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ECC vs. OXLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ECC vs. OXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Credit Company Inc (ECC) and Oxford Lane Capital Corp. (OXLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ECC achieves a -7.49% return, which is significantly higher than OXLC's -14.66% return. Over the past 10 years, ECC has underperformed OXLC with an annualized return of 4.44%, while OXLC has yielded a comparatively higher 6.04% annualized return.


ECC

1D
-3.01%
1M
17.60%
YTD
-7.49%
6M
-7.00%
1Y
-19.75%
3Y*
-4.70%
5Y*
-1.29%
10Y*
4.44%

OXLC

1D
-1.32%
1M
11.39%
YTD
-14.66%
6M
-10.18%
1Y
-28.39%
3Y*
-3.11%
5Y*
-4.65%
10Y*
6.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECC vs. OXLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ECC
Eagle Point Credit Company Inc
-7.49%-18.45%11.77%12.11%-11.71%56.78%-21.00%18.80%-13.72%27.02%
OXLC
Oxford Lane Capital Corp.
-14.66%-24.38%24.58%16.52%-24.15%59.91%-15.79%-0.98%12.86%13.47%

Correlation

The correlation between ECC and OXLC is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2014

0.36

Over the past year, ECC and OXLC have become more correlated (0.72) than their long-term average of 0.36, meaning their price movements have been converging.

Fundamentals

Market Cap

ECC:

$470.48M

OXLC:

$798.34M

EPS

ECC:

-$1.39

OXLC:

-$5.82

PS Ratio

ECC:

3.17

OXLC:

0.89

PB Ratio

ECC:

0.85

OXLC:

0.77

Total Revenue (TTM)

ECC:

$141.34M

OXLC:

$849.13M

Gross Profit (TTM)

ECC:

$113.66M

OXLC:

$793.40M

EBITDA (TTM)

ECC:

-$133.96M

OXLC:

-$578.64M

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Return for Risk

ECC vs. OXLC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ECC
ECC Risk / Return Rank: 2323
Overall Rank
ECC Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ECC Sortino Ratio Rank: 2020
Sortino Ratio Rank
ECC Omega Ratio Rank: 2121
Omega Ratio Rank
ECC Calmar Ratio Rank: 2727
Calmar Ratio Rank
ECC Martin Ratio Rank: 2626
Martin Ratio Rank

OXLC
OXLC Risk / Return Rank: 1717
Overall Rank
OXLC Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
OXLC Sortino Ratio Rank: 1414
Sortino Ratio Rank
OXLC Omega Ratio Rank: 1313
Omega Ratio Rank
OXLC Calmar Ratio Rank: 2222
Calmar Ratio Rank
OXLC Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ECC vs. OXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc (ECC) 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.


ECCOXLCDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

0.94

0.89

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.43

-0.55

+0.12

Martin ratioReturn relative to average drawdown

-0.79

-1.01

+0.22

ECC vs. OXLC - Sharpe Ratio Comparison

The current ECC Sharpe Ratio is -0.45, which is higher than the OXLC Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of ECC and OXLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ECC vs. OXLC - Drawdown Comparison

The maximum ECC drawdown since its inception was -70.79%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for ECC and OXLC.


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Drawdown Indicators


ECCOXLCDifference

Max Drawdown

Largest peak-to-trough decline

-70.79%

-74.58%

+3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-45.79%

-51.38%

+5.59%

Max Drawdown (3Y)

Largest decline over 3 years

-49.65%

-57.17%

+7.52%

Max Drawdown (5Y)

Largest decline over 5 years

-49.65%

-57.17%

+7.52%

Max Drawdown (10Y)

Largest decline over 10 years

-70.79%

-74.58%

+3.79%

Current Drawdown

Current decline from peak

-29.84%

-38.87%

+9.03%

Average Drawdown

Average peak-to-trough decline

-12.99%

-14.05%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.09%

28.13%

-3.04%

Volatility

ECC vs. OXLC - Volatility Comparison

Eagle Point Credit Company Inc (ECC) and Oxford Lane Capital Corp. (OXLC) have volatilities of 25.39% and 25.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECCOXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.39%

25.70%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

35.48%

37.05%

-1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

44.26%

44.27%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.18%

28.73%

-1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.40%

43.36%

-5.96%

Dividends

ECC vs. OXLC - Dividend Comparison

ECC's dividend yield for the trailing twelve months is around 67.48%, less than OXLC's 77.63% yield.


PositionTTM20252024202320222021202020192018201720162015
ECC
Eagle Point Credit Company Inc
67.48%29.17%20.05%19.58%23.42%11.71%13.08%16.43%16.89%13.02%14.36%14.61%
OXLC
Oxford Lane Capital Corp.
77.63%35.86%20.12%18.83%17.75%10.51%22.46%19.85%16.70%17.91%22.84%24.10%

Financials

ECC vs. OXLC - Financials Comparison

This section allows you to compare key financial metrics between Eagle Point Credit Company Inc 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


-100.00M0.00100.00M200.00M300.00M20222023202420252026
31.44M
166.25M
(ECC) Total Revenue
(OXLC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ECC and OXLC have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OXLC has higher volatility (25.70%) compared to ECC (25.39%). In terms of maximum drawdown, ECC dropped -70.79% vs OXLC's -74.58%.

ECC currently has the higher Sharpe Ratio (-0.45 vs -0.64), 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.

Portfolio Optimizer

Find the right allocation for ECC and OXLC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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