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

Correlation

The correlation between ECCC 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

ECCC vs. OXLC - Performance Comparison

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

10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
15.71%
21.26%
ECCC
OXLC

Key characteristics

Sharpe Ratio

ECCC:

1.82

OXLC:

1.87

Sortino Ratio

ECCC:

2.73

OXLC:

2.58

Omega Ratio

ECCC:

1.36

OXLC:

1.37

Calmar Ratio

ECCC:

2.91

OXLC:

1.32

Martin Ratio

ECCC:

12.41

OXLC:

9.76

Ulcer Index

ECCC:

1.09%

OXLC:

2.78%

Daily Std Dev

ECCC:

7.45%

OXLC:

14.49%

Max Drawdown

ECCC:

-19.16%

OXLC:

-74.58%

Current Drawdown

ECCC:

-4.65%

OXLC:

-2.97%

Fundamentals

EPS

ECCC:

$1.82

OXLC:

$0.81

PE Ratio

ECCC:

12.66

OXLC:

6.30

Total Revenue (TTM)

ECCC:

$123.78M

OXLC:

$361.78M

Gross Profit (TTM)

ECCC:

$102.46M

OXLC:

$269.11M

EBITDA (TTM)

ECCC:

$15.77M

OXLC:

$219.55M

Returns By Period

In the year-to-date period, ECCC achieves a 13.30% return, which is significantly lower than OXLC's 25.57% return.


ECCC

YTD

13.30%

1M

-2.85%

6M

5.88%

1Y

13.46%

5Y*

N/A

10Y*

N/A

OXLC

YTD

25.57%

1M

-0.40%

6M

3.60%

1Y

27.11%

5Y*

8.43%

10Y*

7.56%

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Risk-Adjusted Performance

ECCC vs. OXLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc. (ECCC) 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 ECCC, currently valued at 1.82, compared to the broader market-4.00-2.000.002.001.821.87
The chart of Sortino ratio for ECCC, currently valued at 2.73, compared to the broader market-4.00-2.000.002.004.002.732.58
The chart of Omega ratio for ECCC, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.37
The chart of Calmar ratio for ECCC, currently valued at 2.91, compared to the broader market0.002.004.006.002.911.32
The chart of Martin ratio for ECCC, currently valued at 12.41, compared to the broader market-5.000.005.0010.0015.0020.0025.0012.419.76
ECCC
OXLC

The current ECCC Sharpe Ratio is 1.82, which is comparable to the OXLC Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of ECCC 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.82
1.87
ECCC
OXLC

Dividends

ECCC vs. OXLC - Dividend Comparison

ECCC's dividend yield for the trailing twelve months is around 7.12%, less than OXLC's 19.96% yield.


TTM20232022202120202019201820172016201520142013
ECCC
Eagle Point Credit Company Inc.
7.12%7.51%7.93%3.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OXLC
Oxford Lane Capital Corp.
19.96%18.83%17.75%10.58%22.51%19.85%16.70%17.91%22.84%24.10%16.72%12.69%

Drawdowns

ECCC vs. OXLC - Drawdown Comparison

The maximum ECCC drawdown since its inception was -19.16%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for ECCC and OXLC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.65%
-2.97%
ECCC
OXLC

Volatility

ECCC vs. OXLC - Volatility Comparison

Eagle Point Credit Company Inc. (ECCC) has a higher volatility of 2.79% compared to Oxford Lane Capital Corp. (OXLC) at 2.53%. This indicates that ECCC'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.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
2.79%
2.53%
ECCC
OXLC

Financials

ECCC 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


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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