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EGY vs. OBDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

EGY vs. OBDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VAALCO Energy, Inc. (EGY) and Blue Owl Capital Corporation (OBDC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-10.77%
-3.94%
EGY
OBDC

Returns By Period

In the year-to-date period, EGY achieves a 22.22% return, which is significantly higher than OBDC's 11.13% return.


EGY

YTD

22.22%

1M

-10.17%

6M

-10.77%

1Y

19.37%

5Y (annualized)

28.14%

10Y (annualized)

-1.12%

OBDC

YTD

11.13%

1M

-1.12%

6M

-3.94%

1Y

15.40%

5Y (annualized)

6.79%

10Y (annualized)

N/A

Fundamentals


EGYOBDC
Market Cap$549.84M$5.86B
EPS$0.86$1.61
PE Ratio6.169.34
Total Revenue (TTM)$506.42M$1.36B
Gross Profit (TTM)$239.21M$1.10B
EBITDA (TTM)$307.24M$1.08B

Key characteristics


EGYOBDC
Sharpe Ratio0.421.17
Sortino Ratio0.971.68
Omega Ratio1.111.21
Calmar Ratio0.271.16
Martin Ratio1.332.81
Ulcer Index14.38%5.45%
Daily Std Dev46.05%13.06%
Max Drawdown-99.09%-56.16%
Current Drawdown-61.27%-5.81%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.3

The correlation between EGY and OBDC is 0.30, 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

EGY vs. OBDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VAALCO Energy, Inc. (EGY) and Blue Owl Capital Corporation (OBDC). 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 EGY, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.000.421.17
The chart of Sortino ratio for EGY, currently valued at 0.97, compared to the broader market-4.00-2.000.002.004.000.971.68
The chart of Omega ratio for EGY, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.21
The chart of Calmar ratio for EGY, currently valued at 0.39, compared to the broader market0.002.004.006.000.391.16
The chart of Martin ratio for EGY, currently valued at 1.33, compared to the broader market-10.000.0010.0020.0030.001.332.81
EGY
OBDC

The current EGY Sharpe Ratio is 0.42, which is lower than the OBDC Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of EGY and OBDC, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.42
1.17
EGY
OBDC

Dividends

EGY vs. OBDC - Dividend Comparison

EGY's dividend yield for the trailing twelve months is around 4.72%, less than OBDC's 11.49% yield.


TTM20232022202120202019
EGY
VAALCO Energy, Inc.
3.54%5.57%2.85%0.00%0.00%0.00%
OBDC
Blue Owl Capital Corporation
11.49%10.77%11.17%8.76%7.98%3.47%

Drawdowns

EGY vs. OBDC - Drawdown Comparison

The maximum EGY drawdown since its inception was -99.09%, which is greater than OBDC's maximum drawdown of -56.16%. Use the drawdown chart below to compare losses from any high point for EGY and OBDC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-31.53%
-5.81%
EGY
OBDC

Volatility

EGY vs. OBDC - Volatility Comparison

VAALCO Energy, Inc. (EGY) has a higher volatility of 8.93% compared to Blue Owl Capital Corporation (OBDC) at 5.22%. This indicates that EGY's price experiences larger fluctuations and is considered to be riskier than OBDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.93%
5.22%
EGY
OBDC

Financials

EGY vs. OBDC - Financials Comparison

This section allows you to compare key financial metrics between VAALCO Energy, Inc. and Blue Owl Capital Corporation. 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