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

Correlation

The correlation between GGT and OXLC is 0.31, 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.


Performance

GGT vs. OXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gabelli Multimedia Trust Inc. (GGT) and Oxford Lane Capital Corp. (OXLC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GGT:

-0.61

OXLC:

0.14

Sortino Ratio

GGT:

-0.91

OXLC:

0.35

Omega Ratio

GGT:

0.89

OXLC:

1.06

Calmar Ratio

GGT:

-0.34

OXLC:

0.25

Martin Ratio

GGT:

-1.18

OXLC:

0.77

Ulcer Index

GGT:

11.24%

OXLC:

4.60%

Daily Std Dev

GGT:

18.59%

OXLC:

23.08%

Max Drawdown

GGT:

-80.69%

OXLC:

-74.58%

Current Drawdown

GGT:

-39.01%

OXLC:

-7.17%

Fundamentals

Market Cap

GGT:

$135.11M

OXLC:

$2.09B

EPS

GGT:

$0.52

OXLC:

$0.30

PE Ratio

GGT:

7.79

OXLC:

14.90

PEG Ratio

GGT:

0.00

OXLC:

0.00

PS Ratio

GGT:

43.00

OXLC:

4.85

PB Ratio

GGT:

1.16

OXLC:

1.05

Total Revenue (TTM)

GGT:

$7.43M

OXLC:

$204.20M

Gross Profit (TTM)

GGT:

$6.37M

OXLC:

$153.00M

EBITDA (TTM)

GGT:

$16.00M

OXLC:

$83.26M

Returns By Period

In the year-to-date period, GGT achieves a -2.47% return, which is significantly lower than OXLC's -1.99% return. Over the past 10 years, GGT has underperformed OXLC with an annualized return of 3.68%, while OXLC has yielded a comparatively higher 6.09% annualized return.


GGT

YTD

-2.47%

1M

-7.27%

6M

-8.86%

1Y

-11.21%

3Y*

-7.02%

5Y*

2.98%

10Y*

3.68%

OXLC

YTD

-1.99%

1M

-0.78%

6M

-3.88%

1Y

3.17%

3Y*

5.41%

5Y*

25.36%

10Y*

6.09%

*Annualized

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The Gabelli Multimedia Trust Inc.

Oxford Lane Capital Corp.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

GGT vs. OXLC — Risk-Adjusted Performance Rank

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

GGT
The Risk-Adjusted Performance Rank of GGT is 1818
Overall Rank
The Sharpe Ratio Rank of GGT is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of GGT is 1414
Sortino Ratio Rank
The Omega Ratio Rank of GGT is 1414
Omega Ratio Rank
The Calmar Ratio Rank of GGT is 2929
Calmar Ratio Rank
The Martin Ratio Rank of GGT is 1818
Martin Ratio Rank

OXLC
The Risk-Adjusted Performance Rank of OXLC is 5555
Overall Rank
The Sharpe Ratio Rank of OXLC is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of OXLC is 4646
Sortino Ratio Rank
The Omega Ratio Rank of OXLC is 4848
Omega Ratio Rank
The Calmar Ratio Rank of OXLC is 6363
Calmar Ratio Rank
The Martin Ratio Rank of OXLC is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GGT vs. OXLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gabelli Multimedia Trust Inc. (GGT) 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 GGT Sharpe Ratio is -0.61, which is lower than the OXLC Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of GGT 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

GGT vs. OXLC - Dividend Comparison

GGT's dividend yield for the trailing twelve months is around 25.29%, more than OXLC's 23.62% yield.


TTM20242023202220212020201920182017201620152014
GGT
The Gabelli Multimedia Trust Inc.
25.29%19.59%15.29%16.21%9.99%10.89%10.81%12.56%9.42%11.29%12.35%10.17%
OXLC
Oxford Lane Capital Corp.
23.62%20.12%18.83%17.75%10.58%22.51%19.85%16.70%17.91%22.84%24.10%16.72%

Drawdowns

GGT vs. OXLC - Drawdown Comparison

The maximum GGT drawdown since its inception was -80.69%, which is greater than OXLC's maximum drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for GGT and OXLC.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GGT vs. OXLC - Volatility Comparison

The current volatility for The Gabelli Multimedia Trust Inc. (GGT) is 3.47%, while Oxford Lane Capital Corp. (OXLC) has a volatility of 6.50%. This indicates that GGT 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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Financials

GGT vs. OXLC - Financials Comparison

This section allows you to compare key financial metrics between The Gabelli Multimedia Trust 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


-50.00M0.0050.00M100.00M150.00M200.00MAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
5.70M
204.20M
(GGT) Total Revenue
(OXLC) Total Revenue
Values in USD except per share items