OCCI vs. SPHY
OCCI (OFS Credit Company, Inc.) is a stock, while SPHY (SPDR Portfolio High Yield Bond ETF) is High Yield Bonds fund tracking the ICE BofA US High Yield Index. Over the past 5 years, OCCI returned -13.07%/yr vs 4.32%/yr for SPHY. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
OCCI vs. SPHY - Performance Comparison
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Returns By Period
In the year-to-date period, OCCI achieves a -42.24% return, which is significantly lower than SPHY's 2.44% return.
OCCI
- 1D
- -1.00%
- 1M
- -0.28%
- 6M
- -37.36%
- YTD
- -42.24%
- 1Y
- -47.94%
- 3Y*
- -15.90%
- 5Y*
- -13.07%
- 10Y*
- —
- ALL TIME*
- -7.43%
SPHY
- 1D
- 0.30%
- 1M
- 0.28%
- 6M
- 1.76%
- YTD
- 2.44%
- 1Y
- 5.73%
- 3Y*
- 8.70%
- 5Y*
- 4.32%
- 10Y*
- 4.89%
- ALL TIME*
- 4.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $470.70K | $577.70K | $720.91K | |
| $268.25M | $175.45M | $127.96M |
OCCI vs. SPHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OCCI OFS Credit Company, Inc. | -42.24% | -14.38% | 31.45% | -1.33% | -25.82% | 24.37% | 0.01% | 12.04% | -17.65% |
SPHY SPDR Portfolio High Yield Bond ETF | 2.44% | 8.59% | 8.54% | 12.81% | -10.57% | 5.61% | 6.65% | 13.16% | -1.26% |
Correlation
The correlation between OCCI and SPHY is 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2018 | 0.21 |
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Return for Risk
OCCI vs. SPHY — Risk / Return Rank
OCCI
SPHY
OCCI vs. SPHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OFS Credit Company, Inc. (OCCI) and SPDR Portfolio High Yield Bond ETF (SPHY). 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 | SPHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.78 | ||
| Sortino ratioReturn per unit of downside risk | -4.19 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.31 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | 2.39 | -3.27 |
| Martin ratioReturn relative to average drawdown | -1.53 | 10.61 | -12.14 |
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Drawdowns
OCCI vs. SPHY - Drawdown Comparison
The maximum OCCI drawdown since its inception was -66.45%, which is greater than SPHY's maximum drawdown of -21.97%. Use the drawdown chart below to compare losses from any high point for OCCI and SPHY.
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Drawdown Indicators
| OCCI | SPHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.45% | -21.97% | -44.48% |
Max Drawdown (1Y)Largest decline over 1 year | -54.47% | -2.41% | -52.06% |
Max Drawdown (3Y)Largest decline over 3 years | -56.88% | -4.85% | -52.03% |
Max Drawdown (5Y)Largest decline over 5 years | -57.01% | -15.29% | -41.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.97% | — |
Current DrawdownCurrent decline from peak | -57.59% | 0.00% | -57.59% |
Average DrawdownAverage peak-to-trough decline | -21.52% | -2.27% | -19.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.42% | 0.54% | +30.88% |
Volatility
OCCI vs. SPHY - Volatility Comparison
OFS Credit Company, Inc. (OCCI) has a higher volatility of 12.06% compared to SPDR Portfolio High Yield Bond ETF (SPHY) at 0.84%. This indicates that OCCI's price experiences larger fluctuations and is considered to be riskier than SPHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OCCI | SPHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.06% | 0.84% | +11.22% |
Volatility (6M)Calculated over the trailing 6-month period | 33.34% | 3.04% | +30.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.57% | 3.69% | +35.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.55% | 7.18% | +23.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.16% | 7.83% | +33.33% |
Dividends
OCCI vs. SPHY - Dividend Comparison
OCCI's dividend yield for the trailing twelve months is around 40.44%, more than SPHY's 7.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OCCI OFS Credit Company, Inc. | 40.44% | 28.51% | 18.14% | 28.64% | 27.09% | 16.28% | 18.04% | 13.21% | 2.93% | 0.00% | 0.00% | 0.00% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.20% | 7.38% | 7.80% | 7.30% | 6.47% | 5.13% | 5.63% | 5.73% | 4.09% | 4.41% | 4.27% | 4.29% |
Frequently Asked Questions
OCCI and SPHY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OCCI has higher volatility (12.06%) compared to SPHY (0.84%). In terms of maximum drawdown, OCCI dropped -66.45% vs SPHY's -21.97%.
SPHY currently has the higher Sharpe Ratio (1.57 vs -1.22), 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.
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