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EVSB vs. OXLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVSB vs. OXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Ultra-Short Income ETF (EVSB) 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, EVSB achieves a 1.82% return, which is significantly higher than OXLC's -12.27% return.


EVSB

1D
-0.07%
1M
0.32%
YTD
1.82%
6M
1.93%
1Y
4.51%
3Y*
5Y*
10Y*

OXLC

1D
1.44%
1M
14.51%
YTD
-12.27%
6M
-9.86%
1Y
-26.02%
3Y*
-2.21%
5Y*
-4.18%
10Y*
6.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVSB vs. OXLC - Yearly Performance Comparison


2026 (YTD)202520242023
EVSB
Eaton Vance Ultra-Short Income ETF
1.82%5.12%6.04%1.84%
OXLC
Oxford Lane Capital Corp.
-12.27%-24.38%24.58%3.68%

Correlation

The correlation between EVSB and OXLC is -0.01, 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

-0.01

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2023

0.07

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Return for Risk

EVSB vs. OXLC — Risk / Return Rank

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

EVSB
EVSB Risk / Return Rank: 9999
Overall Rank
EVSB Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
EVSB Sortino Ratio Rank: 9999
Sortino Ratio Rank
EVSB Omega Ratio Rank: 9999
Omega Ratio Rank
EVSB Calmar Ratio Rank: 9999
Calmar Ratio Rank
EVSB Martin Ratio Rank: 9999
Martin Ratio Rank

OXLC
OXLC Risk / Return Rank: 2020
Overall Rank
OXLC Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
OXLC Sortino Ratio Rank: 1717
Sortino Ratio Rank
OXLC Omega Ratio Rank: 1616
Omega Ratio Rank
OXLC Calmar Ratio Rank: 2525
Calmar Ratio Rank
OXLC Martin Ratio Rank: 2424
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.

EVSB vs. OXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Ultra-Short Income ETF (EVSB) 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.


EVSBOXLCDifference
Sharpe ratioReturn per unit of total volatility

+6.38

Sortino ratioReturn per unit of downside risk

+10.86

Omega ratioGain probability vs. loss probability

2.61

0.90

+1.71

Calmar ratioReturn relative to maximum drawdown

17.80

-0.51

+18.31

Martin ratioReturn relative to average drawdown

101.31

-0.92

+102.23

EVSB vs. OXLC - Sharpe Ratio Comparison

The current EVSB Sharpe Ratio is 5.79, which is higher than the OXLC Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of EVSB 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

EVSB vs. OXLC - Drawdown Comparison

The maximum EVSB drawdown since its inception was -0.31%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for EVSB and OXLC.


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Drawdown Indicators


EVSBOXLCDifference

Max Drawdown

Largest peak-to-trough decline

-0.31%

-74.58%

+74.27%

Max Drawdown (1Y)

Largest decline over 1 year

-0.25%

-51.38%

+51.13%

Max Drawdown (3Y)

Largest decline over 3 years

-57.17%

Max Drawdown (5Y)

Largest decline over 5 years

-57.17%

Max Drawdown (10Y)

Largest decline over 10 years

-74.58%

Current Drawdown

Current decline from peak

-0.07%

-37.16%

+37.09%

Average Drawdown

Average peak-to-trough decline

-0.02%

-14.06%

+14.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

28.25%

-28.21%

Volatility

EVSB vs. OXLC - Volatility Comparison

The current volatility for Eaton Vance Ultra-Short Income ETF (EVSB) is 0.23%, while Oxford Lane Capital Corp. (OXLC) has a volatility of 25.53%. This indicates that EVSB 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


EVSBOXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.23%

25.53%

-25.30%

Volatility (6M)

Calculated over the trailing 6-month period

0.54%

37.08%

-36.54%

Volatility (1Y)

Calculated over the trailing 1-year period

0.78%

44.20%

-43.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.82%

28.74%

-27.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.82%

43.35%

-42.53%

Dividends

EVSB vs. OXLC - Dividend Comparison

EVSB's dividend yield for the trailing twelve months is around 4.62%, less than OXLC's 75.51% yield.


PositionTTM20252024202320222021202020192018201720162015
EVSB
Eaton Vance Ultra-Short Income ETF
4.62%4.63%5.18%1.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OXLC
Oxford Lane Capital Corp.
75.51%35.86%20.12%18.83%17.75%10.51%22.46%19.85%16.70%17.91%22.84%24.10%

Frequently Asked Questions


EVSB and OXLC have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OXLC has higher volatility (25.53%) compared to EVSB (0.23%). In terms of maximum drawdown, EVSB dropped -0.31% vs OXLC's -74.58%.

EVSB currently has the higher Sharpe Ratio (5.79 vs -0.59), 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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