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OWL vs. OCSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OWL and OCSL is 0.36, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

OWL vs. OCSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blue Owl Capital Inc. (OWL) and Oaktree Specialty Lending Corporation (OCSL). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
90.95%
32.11%
OWL
OCSL

Key characteristics

Sharpe Ratio

OWL:

-0.16

OCSL:

-1.02

Sortino Ratio

OWL:

0.08

OCSL:

-1.30

Omega Ratio

OWL:

1.01

OCSL:

0.82

Calmar Ratio

OWL:

-0.17

OCSL:

-0.69

Martin Ratio

OWL:

-0.57

OCSL:

-1.77

Ulcer Index

OWL:

12.21%

OCSL:

11.68%

Daily Std Dev

OWL:

43.83%

OCSL:

20.28%

Max Drawdown

OWL:

-50.53%

OCSL:

-59.52%

Current Drawdown

OWL:

-35.77%

OCSL:

-26.36%

Fundamentals

Market Cap

OWL:

$25.98B

OCSL:

$1.12B

EPS

OWL:

$0.20

OCSL:

$0.67

PE Ratio

OWL:

85.05

OCSL:

20.25

Total Revenue (TTM)

OWL:

$1.78B

OCSL:

$140.40M

Gross Profit (TTM)

OWL:

$989.40M

OCSL:

$124.60M

EBITDA (TTM)

OWL:

$657.77M

OCSL:

$67.31M

Returns By Period

In the year-to-date period, OWL achieves a -26.32% return, which is significantly lower than OCSL's -8.46% return.


OWL

YTD

-26.32%

1M

-8.00%

6M

-19.28%

1Y

-4.97%

5Y*

N/A

10Y*

N/A

OCSL

YTD

-8.46%

1M

-10.11%

6M

-11.36%

1Y

-19.99%

5Y*

14.93%

10Y*

5.60%

*Annualized

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Risk-Adjusted Performance

OWL vs. OCSL — Risk-Adjusted Performance Rank

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

OWL
The Risk-Adjusted Performance Rank of OWL is 4747
Overall Rank
The Sharpe Ratio Rank of OWL is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of OWL is 4545
Sortino Ratio Rank
The Omega Ratio Rank of OWL is 4545
Omega Ratio Rank
The Calmar Ratio Rank of OWL is 4747
Calmar Ratio Rank
The Martin Ratio Rank of OWL is 4747
Martin Ratio Rank

OCSL
The Risk-Adjusted Performance Rank of OCSL is 99
Overall Rank
The Sharpe Ratio Rank of OCSL is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of OCSL is 1111
Sortino Ratio Rank
The Omega Ratio Rank of OCSL is 1010
Omega Ratio Rank
The Calmar Ratio Rank of OCSL is 1212
Calmar Ratio Rank
The Martin Ratio Rank of OCSL is 77
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.

OWL vs. OCSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Inc. (OWL) and Oaktree Specialty Lending Corporation (OCSL). 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 chart of Sharpe ratio for OWL, currently valued at -0.16, compared to the broader market-2.00-1.000.001.002.00
OWL: -0.16
OCSL: -1.02
The chart of Sortino ratio for OWL, currently valued at 0.08, compared to the broader market-6.00-4.00-2.000.002.004.00
OWL: 0.08
OCSL: -1.30
The chart of Omega ratio for OWL, currently valued at 1.01, compared to the broader market0.501.001.502.00
OWL: 1.01
OCSL: 0.82
The chart of Calmar ratio for OWL, currently valued at -0.17, compared to the broader market0.001.002.003.004.00
OWL: -0.17
OCSL: -0.69
The chart of Martin ratio for OWL, currently valued at -0.57, compared to the broader market-5.000.005.0010.0015.0020.00
OWL: -0.57
OCSL: -1.77

The current OWL Sharpe Ratio is -0.16, which is higher than the OCSL Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of OWL and OCSL, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.16
-1.02
OWL
OCSL

Dividends

OWL vs. OCSL - Dividend Comparison

OWL's dividend yield for the trailing twelve months is around 4.23%, less than OCSL's 15.62% yield.


TTM20242023202220212020201920182017201620152014
OWL
Blue Owl Capital Inc.
4.23%2.92%3.69%4.06%0.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OCSL
Oaktree Specialty Lending Corporation
15.62%14.40%11.12%11.86%7.37%7.27%6.96%8.75%8.38%13.41%10.85%12.88%

Drawdowns

OWL vs. OCSL - Drawdown Comparison

The maximum OWL drawdown since its inception was -50.53%, smaller than the maximum OCSL drawdown of -59.52%. Use the drawdown chart below to compare losses from any high point for OWL and OCSL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-35.77%
-26.36%
OWL
OCSL

Volatility

OWL vs. OCSL - Volatility Comparison

Blue Owl Capital Inc. (OWL) has a higher volatility of 28.32% compared to Oaktree Specialty Lending Corporation (OCSL) at 12.81%. This indicates that OWL's price experiences larger fluctuations and is considered to be riskier than OCSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
28.32%
12.81%
OWL
OCSL

Financials

OWL vs. OCSL - Financials Comparison

This section allows you to compare key financial metrics between Blue Owl Capital Inc. and Oaktree Specialty Lending Corporation. 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