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

Performance

ECCX vs. OXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Point Credit Company Inc. 6.6875% NT 28 (ECCX) 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, ECCX achieves a 1.67% return, which is significantly higher than OXLC's -21.15% return.


ECCX

1D
0.00%
1M
0.08%
YTD
1.67%
6M
3.89%
1Y
9.07%
3Y*
9.51%
5Y*
6.69%
10Y*

OXLC

1D
-0.70%
1M
-2.55%
YTD
-21.15%
6M
-21.08%
1Y
-38.76%
3Y*
-7.23%
5Y*
-7.09%
10Y*
4.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECCX vs. OXLC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ECCX
Eagle Point Credit Company Inc. 6.6875% NT 28
1.67%10.76%8.21%7.05%1.72%8.31%4.22%14.48%1.88%
OXLC
Oxford Lane Capital Corp.
-21.15%-24.38%24.58%16.52%-24.15%59.91%-15.79%-0.98%0.29%

Correlation

The correlation between ECCX and OXLC is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.07

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

0.04

Correlation (All Time)
Calculated using the full available price history since May 1, 2018

0.08

Fundamentals

Market Cap

ECCX:

$3.32B

OXLC:

$963.65M

EPS

ECCX:

-$0.97

OXLC:

-$5.82

PS Ratio

ECCX:

19.25

OXLC:

1.08

PB Ratio

ECCX:

4.42

OXLC:

0.93

Total Revenue (TTM)

ECCX:

$162.24M

OXLC:

$849.13M

Gross Profit (TTM)

ECCX:

$143.87M

OXLC:

$793.40M

EBITDA (TTM)

ECCX:

-$35.59M

OXLC:

-$578.64M

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Return for Risk

ECCX vs. OXLC — Risk / Return Rank

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

ECCX
ECCX Risk / Return Rank: 8282
Overall Rank
ECCX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ECCX Sortino Ratio Rank: 7676
Sortino Ratio Rank
ECCX Omega Ratio Rank: 7878
Omega Ratio Rank
ECCX Calmar Ratio Rank: 8585
Calmar Ratio Rank
ECCX Martin Ratio Rank: 9090
Martin Ratio Rank

OXLC
OXLC Risk / Return Rank: 77
Overall Rank
OXLC Sharpe Ratio Rank: 33
Sharpe Ratio Rank
OXLC Sortino Ratio Rank: 55
Sortino Ratio Rank
OXLC Omega Ratio Rank: 55
Omega Ratio Rank
OXLC Calmar Ratio Rank: 1313
Calmar Ratio Rank
OXLC Martin Ratio Rank: 99
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.

ECCX vs. OXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Point Credit Company Inc. 6.6875% NT 28 (ECCX) 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.


ECCXOXLCDifference

Sharpe ratio

Return per unit of total volatility

1.41

-1.13

+2.55

Sortino ratio

Return per unit of downside risk

2.08

-1.53

+3.62

Omega ratio

Gain probability vs. loss probability

1.29

0.79

+0.50

Calmar ratio

Return relative to maximum drawdown

3.58

-0.73

+4.31

Martin ratio

Return relative to average drawdown

12.37

-1.32

+13.69

ECCX vs. OXLC - Sharpe Ratio Comparison

The current ECCX Sharpe Ratio is 1.41, which is higher than the OXLC Sharpe Ratio of -1.13. The chart below compares the historical Sharpe Ratios of ECCX 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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Sharpe Ratios by Period


ECCXOXLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

-1.13

+2.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

-0.28

+0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.08

+0.28

Drawdowns

ECCX vs. OXLC - Drawdown Comparison

The maximum ECCX drawdown since its inception was -37.68%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for ECCX and OXLC.


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Drawdown Indicators


ECCXOXLCDifference

Max Drawdown

Largest peak-to-trough decline

-37.68%

-74.58%

+36.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-53.56%

+50.99%

Max Drawdown (3Y)

Largest decline over 3 years

-4.56%

-57.17%

+52.61%

Max Drawdown (5Y)

Largest decline over 5 years

-10.87%

-57.17%

+46.30%

Max Drawdown (10Y)

Largest decline over 10 years

-74.58%

Current Drawdown

Current decline from peak

-0.04%

-43.53%

+43.49%

Average Drawdown

Average peak-to-trough decline

-1.84%

-13.96%

+12.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

29.65%

-28.91%

Volatility

ECCX vs. OXLC - Volatility Comparison

The current volatility for Eagle Point Credit Company Inc. 6.6875% NT 28 (ECCX) is 0.16%, while Oxford Lane Capital Corp. (OXLC) has a volatility of 5.79%. This indicates that ECCX 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.


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Volatility by Period


ECCXOXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.16%

5.79%

-5.63%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

27.88%

-23.38%

Volatility (1Y)

Calculated over the trailing 1-year period

6.73%

34.31%

-27.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.87%

26.05%

-16.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

42.49%

-22.37%

Dividends

ECCX vs. OXLC - Dividend Comparison

ECCX's dividend yield for the trailing twelve months is around 6.64%, less than OXLC's 46.42% yield.


PositionTTM20252024202320222021202020192018201720162015
ECCX
Eagle Point Credit Company Inc. 6.6875% NT 28
6.64%6.64%6.87%6.95%6.92%6.60%6.69%6.52%4.76%0.00%0.00%0.00%
OXLC
Oxford Lane Capital Corp.
46.42%35.86%20.12%18.83%17.75%10.51%22.46%19.85%16.70%17.91%22.84%24.10%

Financials

ECCX vs. OXLC - Financials Comparison

This section allows you to compare key financial metrics between Eagle Point Credit Company Inc. 6.6875% NT 28 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
-12.96M
166.25M
(ECCX) Total Revenue
(OXLC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ECCX and OXLC have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OXLC has higher volatility (5.79%) compared to ECCX (0.16%). In terms of maximum drawdown, ECCX dropped -37.68% vs OXLC's -74.58%.

ECCX currently has the higher Sharpe Ratio (1.41 vs -1.13), 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

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