLC:
1.05
CHMI:
0.53
OXLC:
0.91
CHMI:
$43.39M
OXLC:
$849.13M
CHMI:
$35.08M
OXLC:
$793.40M
CHMI:
$38.24M
OXLC:
-$578.64M
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Return for Risk
CHMI vs. OXLC — Risk / Return Rank
CHMI
OXLC
CHMI vs. OXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cherry Hill Mortgage Investment Corporation (CHMI) 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.
| CHMI | OXLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.53 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.78 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | -0.75 | +0.49 |
| Martin ratioReturn relative to average drawdown | -0.62 | -1.33 | +0.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHMI | OXLC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | -1.16 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.39 | -0.30 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.11 | 0.10 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.07 | -0.15 |
Drawdowns
CHMI vs. OXLC - Drawdown Comparison
The maximum CHMI drawdown since its inception was -81.93%, which is greater than OXLC's maximum drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for CHMI and OXLC.
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Drawdown Indicators
| CHMI | OXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.93% | -74.58% | -7.35% |
Max Drawdown (1Y)Largest decline over 1 year | -24.83% | -53.56% | +28.73% |
Max Drawdown (3Y)Largest decline over 3 years | -42.45% | -57.17% | +14.72% |
Max Drawdown (5Y)Largest decline over 5 years | -61.98% | -57.17% | -4.81% |
Max Drawdown (10Y)Largest decline over 10 years | -81.93% | -74.58% | -7.35% |
Current DrawdownCurrent decline from peak | -63.39% | -45.09% | -18.30% |
Average DrawdownAverage peak-to-trough decline | -28.55% | -13.98% | -14.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.19% | 29.96% | -19.77% |
Volatility
CHMI vs. OXLC - Volatility Comparison
Cherry Hill Mortgage Investment Corporation (CHMI) has a higher volatility of 8.05% compared to Oxford Lane Capital Corp. (OXLC) at 5.75%. This indicates that CHMI'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
| CHMI | OXLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.05% | 5.75% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 20.35% | 27.91% | -7.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.47% | 34.35% | -2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.36% | 25.92% | +6.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.88% | 42.48% | +0.40% |
Dividends
CHMI vs. OXLC - Dividend Comparison
CHMI's dividend yield for the trailing twelve months is around 19.15%, less than OXLC's 47.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHMI Cherry Hill Mortgage Investment Corporation | 19.15% | 19.61% | 22.73% | 17.82% | 18.62% | 13.06% | 13.24% | 12.20% | 12.03% | 10.89% | 11.60% | 15.23% |
OXLC Oxford Lane Capital Corp. | 47.74% | 35.86% | 20.12% | 18.83% | 17.75% | 10.51% | 22.46% | 19.85% | 16.70% | 17.91% | 22.84% | 24.10% |
Financials
CHMI vs. OXLC - Financials Comparison
This section allows you to compare key financial metrics between Cherry Hill Mortgage Investment Corporation 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
CHMI and OXLC have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHMI has higher volatility (8.05%) compared to OXLC (5.75%). In terms of maximum drawdown, CHMI dropped -81.93% vs OXLC's -74.58%.
CHMI currently has the higher Sharpe Ratio (-0.20 vs -1.16), 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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