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MGNX vs. OXLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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MGNX vs. OXLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGNX
MacroGenics, Inc.
79.50%-50.46%-66.22%43.37%-58.19%-29.79%110.11%-14.33%-33.16%-7.05%
OXLC
Oxford Lane Capital Corp.
-25.18%-24.38%24.58%16.52%-24.15%59.91%-15.79%-0.98%12.86%13.47%

Fundamentals

Market Cap

MGNX:

$182.52M

OXLC:

$851.11M

EPS

MGNX:

-$1.18

OXLC:

$2.17

PS Ratio

MGNX:

1.22

OXLC:

1.05

PB Ratio

MGNX:

3.28

OXLC:

0.46

Total Revenue (TTM)

MGNX:

$149.50M

OXLC:

$810.81M

Gross Profit (TTM)

MGNX:

$0.00

OXLC:

$0.00

EBITDA (TTM)

MGNX:

-$72.84M

OXLC:

$271.23M

Returns By Period

In the year-to-date period, MGNX achieves a 79.50% return, which is significantly higher than OXLC's -25.18% return. Over the past 10 years, MGNX has underperformed OXLC with an annualized return of -17.16%, while OXLC has yielded a comparatively higher 4.54% annualized return.


MGNX

1D
4.71%
1M
45.23%
YTD
79.50%
6M
72.02%
1Y
127.56%
3Y*
-26.13%
5Y*
-38.27%
10Y*
-17.16%

OXLC

1D
3.93%
1M
22.30%
YTD
-25.18%
6M
-29.75%
1Y
-42.43%
3Y*
-8.55%
5Y*
-3.66%
10Y*
4.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MGNX vs. OXLC — Risk / Return Rank

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

MGNX
MGNX Risk / Return Rank: 8484
Overall Rank
MGNX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
MGNX Sortino Ratio Rank: 8787
Sortino Ratio Rank
MGNX Omega Ratio Rank: 7878
Omega Ratio Rank
MGNX Calmar Ratio Rank: 9090
Calmar Ratio Rank
MGNX Martin Ratio Rank: 8484
Martin Ratio Rank

OXLC
OXLC Risk / Return Rank: 88
Overall Rank
OXLC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
OXLC Sortino Ratio Rank: 55
Sortino Ratio Rank
OXLC Omega Ratio Rank: 55
Omega Ratio Rank
OXLC Calmar Ratio Rank: 1717
Calmar Ratio Rank
OXLC Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MGNX vs. OXLC - Risk-Adjusted Trends 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.


MGNXOXLCDifference

Sharpe ratio

Return per unit of total volatility

1.32

-1.15

+2.47

Sortino ratio

Return per unit of downside risk

2.61

-1.60

+4.21

Omega ratio

Gain probability vs. loss probability

1.27

0.78

+0.49

Calmar ratio

Return relative to maximum drawdown

3.79

-0.73

+4.51

Martin ratio

Return relative to average drawdown

7.58

-1.42

+9.00

MGNX vs. OXLC - Sharpe Ratio Comparison

The current MGNX Sharpe Ratio is 1.32, which is higher than the OXLC Sharpe Ratio of -1.15. 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.


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Sharpe Ratios by Period


MGNXOXLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

-1.15

+2.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

-0.14

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.15

0.11

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

0.07

-0.22

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.


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 52.15%.


TTM20252024202320222021202020192018201720162015
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.
52.15%35.86%20.12%18.83%17.75%10.51%22.46%19.85%16.70%17.91%22.84%24.10%

Drawdowns

MGNX vs. OXLC - Drawdown Comparison

The maximum MGNX drawdown since its inception was -97.36%, 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.


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Drawdown Indicators


MGNXOXLCDifference

Max Drawdown

Largest peak-to-trough decline

-97.36%

-74.58%

-22.78%

Max Drawdown (1Y)

Largest decline over 1 year

-34.16%

-57.17%

+23.01%

Max Drawdown (5Y)

Largest decline over 5 years

-97.02%

-57.17%

-39.85%

Max Drawdown (10Y)

Largest decline over 10 years

-97.02%

-74.58%

-22.44%

Current Drawdown

Current decline from peak

-92.81%

-46.41%

-46.40%

Average Drawdown

Average peak-to-trough decline

-57.89%

-13.62%

-44.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.06%

29.32%

-12.26%

Volatility

MGNX vs. OXLC - Volatility Comparison

MacroGenics, Inc. (MGNX) has a higher volatility of 45.40% compared to Oxford Lane Capital Corp. (OXLC) at 11.99%. 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.


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Volatility by Period


MGNXOXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.40%

11.99%

+33.41%

Volatility (6M)

Calculated over the trailing 6-month period

63.20%

29.26%

+33.94%

Volatility (1Y)

Calculated over the trailing 1-year period

97.13%

37.01%

+60.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.21%

26.32%

+65.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

115.58%

42.63%

+72.95%

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


0.0050.00M100.00M150.00M200.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
41.23M
225.51M
(MGNX) Total Revenue
(OXLC) Total Revenue
Values in USD except per share items