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ICMB vs. OXSQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ICMB vs. OXSQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Investcorp Credit Management BDC, Inc. (ICMB) and Oxford Square Capital Corp. (OXSQ). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
2.39%
-6.12%
ICMB
OXSQ

Returns By Period

In the year-to-date period, ICMB achieves a -2.08% return, which is significantly lower than OXSQ's 7.96% return.


ICMB

YTD

-2.08%

1M

-3.16%

6M

2.39%

1Y

0.63%

5Y (annualized)

-1.89%

10Y (annualized)

0.26%

OXSQ

YTD

7.96%

1M

-5.35%

6M

-6.11%

1Y

7.02%

5Y (annualized)

1.53%

10Y (annualized)

N/A

Fundamentals


ICMBOXSQ
Market Cap$44.52M$193.49M
EPS-$0.28-$0.11
Total Revenue (TTM)$8.68M-$6.90M
Gross Profit (TTM)$4.87M-$11.25M
EBITDA (TTM)-$6.34M$3.34M

Key characteristics


ICMBOXSQ
Sharpe Ratio0.000.56
Sortino Ratio0.210.86
Omega Ratio1.031.10
Calmar Ratio0.000.32
Martin Ratio0.011.47
Ulcer Index8.56%5.04%
Daily Std Dev28.22%13.17%
Max Drawdown-80.34%-67.11%
Current Drawdown-23.15%-16.50%

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Correlation

-0.50.00.51.00.1

The correlation between ICMB and OXSQ is 0.15, 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

ICMB vs. OXSQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Investcorp Credit Management BDC, Inc. (ICMB) and Oxford Square Capital Corp. (OXSQ). 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 ICMB, currently valued at 0.00, compared to the broader market-4.00-2.000.002.004.000.000.56
The chart of Sortino ratio for ICMB, currently valued at 0.21, compared to the broader market-4.00-2.000.002.004.000.210.86
The chart of Omega ratio for ICMB, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.10
The chart of Calmar ratio for ICMB, currently valued at 0.00, compared to the broader market0.002.004.006.000.000.32
The chart of Martin ratio for ICMB, currently valued at 0.01, compared to the broader market-10.000.0010.0020.0030.000.011.47
ICMB
OXSQ

The current ICMB Sharpe Ratio is 0.00, which is lower than the OXSQ Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ICMB and OXSQ, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.00
0.56
ICMB
OXSQ

Dividends

ICMB vs. OXSQ - Dividend Comparison

ICMB's dividend yield for the trailing twelve months is around 18.63%, more than OXSQ's 15.44% yield.


TTM2023202220212020201920182017201620152014
ICMB
Investcorp Credit Management BDC, Inc.
18.63%17.72%17.02%12.73%16.56%14.93%16.00%12.27%15.14%18.14%10.86%
OXSQ
Oxford Square Capital Corp.
15.44%18.88%13.46%10.29%20.07%14.76%9.27%0.00%0.00%0.00%0.00%

Drawdowns

ICMB vs. OXSQ - Drawdown Comparison

The maximum ICMB drawdown since its inception was -80.34%, which is greater than OXSQ's maximum drawdown of -67.11%. Use the drawdown chart below to compare losses from any high point for ICMB and OXSQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-23.15%
-16.50%
ICMB
OXSQ

Volatility

ICMB vs. OXSQ - Volatility Comparison

Investcorp Credit Management BDC, Inc. (ICMB) has a higher volatility of 7.89% compared to Oxford Square Capital Corp. (OXSQ) at 4.15%. This indicates that ICMB's price experiences larger fluctuations and is considered to be riskier than OXSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
7.89%
4.15%
ICMB
OXSQ

Financials

ICMB vs. OXSQ - Financials Comparison

This section allows you to compare key financial metrics between Investcorp Credit Management BDC, Inc. and Oxford Square 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


Values in USD except per share items