PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ORC vs. OXLC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ORCOXLC
YTD Return6.68%28.23%
1Y Return29.96%27.75%
3Y Return (Ann)-18.55%3.26%
5Y Return (Ann)-8.24%7.14%
10Y Return (Ann)-5.61%7.19%
Sharpe Ratio1.391.91
Sortino Ratio1.962.60
Omega Ratio1.261.36
Calmar Ratio0.541.28
Martin Ratio7.9010.23
Ulcer Index4.54%2.79%
Daily Std Dev25.76%14.93%
Max Drawdown-75.77%-74.58%
Current Drawdown-55.66%-0.92%

Fundamentals


ORCOXLC
Market Cap$617.12M$1.80B
EPS$1.20$0.81
PE Ratio6.436.60
PEG Ratio0.000.00
Total Revenue (TTM)$44.63M$361.78M
Gross Profit (TTM)$31.53M$269.11M
EBITDA (TTM)$220.96M$219.55M

Correlation

-0.50.00.51.00.2

The correlation between ORC and OXLC is 0.20, 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

In the year-to-date period, ORC achieves a 6.68% return, which is significantly lower than OXLC's 28.23% return. Over the past 10 years, ORC has underperformed OXLC with an annualized return of -5.61%, while OXLC has yielded a comparatively higher 7.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-1.08%
9.57%
ORC
OXLC

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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.


ORC
Sharpe ratio
The chart of Sharpe ratio for ORC, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.001.39
Sortino ratio
The chart of Sortino ratio for ORC, currently valued at 1.96, compared to the broader market-4.00-2.000.002.004.006.001.96
Omega ratio
The chart of Omega ratio for ORC, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for ORC, currently valued at 0.54, compared to the broader market0.002.004.006.000.54
Martin ratio
The chart of Martin ratio for ORC, currently valued at 7.90, compared to the broader market0.0010.0020.0030.007.90
OXLC
Sharpe ratio
The chart of Sharpe ratio for OXLC, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.001.91
Sortino ratio
The chart of Sortino ratio for OXLC, currently valued at 2.60, compared to the broader market-4.00-2.000.002.004.006.002.60
Omega ratio
The chart of Omega ratio for OXLC, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for OXLC, currently valued at 1.28, compared to the broader market0.002.004.006.001.28
Martin ratio
The chart of Martin ratio for OXLC, currently valued at 10.23, compared to the broader market0.0010.0020.0030.0010.23

ORC vs. OXLC - Sharpe Ratio Comparison

The current ORC Sharpe Ratio is 1.39, which is comparable to the OXLC Sharpe Ratio of 1.91. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.39
1.91
ORC
OXLC

Dividends

ORC vs. OXLC - Dividend Comparison

ORC's dividend yield for the trailing twelve months is around 18.49%, which matches OXLC's 18.52% yield.


TTM20232022202120202019201820172016201520142013
ORC
Orchid Island Capital, Inc.
18.49%21.35%23.57%17.33%15.13%16.41%16.74%18.10%15.51%19.34%16.55%10.73%
OXLC
Oxford Lane Capital Corp.
18.52%18.83%17.75%10.58%22.51%19.85%16.70%17.91%22.84%24.10%16.72%12.69%

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-55.66%
-0.92%
ORC
OXLC

Volatility

ORC vs. OXLC - Volatility Comparison

Orchid Island Capital, Inc. (ORC) has a higher volatility of 6.13% compared to Oxford Lane Capital Corp. (OXLC) at 3.26%. 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.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.13%
3.26%
ORC
OXLC

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



Values in USD except per share items