FSCO vs. OXLC

In the year-to-date period, FSCO achieves a 1.98% return, which is significantly higher than OXLC's -2.92% return.

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This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) 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.

The current FSCO Sharpe Ratio is 1.20, which is higher than the OXLC Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of FSCO 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.

FSCO's dividend yield for the trailing twelve months is around 11.01%, less than OXLC's 23.19% yield.

The maximum FSCO drawdown since its inception was -25.11%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for FSCO and OXLC. For additional features, visit the drawdowns tool.

FS Credit Opportunities Corp. (FSCO) has a higher volatility of 17.47% compared to Oxford Lane Capital Corp. (OXLC) at 15.48%. This indicates that FSCO'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.

This section allows you to compare key financial metrics between FS Credit Opportunities Corp. 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.