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

Performance

MVO vs. OXLC - Performance Comparison

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

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Returns By Period

In the year-to-date period, MVO achieves a 90.68% return, which is significantly higher than OXLC's -2.62% return. Over the past 10 years, MVO has underperformed OXLC with an annualized return of 3.28%, while OXLC has yielded a comparatively higher 5.56% annualized return.


MVO

1D
0.00%
1M
24.92%
6M
43.85%
YTD
90.68%
1Y
-56.37%
3Y*
-35.28%
5Y*
-9.24%
10Y*
3.28%
ALL TIME*
0.09%

OXLC

1D
2.12%
1M
6.34%
6M
14.48%
YTD
-2.62%
1Y
-6.01%
3Y*
-3.45%
5Y*
-1.74%
10Y*
5.56%
ALL TIME*
4.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$197.49K$403.62K$333.85K
$8.22M$7.92M$9.50M

MVO vs. OXLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MVO
MV Oil Trust
90.68%-82.24%-22.69%-18.19%123.83%225.88%-44.46%2.30%-4.24%51.17%
OXLC
Oxford Lane Capital Corp.
-2.62%-24.38%24.58%16.52%-24.15%59.91%-15.79%-0.98%12.86%13.47%

Correlation

The correlation between MVO and OXLC is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.07

Correlation (3Y)
Balances recent behavior with more history.

0.04

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.09

Correlation (10Y)
Provides a long-term view across more market conditions.

0.12

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2011

0.14

Fundamentals

Market Cap

MVO:

$6.85M

OXLC:

$894.02M

EPS

MVO:

$1.00

OXLC:

-$5.82

PS Ratio

MVO:

0.55

OXLC:

0.99

Total Revenue (TTM)

MVO:

$8.31M

OXLC:

$849.13M

Gross Profit (TTM)

MVO:

$8.29M

OXLC:

$793.40M

EBITDA (TTM)

MVO:

$7.65M

OXLC:

-$578.64M

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Return for Risk

MVO vs. OXLC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MVO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


OXLC
OXLC Risk / Return Rank: 3636
Overall Rank
OXLC Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
OXLC Sortino Ratio Rank: 3333
Sortino Ratio Rank
OXLC Omega Ratio Rank: 3333
Omega Ratio Rank
OXLC Calmar Ratio Rank: 3939
Calmar Ratio Rank
OXLC Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MVO vs. OXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MV Oil Trust (MVO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MVOOXLCDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.14

1.00

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.68

-0.18

-0.50

Martin ratioReturn relative to average drawdown

-1.02

-0.34

-0.68

MVO vs. OXLC - Sharpe Ratio Comparison

The current MVO Sharpe Ratio is -0.26, which is lower than the OXLC Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of MVO and OXLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MVO vs. OXLC - Drawdown Comparison

The maximum MVO drawdown since its inception was -92.18%, which is greater than OXLC's maximum drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for MVO and OXLC.


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Drawdown Indicators


MVOOXLCDifference

Max Drawdown

Largest peak-to-trough decline

-92.18%

-74.58%

-17.60%

Max Drawdown (1Y)

Largest decline over 1 year

-85.51%

-47.99%

-37.52%

Max Drawdown (3Y)

Largest decline over 3 years

-91.39%

-57.17%

-34.22%

Max Drawdown (5Y)

Largest decline over 5 years

-92.18%

-57.17%

-35.01%

Max Drawdown (10Y)

Largest decline over 10 years

-92.18%

-74.58%

-17.60%

Current Drawdown

Current decline from peak

-78.58%

-30.25%

-48.33%

Average Drawdown

Average peak-to-trough decline

-41.43%

-14.19%

-27.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.57%

24.92%

+31.65%

Volatility

MVO vs. OXLC - Volatility Comparison

MV Oil Trust (MVO) has a higher volatility of 128.68% compared to Oxford Lane Capital Corp. (OXLC) at 6.14%. This indicates that MVO'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


MVOOXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

128.68%

6.14%

+122.54%

Volatility (6M)

Calculated over the trailing 6-month period

149.47%

37.20%

+112.27%

Volatility (1Y)

Calculated over the trailing 1-year period

221.47%

43.07%

+178.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

108.19%

28.65%

+79.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.03%

43.31%

+44.72%

Dividends

MVO vs. OXLC - Dividend Comparison

MVO has not paid dividends to shareholders, while OXLC's dividend yield for the trailing twelve months is around 66.85%.


PositionTTM20252024202320222021202020192018201720162015
MVO
MV Oil Trust
186.20%72.98%19.12%12.15%13.59%11.16%15.71%16.75%20.29%8.57%6.42%26.18%
OXLC
Oxford Lane Capital Corp.
66.85%35.86%20.12%18.83%17.75%10.51%22.46%19.85%16.70%17.91%22.84%24.10%

Financials

MVO vs. OXLC - Financials Comparison

This section allows you to compare key financial metrics between MV Oil Trust 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

Frequently Asked Questions


MVO and OXLC have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MVO has higher volatility (128.68%) compared to OXLC (6.14%). In terms of maximum drawdown, MVO dropped -92.18% vs OXLC's -74.58%.

OXLC currently has the higher Sharpe Ratio (-0.20 vs -0.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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