OTCM vs. BOXX
OTCM (Otc Markets Group) is a stock, while BOXX (Alpha Architect 1-3 Month Box ETF) is Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index. Over the past 3 years, OTCM returned -0.40%/yr vs 4.69%/yr for BOXX. At a correlation of -0.03, they often move in opposite directions.
Performance
OTCM vs. BOXX - Performance Comparison
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Returns By Period
In the year-to-date period, OTCM achieves a 4.02% return, which is significantly higher than BOXX's 2.00% return.
OTCM
- 1D
- -1.07%
- 1M
- 2.05%
- 6M
- -1.20%
- YTD
- 4.02%
- 1Y
- -3.23%
- 3Y*
- -0.40%
- 5Y*
- 7.42%
- 10Y*
- 17.00%
BOXX
- 1D
- 0.00%
- 1M
- 0.33%
- 6M
- 1.86%
- YTD
- 2.00%
- 1Y
- 4.08%
- 3Y*
- 4.69%
- 5Y*
- —
- 10Y*
- —
OTCM vs. BOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
OTCM Otc Markets Group | 4.02% | 5.08% | -4.43% | 2.06% | -1.04% |
BOXX Alpha Architect 1-3 Month Box ETF | 2.00% | 4.37% | 5.16% | 5.04% | 0.07% |
Correlation
The correlation between OTCM and BOXX is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2022 | -0.03 |
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Return for Risk
OTCM vs. BOXX — Risk / Return Rank
OTCM
BOXX
OTCM vs. BOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Otc Markets Group (OTCM) and Alpha Architect 1-3 Month Box ETF (BOXX). 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.
| OTCM | BOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.55 | ||
| Sortino ratioReturn per unit of downside risk | -36.08 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 8.78 | -7.77 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 59.52 | -59.74 |
| Martin ratioReturn relative to average drawdown | -0.42 | 501.37 | -501.79 |
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Drawdowns
OTCM vs. BOXX - Drawdown Comparison
The maximum OTCM drawdown since its inception was -39.87%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for OTCM and BOXX.
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Drawdown Indicators
| OTCM | BOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.87% | -0.12% | -39.75% |
Max Drawdown (1Y)Largest decline over 1 year | -14.43% | -0.07% | -14.36% |
Max Drawdown (3Y)Largest decline over 3 years | -24.48% | -0.12% | -24.36% |
Max Drawdown (5Y)Largest decline over 5 years | -25.80% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.87% | — | — |
Current DrawdownCurrent decline from peak | -8.17% | 0.00% | -8.17% |
Average DrawdownAverage peak-to-trough decline | -8.57% | -0.00% | -8.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.62% | 0.01% | +7.61% |
Volatility
OTCM vs. BOXX - Volatility Comparison
Otc Markets Group (OTCM) has a higher volatility of 6.04% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.12%. This indicates that OTCM's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OTCM | BOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 0.12% | +5.92% |
Volatility (6M)Calculated over the trailing 6-month period | 17.04% | 0.26% | +16.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.75% | 0.33% | +29.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.74% | 0.37% | +28.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.07% | 0.37% | +32.70% |
Dividends
OTCM vs. BOXX - Dividend Comparison
OTCM's dividend yield for the trailing twelve months is around 5.14%, while BOXX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 0.00% | 0.00% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OTCM Otc Markets Group | 5.14% | 4.81% | 4.33% | 3.97% | 3.90% | 6.19% | 3.68% | 3.57% | 4.24% | 3.99% | 2.43% | 6.63% |
Frequently Asked Questions
OTCM and BOXX have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OTCM has higher volatility (6.04%) compared to BOXX (0.12%). In terms of maximum drawdown, OTCM dropped -39.87% vs BOXX's -0.12%.
BOXX currently has the higher Sharpe Ratio (12.44 vs -0.11), 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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