OCI.L vs. PSRF.L
OCI.L (Oakley Capital Investments Limited) is a stock, while PSRF.L (Invesco FTSE RAFI US 1000 UCITS ETF) is Large Cap Value Equities fund tracking the Russell 1000 Value TR USD. Over the past 10 years, OCI.L returned 16.21%/yr vs 12.70%/yr for PSRF.L. At a 0.09 correlation, their price movements are largely independent.
Performance
OCI.L vs. PSRF.L - Performance Comparison
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Returns By Period
In the year-to-date period, OCI.L achieves a -11.23% return, which is significantly lower than PSRF.L's 17.32% return. Over the past 10 years, OCI.L has outperformed PSRF.L with an annualized return of 16.21%, while PSRF.L has yielded a comparatively lower 12.70% annualized return.
OCI.L
- 1D
- -0.78%
- 1M
- 3.69%
- 6M
- -9.32%
- YTD
- -11.23%
- 1Y
- -4.35%
- 3Y*
- 5.05%
- 5Y*
- 8.35%
- 10Y*
- 16.21%
- ALL TIME*
- 9.67%
PSRF.L
- 1D
- 0.45%
- 1M
- 0.30%
- 6M
- 14.63%
- YTD
- 17.32%
- 1Y
- 29.20%
- 3Y*
- 17.07%
- 5Y*
- 13.42%
- 10Y*
- 12.70%
- ALL TIME*
- 12.47%
OCI.L vs. PSRF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OCI.L Oakley Capital Investments Limited | -11.23% | 14.79% | 1.98% | 18.94% | 1.37% | 48.12% | 9.34% | 57.05% | 8.77% | 1.52% |
PSRF.L Invesco FTSE RAFI US 1000 UCITS ETF | 17.32% | 8.58% | 18.11% | 9.53% | 2.89% | 32.90% | 3.20% | 22.49% | -4.21% | 5.28% |
Correlation
The correlation between OCI.L and PSRF.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2007 | 0.09 |
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Return for Risk
OCI.L vs. PSRF.L — Risk / Return Rank
OCI.L
PSRF.L
OCI.L vs. PSRF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakley Capital Investments Limited (OCI.L) and Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L). 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.
| OCI.L | PSRF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.40 | ||
| Sortino ratioReturn per unit of downside risk | -4.45 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.59 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 6.33 | -6.51 |
| Martin ratioReturn relative to average drawdown | -0.44 | 22.99 | -23.43 |
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Drawdowns
OCI.L vs. PSRF.L - Drawdown Comparison
The maximum OCI.L drawdown since its inception was -45.89%, smaller than the maximum PSRF.L drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for OCI.L and PSRF.L.
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Drawdown Indicators
| OCI.L | PSRF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.89% | -69.49% | +23.60% |
Max Drawdown (1Y)Largest decline over 1 year | -23.26% | -4.60% | -18.66% |
Max Drawdown (3Y)Largest decline over 3 years | -23.26% | -18.14% | -5.12% |
Max Drawdown (5Y)Largest decline over 5 years | -23.26% | -18.14% | -5.12% |
Max Drawdown (10Y)Largest decline over 10 years | -43.37% | -29.80% | -13.57% |
Current DrawdownCurrent decline from peak | -12.15% | -0.27% | -11.88% |
Average DrawdownAverage peak-to-trough decline | -10.25% | -14.50% | +4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.96% | 1.27% | +8.69% |
Volatility
OCI.L vs. PSRF.L - Volatility Comparison
Oakley Capital Investments Limited (OCI.L) has a higher volatility of 4.73% compared to Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L) at 1.87%. This indicates that OCI.L's price experiences larger fluctuations and is considered to be riskier than PSRF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OCI.L | PSRF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 1.87% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 20.35% | 6.32% | +14.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.80% | 9.04% | +13.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.98% | 13.25% | +8.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 15.40% | +5.25% |
Dividends
OCI.L vs. PSRF.L - Dividend Comparison
OCI.L has not paid dividends to shareholders, while PSRF.L's dividend yield for the trailing twelve months is around 1.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OCI.L Oakley Capital Investments Limited | 0.00% | 0.39% | 0.90% | 0.91% | 1.07% | 1.08% | 1.57% | 1.68% | 2.59% | 1.37% | 0.00% | 0.00% |
PSRF.L Invesco FTSE RAFI US 1000 UCITS ETF | 1.16% | 1.37% | 1.46% | 1.59% | 1.70% | 1.29% | 1.78% | 1.67% | 1.78% | 1.60% | 1.51% | 1.65% |
Frequently Asked Questions
OCI.L and PSRF.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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