OWL vs. OBMCX
Compare and contrast key facts about Blue Owl Capital Inc. (OWL) and Oberweis Micro Cap Fund (OBMCX).
OBMCX is managed by Oberweis. It was launched on Dec 29, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OWL or OBMCX.
Key characteristics
| OWL | OBMCX | |
|---|---|---|
| YTD Return | 57.94% | 23.85% |
| 1Y Return | 73.44% | 38.75% |
| 3Y Return (Ann) | 17.15% | 0.92% |
| Sharpe Ratio | 2.26 | 1.70 |
| Sortino Ratio | 2.85 | 2.36 |
| Omega Ratio | 1.39 | 1.28 |
| Calmar Ratio | 3.51 | 1.41 |
| Martin Ratio | 10.60 | 9.52 |
| Ulcer Index | 6.71% | 4.08% |
| Daily Std Dev | 31.48% | 22.86% |
| Max Drawdown | -50.53% | -81.09% |
| Current Drawdown | -4.02% | -4.27% |
Correlation
The correlation between OWL and OBMCX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
OWL vs. OBMCX - Performance Comparison
In the year-to-date period, OWL achieves a 57.94% return, which is significantly higher than OBMCX's 23.85% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
OWL vs. OBMCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Inc. (OWL) and Oberweis Micro Cap Fund (OBMCX). 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.
Dividends
OWL vs. OBMCX - Dividend Comparison
OWL's dividend yield for the trailing twelve months is around 3.61%, while OBMCX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
OWL Blue Owl Capital Inc. | 3.61% | 3.69% | 4.06% | 0.87% |
OBMCX Oberweis Micro Cap Fund | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
OWL vs. OBMCX - Drawdown Comparison
The maximum OWL drawdown since its inception was -50.53%, smaller than the maximum OBMCX drawdown of -81.09%. Use the drawdown chart below to compare losses from any high point for OWL and OBMCX. For additional features, visit the drawdowns tool.
Volatility
OWL vs. OBMCX - Volatility Comparison
Blue Owl Capital Inc. (OWL) has a higher volatility of 13.77% compared to Oberweis Micro Cap Fund (OBMCX) at 6.65%. This indicates that OWL's price experiences larger fluctuations and is considered to be riskier than OBMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.