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

Correlation

The correlation between MGNX and OXLC 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.


-0.50.00.51.00.2

Performance

MGNX vs. OXLC - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
-87.27%
139.87%
MGNX
OXLC

Key characteristics

Sharpe Ratio

MGNX:

-0.58

OXLC:

1.86

Sortino Ratio

MGNX:

-0.04

OXLC:

2.57

Omega Ratio

MGNX:

0.99

OXLC:

1.37

Calmar Ratio

MGNX:

-0.73

OXLC:

1.31

Martin Ratio

MGNX:

-1.04

OXLC:

9.71

Ulcer Index

MGNX:

65.36%

OXLC:

2.77%

Daily Std Dev

MGNX:

117.20%

OXLC:

14.46%

Max Drawdown

MGNX:

-94.40%

OXLC:

-74.58%

Current Drawdown

MGNX:

-92.09%

OXLC:

-3.92%

Fundamentals

Market Cap

MGNX:

$209.63M

OXLC:

$1.88B

EPS

MGNX:

-$1.57

OXLC:

$0.81

PEG Ratio

MGNX:

0.01

OXLC:

0.00

Total Revenue (TTM)

MGNX:

$141.33M

OXLC:

$361.78M

Gross Profit (TTM)

MGNX:

$128.81M

OXLC:

$269.11M

EBITDA (TTM)

MGNX:

-$89.09M

OXLC:

$219.55M

Returns By Period

In the year-to-date period, MGNX achieves a -66.94% return, which is significantly lower than OXLC's 24.34% return. Over the past 10 years, MGNX has underperformed OXLC with an annualized return of -20.82%, while OXLC has yielded a comparatively higher 7.58% annualized return.


MGNX

YTD

-66.94%

1M

-3.05%

6M

-27.23%

1Y

-68.20%

5Y*

-21.85%

10Y*

-20.82%

OXLC

YTD

24.34%

1M

-1.37%

6M

3.92%

1Y

25.87%

5Y*

7.94%

10Y*

7.58%

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Risk-Adjusted Performance

MGNX vs. OXLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MacroGenics, Inc. (MGNX) 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.


Sharpe ratio
The chart of Sharpe ratio for MGNX, currently valued at -0.58, compared to the broader market-4.00-2.000.002.00-0.581.86
The chart of Sortino ratio for MGNX, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.00-0.042.57
The chart of Omega ratio for MGNX, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.37
The chart of Calmar ratio for MGNX, currently valued at -0.73, compared to the broader market0.002.004.006.00-0.731.31
The chart of Martin ratio for MGNX, currently valued at -1.04, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.049.71
MGNX
OXLC

The current MGNX Sharpe Ratio is -0.58, which is lower than the OXLC Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of MGNX 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.58
1.86
MGNX
OXLC

Dividends

MGNX vs. OXLC - Dividend Comparison

MGNX has not paid dividends to shareholders, while OXLC's dividend yield for the trailing twelve months is around 20.16%.


TTM20232022202120202019201820172016201520142013
MGNX
MacroGenics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OXLC
Oxford Lane Capital Corp.
20.16%18.83%17.75%10.51%22.46%19.85%16.70%17.91%22.84%24.10%16.72%12.69%

Drawdowns

MGNX vs. OXLC - Drawdown Comparison

The maximum MGNX drawdown since its inception was -94.40%, which is greater than OXLC's maximum drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for MGNX and OXLC. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-92.09%
-3.92%
MGNX
OXLC

Volatility

MGNX vs. OXLC - Volatility Comparison

MacroGenics, Inc. (MGNX) has a higher volatility of 15.58% compared to Oxford Lane Capital Corp. (OXLC) at 2.30%. This indicates that MGNX'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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
15.58%
2.30%
MGNX
OXLC

Financials

MGNX vs. OXLC - Financials Comparison

This section allows you to compare key financial metrics between MacroGenics, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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