OXLC vs. AMZN
OXLC (Oxford Lane Capital Corp.) and AMZN (Amazon.com, Inc) are both stocks. OXLC operates in Asset Management (Financial Services), while AMZN operates in Internet Retail (Consumer Cyclical). Over the past 10 years, OXLC returned 3.38%/yr vs 20.83%/yr for AMZN. At a 0.19 correlation, their price movements are largely independent.
Performance
OXLC vs. AMZN - Performance Comparison
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Returns By Period
In the year-to-date period, OXLC achieves a -27.84% return, which is significantly lower than AMZN's 3.35% return. Over the past 10 years, OXLC has underperformed AMZN with an annualized return of 3.38%, while AMZN has yielded a comparatively higher 20.83% annualized return.
OXLC
- 1D
- -1.41%
- 1M
- -8.51%
- YTD
- -27.84%
- 6M
- -21.18%
- 1Y
- -42.28%
- 3Y*
- -9.70%
- 5Y*
- -7.86%
- 10Y*
- 3.38%
AMZN
- 1D
- -1.23%
- 1M
- -11.69%
- YTD
- 3.35%
- 6M
- 5.46%
- 1Y
- 11.87%
- 3Y*
- 23.49%
- 5Y*
- 7.35%
- 10Y*
- 20.83%
OXLC vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OXLC Oxford Lane Capital Corp. | -27.84% | -24.38% | 24.58% | 16.52% | -24.15% | 59.91% | -15.79% | -0.98% | 12.86% | 13.47% |
AMZN Amazon.com, Inc | 3.35% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
Correlation
The correlation between OXLC and AMZN is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2011 | 0.19 |
The correlation between OXLC and AMZN shifts across timeframes, from 0.13 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
OXLC:
$881.97M
AMZN:
$2.59T
OXLC:
-$5.82
AMZN:
$8.37
OXLC:
0.98
AMZN:
3.48
OXLC:
0.86
AMZN:
5.87
OXLC:
$849.13M
AMZN:
$742.78B
OXLC:
$793.40M
AMZN:
$348.59B
OXLC:
-$578.64M
AMZN:
$152.71B
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Return for Risk
OXLC vs. AMZN — Risk / Return Rank
OXLC
AMZN
OXLC vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oxford Lane Capital Corp. (OXLC) and Amazon.com, Inc (AMZN). 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.
| OXLC | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.50 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.09 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 0.55 | -1.36 |
| Martin ratioReturn relative to average drawdown | -1.47 | 1.29 | -2.76 |
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Drawdowns
OXLC vs. AMZN - Drawdown Comparison
The maximum OXLC drawdown since its inception was -74.58%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for OXLC and AMZN.
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Drawdown Indicators
| OXLC | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.58% | -94.40% | +19.82% |
Max Drawdown (1Y)Largest decline over 1 year | -52.18% | -21.74% | -30.44% |
Max Drawdown (3Y)Largest decline over 3 years | -57.17% | -30.88% | -26.29% |
Max Drawdown (5Y)Largest decline over 5 years | -57.17% | -56.15% | -1.02% |
Max Drawdown (10Y)Largest decline over 10 years | -74.58% | -56.15% | -18.43% |
Current DrawdownCurrent decline from peak | -48.31% | -13.25% | -35.06% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -28.19% | +14.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.82% | 9.21% | +19.61% |
Volatility
OXLC vs. AMZN - Volatility Comparison
The current volatility for Oxford Lane Capital Corp. (OXLC) is 5.90%, while Amazon.com, Inc (AMZN) has a volatility of 7.92%. This indicates that OXLC experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OXLC | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 7.92% | -2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 27.68% | 20.73% | +6.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.41% | 30.13% | +4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.92% | 35.53% | -9.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.48% | 32.48% | +10.00% |
Dividends
OXLC vs. AMZN - Dividend Comparison
OXLC's dividend yield for the trailing twelve months is around 50.72%, while AMZN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OXLC Oxford Lane Capital Corp. | 50.72% | 35.86% | 20.12% | 18.83% | 17.75% | 10.51% | 22.46% | 19.85% | 16.70% | 17.91% | 22.84% | 24.10% |
Financials
OXLC vs. AMZN - Financials Comparison
This section allows you to compare key financial metrics between Oxford Lane Capital Corp. and Amazon.com, Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
OXLC and AMZN have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZN has higher volatility (7.92%) compared to OXLC (5.90%). In terms of maximum drawdown, OXLC dropped -74.58% vs AMZN's -94.40%.
AMZN currently has the higher Sharpe Ratio (0.40 vs -1.23), 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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