OCCI vs. OXLC

Last updated Jun 23, 2026

OCCI (OFS Credit Company, Inc.) and OXLC (Oxford Lane Capital Corp.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 5 years, OCCI returned -12.70%/yr vs -4.65%/yr for OXLC. At a 0.28 correlation, their price movements are largely independent.

Performance

OCCI vs. OXLC - Performance Comparison

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

Returns By Period

In the year-to-date period, OCCI achieves a -38.23% return, which is significantly lower than OXLC's -14.66% return.

OCCI

• 1D: -1.60%
• 1M: -17.17%
• YTD: -38.23%
• 6M: -37.19%
• 1Y: -43.51%
• 3Y*: -16.11%
• 5Y*: -12.70%
• 10Y*: —

OXLC

• 1D: -1.32%
• 1M: 11.39%
• YTD: -14.66%
• 6M: -10.18%
• 1Y: -28.39%
• 3Y*: -3.11%
• 5Y*: -4.65%
• 10Y*: 6.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

OCCI vs. OXLC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
OCCI OFS Credit Company, Inc.	-38.23%	-14.38%	31.45%	-1.33%	-25.82%	24.37%	0.01%	12.04%	-17.65%
OXLC Oxford Lane Capital Corp.	-14.66%	-24.38%	24.58%	16.52%	-24.15%	59.91%	-15.79%	-0.98%	-6.12%

Correlation

The correlation between OCCI and OXLC is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (All Time) Calculated using the full available price history since Oct 5, 2018	0.28

Over the past year, OCCI and OXLC have become more correlated (0.59) than their long-term average of 0.28, meaning their price movements have been converging.

Fundamentals

Market Cap OCCI : $71.82M OXLC : $798.34M
EPS OCCI : -$1.24 OXLC : -$5.82
PS Ratio OCCI : 1.97 OXLC : 0.89
PB Ratio OCCI : 0.66 OXLC : 0.77
Total Revenue (TTM) OCCI : $35.10M OXLC : $849.13M
Gross Profit (TTM) OCCI : $15.41M OXLC : $793.40M
EBITDA (TTM) OCCI : -$28.24M OXLC : -$578.64M

Return for Risk

OCCI vs. OXLC — Risk / Return Rank

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

OCCI

OCCI Risk / Return Rank: 4
OCCI Sharpe Ratio Rank: 3
OCCI Sortino Ratio Rank: 5
OCCI Omega Ratio Rank: 5
OCCI Calmar Ratio Rank: 7
OCCI Martin Ratio Rank: 3

OXLC

OXLC Risk / Return Rank: 17
OXLC Sharpe Ratio Rank: 14
OXLC Sortino Ratio Rank: 14
OXLC Omega Ratio Rank: 13
OXLC Calmar Ratio Rank: 22
OXLC Martin Ratio Rank: 21

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.

OCCI vs. OXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OFS Credit Company, Inc. (OCCI) 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.

	OCCI	OXLC	Difference
Sharpe ratio: Return per unit of total volatility	-1.16	-0.64	-0.52
Sortino ratio: Return per unit of downside risk	-1.68	-0.84	-0.83
Omega ratio: Gain probability vs. loss probability	0.79	0.89	-0.10
Calmar ratio: Return relative to maximum drawdown	-0.90	-0.55	-0.35
Martin ratio: Return relative to average drawdown	-1.67	-1.01	-0.66

OCCI vs. OXLC - Sharpe Ratio Comparison

The current OCCI Sharpe Ratio is -1.16, which is lower than the OXLC Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of OCCI 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.

Drawdowns

OCCI vs. OXLC - Drawdown Comparison

The maximum OCCI drawdown since its inception was -66.45%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for OCCI and OXLC.

Drawdown Indicators

	OCCI	OXLC	Difference
Max Drawdown Largest peak-to-trough decline	-66.45%	-74.58%	+8.13%
Max Drawdown (1Y) Largest decline over 1 year	-48.46%	-51.38%	+2.92%
Max Drawdown (3Y) Largest decline over 3 years	-51.18%	-57.17%	+5.99%
Max Drawdown (5Y) Largest decline over 5 years	-51.34%	-57.17%	+5.83%
Max Drawdown (10Y) Largest decline over 10 years	—	-74.58%	—
Current Drawdown Current decline from peak	-54.64%	-38.87%	-15.77%
Average Drawdown Average peak-to-trough decline	-20.95%	-14.05%	-6.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.00%	28.13%	-2.13%

Volatility

OCCI vs. OXLC - Volatility Comparison

The current volatility for OFS Credit Company, Inc. (OCCI) is 9.87%, while Oxford Lane Capital Corp. (OXLC) has a volatility of 25.70%. This indicates that OCCI experiences smaller price fluctuations and is considered to be less risky than OXLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OCCI	OXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.87%	25.70%	-15.83%
Volatility (6M) Calculated over the trailing 6-month period	31.75%	37.05%	-5.30%
Volatility (1Y) Calculated over the trailing 1-year period	37.64%	44.27%	-6.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.03%	28.73%	+1.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.19%	43.36%	-2.17%

Dividends

OCCI vs. OXLC - Dividend Comparison

OCCI's dividend yield for the trailing twelve months is around 54.61%, less than OXLC's 77.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OCCI OFS Credit Company, Inc.	54.61%	28.51%	18.14%	28.64%	27.09%	16.28%	18.04%	13.21%	2.93%	0.00%	0.00%	0.00%
OXLC Oxford Lane Capital Corp.	77.63%	35.86%	20.12%	18.83%	17.75%	10.51%	22.46%	19.85%	16.70%	17.91%	22.84%	24.10%

Financials

Frequently Asked Questions

Can I hold both OCCI and OXLC in my portfolio?

OCCI and OXLC have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OCCI or OXLC?

OXLC has higher volatility (25.70%) compared to OCCI (9.87%). In terms of maximum drawdown, OCCI dropped -66.45% vs OXLC's -74.58%.

Which has better risk-adjusted returns?

OXLC currently has the higher Sharpe Ratio (-0.64 vs -1.16), 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.