ICMB vs. OXSQ
Compare and contrast key facts about Investcorp Credit Management BDC, Inc. (ICMB) and Oxford Square Capital Corp. (OXSQ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICMB or OXSQ.
Key characteristics
| ICMB | OXSQ | |
|---|---|---|
| YTD Return | -4.00% | 14.06% |
| 1Y Return | 4.14% | 15.60% |
| 3Y Return (Ann) | -4.09% | 0.99% |
| 5Y Return (Ann) | -1.31% | 2.28% |
| 10Y Return (Ann) | -0.44% | 3.42% |
| Sharpe Ratio | 0.31 | 1.30 |
| Sortino Ratio | 0.66 | 1.86 |
| Omega Ratio | 1.08 | 1.23 |
| Calmar Ratio | 0.29 | 0.72 |
| Martin Ratio | 1.12 | 3.73 |
| Ulcer Index | 8.11% | 4.84% |
| Daily Std Dev | 29.44% | 13.93% |
| Max Drawdown | -80.34% | -79.10% |
| Current Drawdown | -24.66% | -13.17% |
Fundamentals
| ICMB | OXSQ | |
|---|---|---|
| Market Cap | $43.21M | $185.54M |
| EPS | -$0.28 | $0.02 |
| Total Revenue (TTM) | -$270.37K | -$4.33M |
| Gross Profit (TTM) | -$4.08M | -$7.60M |
| EBITDA (TTM) | $2.48M | $2.25M |
Correlation
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.
Performance
ICMB vs. OXSQ - Performance Comparison
In the year-to-date period, ICMB achieves a -4.00% return, which is significantly lower than OXSQ's 14.06% return. Over the past 10 years, ICMB has underperformed OXSQ with an annualized return of -0.44%, while OXSQ has yielded a comparatively higher 3.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
ICMB vs. OXSQ - Dividend Comparison
ICMB's dividend yield for the trailing twelve months is around 18.86%, more than OXSQ's 14.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICMB Investcorp Credit Management BDC, Inc. | 18.86% | 17.17% | 16.31% | 12.22% | 16.56% | 14.93% | 16.00% | 12.27% | 15.14% | 18.14% | 10.86% | 0.00% |
OXSQ Oxford Square Capital Corp. | 14.43% | 18.41% | 12.73% | 10.29% | 20.07% | 14.15% | 12.36% | 13.94% | 17.55% | 18.75% | 15.41% | 11.22% |
Drawdowns
ICMB vs. OXSQ - Drawdown Comparison
The maximum ICMB drawdown since its inception was -80.34%, roughly equal to the maximum OXSQ drawdown of -79.10%. Use the drawdown chart below to compare losses from any high point for ICMB and OXSQ. For additional features, visit the drawdowns tool.
Volatility
ICMB vs. OXSQ - Volatility Comparison
Investcorp Credit Management BDC, Inc. (ICMB) has a higher volatility of 4.93% compared to Oxford Square Capital Corp. (OXSQ) at 2.82%. 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.
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