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

Correlation

The correlation between MNR and OXLC is 0.06, 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.


-0.50.00.51.00.1

Performance

MNR vs. OXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monmouth Real Estate Investment Corporation (MNR) and Oxford Lane Capital Corp. (OXLC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
0.90%
33.54%
MNR
OXLC

Key characteristics

Sharpe Ratio

MNR:

0.79

OXLC:

1.79

Sortino Ratio

MNR:

1.25

OXLC:

2.48

Omega Ratio

MNR:

1.16

OXLC:

1.35

Calmar Ratio

MNR:

0.93

OXLC:

1.22

Martin Ratio

MNR:

2.17

OXLC:

9.42

Ulcer Index

MNR:

10.01%

OXLC:

2.75%

Daily Std Dev

MNR:

27.39%

OXLC:

14.48%

Max Drawdown

MNR:

-23.33%

OXLC:

-74.58%

Current Drawdown

MNR:

-17.74%

OXLC:

-4.11%

Fundamentals

Market Cap

MNR:

$1.67B

OXLC:

$1.88B

EPS

MNR:

-$0.21

OXLC:

$0.81

Total Revenue (TTM)

MNR:

$949.98M

OXLC:

$361.78M

Gross Profit (TTM)

MNR:

$365.32M

OXLC:

$269.11M

EBITDA (TTM)

MNR:

$529.00M

OXLC:

$219.55M

Returns By Period

In the year-to-date period, MNR achieves a 12.22% return, which is significantly lower than OXLC's 24.09% return.


MNR

YTD

12.22%

1M

-0.39%

6M

-10.16%

1Y

20.87%

5Y*

N/A

10Y*

N/A

OXLC

YTD

24.09%

1M

-1.75%

6M

2.95%

1Y

25.62%

5Y*

7.91%

10Y*

7.27%

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Risk-Adjusted Performance

MNR vs. OXLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Monmouth Real Estate Investment Corporation (MNR) 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 MNR, currently valued at 0.79, compared to the broader market-4.00-2.000.002.000.791.79
The chart of Sortino ratio for MNR, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.001.252.48
The chart of Omega ratio for MNR, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.35
The chart of Calmar ratio for MNR, currently valued at 0.93, compared to the broader market0.002.004.006.000.933.47
The chart of Martin ratio for MNR, currently valued at 2.17, compared to the broader market0.0010.0020.002.179.42
MNR
OXLC

The current MNR Sharpe Ratio is 0.79, which is lower than the OXLC Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of MNR 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 Ratio0.000.501.001.502.002.50Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
0.79
1.79
MNR
OXLC

Dividends

MNR vs. OXLC - Dividend Comparison

MNR's dividend yield for the trailing twelve months is around 20.49%, more than OXLC's 20.20% yield.


TTM20232022202120202019201820172016201520142013
MNR
Monmouth Real Estate Investment Corporation
20.49%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.
20.20%18.83%17.75%10.51%22.46%19.85%16.70%17.91%22.84%24.10%16.72%12.69%

Drawdowns

MNR vs. OXLC - Drawdown Comparison

The maximum MNR drawdown since its inception was -23.33%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for MNR and OXLC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.74%
-4.11%
MNR
OXLC

Volatility

MNR vs. OXLC - Volatility Comparison

Monmouth Real Estate Investment Corporation (MNR) has a higher volatility of 6.85% compared to Oxford Lane Capital Corp. (OXLC) at 2.32%. This indicates that MNR'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.85%
2.32%
MNR
OXLC

Financials

MNR vs. OXLC - Financials Comparison

This section allows you to compare key financial metrics between Monmouth Real Estate Investment Corporation 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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