OCCI vs. SRLN
OCCI (OFS Credit Company, Inc.) is a stock, while SRLN (State Street Blackstone Senior Loan ETF) is Bank Loan fund actively managed by State Street. Over the past 5 years, OCCI returned -13.07%/yr vs 4.79%/yr for SRLN. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
OCCI vs. SRLN - Performance Comparison
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Returns By Period
In the year-to-date period, OCCI achieves a -42.82% return, which is significantly lower than SRLN's 1.38% return.
OCCI
- 1D
- 2.29%
- 1M
- -1.29%
- 6M
- -41.09%
- YTD
- -42.82%
- 1Y
- -48.16%
- 3Y*
- -16.90%
- 5Y*
- -13.07%
- 10Y*
- —
- ALL TIME*
- -7.56%
SRLN
- 1D
- 0.02%
- 1M
- 0.62%
- 6M
- 2.15%
- YTD
- 1.38%
- 1Y
- 4.61%
- 3Y*
- 7.15%
- 5Y*
- 4.79%
- 10Y*
- 4.51%
- ALL TIME*
- 3.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $559.63K | $581.71K | $747.17K | |
| $41.26M | $48.21M | $73.40M |
OCCI vs. SRLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OCCI OFS Credit Company, Inc. | -42.82% | -14.38% | 31.45% | -1.33% | -25.82% | 24.37% | 0.01% | 12.04% | -17.65% |
SRLN State Street Blackstone Senior Loan ETF | 1.38% | 6.77% | 8.43% | 11.62% | -5.30% | 4.49% | 3.13% | 10.03% | -3.98% |
Correlation
The correlation between OCCI and SRLN is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2018 | 0.24 |
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Return for Risk
OCCI vs. SRLN — Risk / Return Rank
OCCI
SRLN
OCCI vs. SRLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OFS Credit Company, Inc. (OCCI) and State Street Blackstone Senior Loan ETF (SRLN). 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 | SRLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.73 | ||
| Sortino ratioReturn per unit of downside risk | -4.04 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.32 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 1.34 | -2.24 |
| Martin ratioReturn relative to average drawdown | -1.57 | 4.95 | -6.51 |
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Drawdowns
OCCI vs. SRLN - Drawdown Comparison
The maximum OCCI drawdown since its inception was -66.45%, which is greater than SRLN's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for OCCI and SRLN.
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Drawdown Indicators
| OCCI | SRLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.45% | -22.29% | -44.16% |
Max Drawdown (1Y)Largest decline over 1 year | -54.47% | -3.26% | -51.21% |
Max Drawdown (3Y)Largest decline over 3 years | -56.88% | -4.26% | -52.62% |
Max Drawdown (5Y)Largest decline over 5 years | -57.01% | -7.93% | -49.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.29% | — |
Current DrawdownCurrent decline from peak | -58.01% | -0.02% | -57.99% |
Average DrawdownAverage peak-to-trough decline | -21.48% | -1.09% | -20.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.11% | 0.88% | +30.23% |
Volatility
OCCI vs. SRLN - Volatility Comparison
OFS Credit Company, Inc. (OCCI) has a higher volatility of 12.51% compared to State Street Blackstone Senior Loan ETF (SRLN) at 0.52%. This indicates that OCCI's price experiences larger fluctuations and is considered to be riskier than SRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OCCI | SRLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.51% | 0.52% | +11.99% |
Volatility (6M)Calculated over the trailing 6-month period | 33.93% | 2.69% | +31.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.52% | 2.94% | +36.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.52% | 3.92% | +26.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.17% | 6.06% | +35.11% |
Dividends
OCCI vs. SRLN - Dividend Comparison
OCCI's dividend yield for the trailing twelve months is around 40.85%, more than SRLN's 7.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OCCI OFS Credit Company, Inc. | 40.85% | 28.51% | 18.14% | 28.64% | 27.09% | 16.28% | 18.04% | 13.21% | 2.93% | 0.00% | 0.00% | 0.00% |
SRLN State Street Blackstone Senior Loan ETF | 6.72% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
Frequently Asked Questions
OCCI and SRLN have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OCCI has higher volatility (12.51%) compared to SRLN (0.52%). In terms of maximum drawdown, OCCI dropped -66.45% vs SRLN's -22.29%.
SRLN currently has the higher Sharpe Ratio (1.49 vs -1.24), 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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