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ORC vs. OXLC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ORC and OXLC is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ORC vs. OXLC - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ORC:

-0.04

OXLC:

0.51

Sortino Ratio

ORC:

0.17

OXLC:

1.02

Omega Ratio

ORC:

1.02

OXLC:

1.17

Calmar Ratio

ORC:

0.00

OXLC:

1.10

Martin Ratio

ORC:

0.00

OXLC:

3.60

Ulcer Index

ORC:

8.79%

OXLC:

4.39%

Daily Std Dev

ORC:

24.36%

OXLC:

22.71%

Max Drawdown

ORC:

-75.77%

OXLC:

-74.58%

Current Drawdown

ORC:

-55.26%

OXLC:

0.00%

Fundamentals

Market Cap

ORC:

$783.11M

OXLC:

$2.21B

EPS

ORC:

$0.37

OXLC:

$0.82

PE Ratio

ORC:

19.38

OXLC:

6.05

PEG Ratio

ORC:

0.00

OXLC:

0.00

PS Ratio

ORC:

14.99

OXLC:

6.19

PB Ratio

ORC:

0.91

OXLC:

1.38

Total Revenue (TTM)

ORC:

-$2.17M

OXLC:

$204.20M

Gross Profit (TTM)

ORC:

$147.37M

OXLC:

$153.00M

EBITDA (TTM)

ORC:

$58.72M

OXLC:

$83.26M

Returns By Period

In the year-to-date period, ORC achieves a -2.03% return, which is significantly lower than OXLC's 5.58% return. Over the past 10 years, ORC has underperformed OXLC with an annualized return of -6.12%, while OXLC has yielded a comparatively higher 7.33% annualized return.


ORC

YTD

-2.03%

1M

14.07%

6M

0.65%

1Y

-0.89%

5Y*

-3.06%

10Y*

-6.12%

OXLC

YTD

5.58%

1M

12.45%

6M

3.74%

1Y

11.56%

5Y*

33.18%

10Y*

7.33%

*Annualized

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Risk-Adjusted Performance

ORC vs. OXLC — Risk-Adjusted Performance Rank

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

ORC
The Risk-Adjusted Performance Rank of ORC is 4747
Overall Rank
The Sharpe Ratio Rank of ORC is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of ORC is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ORC is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ORC is 5151
Calmar Ratio Rank
The Martin Ratio Rank of ORC is 5151
Martin Ratio Rank

OXLC
The Risk-Adjusted Performance Rank of OXLC is 7575
Overall Rank
The Sharpe Ratio Rank of OXLC is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of OXLC is 6666
Sortino Ratio Rank
The Omega Ratio Rank of OXLC is 7272
Omega Ratio Rank
The Calmar Ratio Rank of OXLC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of OXLC is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ORC vs. OXLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Orchid Island Capital, Inc. (ORC) 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.


The current ORC Sharpe Ratio is -0.04, which is lower than the OXLC Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of ORC and OXLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ORC vs. OXLC - Dividend Comparison

ORC's dividend yield for the trailing twelve months is around 20.08%, less than OXLC's 21.93% yield.


TTM20242023202220212020201920182017201620152014
ORC
Orchid Island Capital, Inc.
20.08%18.51%21.35%23.57%17.33%15.13%16.41%16.74%18.10%15.51%19.34%16.55%
OXLC
Oxford Lane Capital Corp.
21.93%20.12%18.83%17.75%10.58%22.51%19.85%16.70%17.91%22.84%24.10%16.72%

Drawdowns

ORC vs. OXLC - Drawdown Comparison

The maximum ORC drawdown since its inception was -75.77%, roughly equal to the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for ORC and OXLC. For additional features, visit the drawdowns tool.


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Volatility

ORC vs. OXLC - Volatility Comparison

Orchid Island Capital, Inc. (ORC) has a higher volatility of 8.11% compared to Oxford Lane Capital Corp. (OXLC) at 5.04%. This indicates that ORC'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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Financials

ORC vs. OXLC - Financials Comparison

This section allows you to compare key financial metrics between Orchid Island Capital, Inc. 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


-100.00M0.00100.00M200.00M20212022202320242025
21.35M
204.20M
(ORC) Total Revenue
(OXLC) Total Revenue
Values in USD except per share items