ICMB vs. OXSQ
Compare and contrast key facts about Investcorp Credit Management BDC, Inc. (ICMB) and Oxford Square Capital Corp. (OXSQ).
Performance
ICMB vs. OXSQ - Performance Comparison
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ICMB vs. OXSQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ICMB Investcorp Credit Management BDC, Inc. | -40.00% | 5.92% | 0.74% | 19.01% | -18.96% | 15.99% | -16.38% | 23.01% | -18.26% |
OXSQ Oxford Square Capital Corp. | 6.44% | -13.32% | -1.86% | 7.92% | -14.37% | 47.13% | -32.37% | -4.32% | 16.80% |
Fundamentals
ICMB:
$23.38M
OXSQ:
$137.08M
ICMB:
$0.13
OXSQ:
-$0.24
ICMB:
1.35
OXSQ:
11.26
ICMB:
0.32
OXSQ:
0.94
ICMB:
$17.35M
OXSQ:
$12.05M
ICMB:
$13.46M
OXSQ:
$4.41M
ICMB:
$0.00
OXSQ:
-$15.93M
Returns By Period
In the year-to-date period, ICMB achieves a -40.00% return, which is significantly lower than OXSQ's 6.44% return.
ICMB
- 1D
- -15.62%
- 1M
- -44.14%
- YTD
- -40.00%
- 6M
- -38.92%
- 1Y
- -40.01%
- 3Y*
- -10.81%
- 5Y*
- -9.87%
- 10Y*
- -2.60%
OXSQ
- 1D
- 0.00%
- 1M
- -0.76%
- YTD
- 6.44%
- 6M
- 24.60%
- 1Y
- -16.39%
- 3Y*
- -2.20%
- 5Y*
- -4.45%
- 10Y*
- —
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Return for Risk
ICMB vs. OXSQ — Risk / Return Rank
ICMB
OXSQ
ICMB vs. OXSQ - Risk-Adjusted Trends 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.
| ICMB | OXSQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.94 | -0.54 | -0.40 |
Sortino ratioReturn per unit of downside risk | -1.19 | -0.62 | -0.57 |
Omega ratioGain probability vs. loss probability | 0.82 | 0.92 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | -0.85 | -0.49 | -0.36 |
Martin ratioReturn relative to average drawdown | -3.62 | -1.02 | -2.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ICMB | OXSQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.94 | -0.54 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | -0.18 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.12 | -0.03 | -0.09 |
Correlation
The correlation between ICMB and OXSQ is 0.12, 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.
Dividends
ICMB vs. OXSQ - Dividend Comparison
ICMB's dividend yield for the trailing twelve months is around 32.10%, more than OXSQ's 23.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICMB Investcorp Credit Management BDC, Inc. | 32.10% | 19.26% | 17.82% | 17.72% | 17.02% | 12.73% | 15.93% | 14.93% | 16.00% | 12.27% | 15.12% | 18.14% |
OXSQ Oxford Square Capital Corp. | 23.73% | 23.86% | 17.21% | 17.66% | 13.46% | 10.29% | 20.07% | 14.76% | 9.27% | 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.
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Drawdown Indicators
| ICMB | OXSQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.34% | -67.11% | -13.23% |
Max Drawdown (1Y)Largest decline over 1 year | -47.57% | -34.58% | -12.99% |
Max Drawdown (5Y)Largest decline over 5 years | -49.76% | -43.86% | -5.90% |
Max Drawdown (10Y)Largest decline over 10 years | -80.34% | — | — |
Current DrawdownCurrent decline from peak | -49.76% | -30.82% | -18.94% |
Average DrawdownAverage peak-to-trough decline | -18.87% | -20.81% | +1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.19% | 16.71% | -5.52% |
Volatility
ICMB vs. OXSQ - Volatility Comparison
Investcorp Credit Management BDC, Inc. (ICMB) has a higher volatility of 27.68% compared to Oxford Square Capital Corp. (OXSQ) at 7.16%. 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.
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Volatility by Period
| ICMB | OXSQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.68% | 7.16% | +20.52% |
Volatility (6M)Calculated over the trailing 6-month period | 36.45% | 23.72% | +12.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.61% | 30.61% | +12.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.51% | 24.60% | +11.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.42% | 34.55% | +8.87% |
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.
Total Revenue: Total amount of money received from sales and other business activities