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OXLC vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OXLC vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oxford Lane Capital Corp. (OXLC) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OXLC achieves a -27.84% return, which is significantly lower than BRK-B's -2.67% return. Over the past 10 years, OXLC has underperformed BRK-B with an annualized return of 3.38%, while BRK-B has yielded a comparatively higher 13.22% 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%

BRK-B

1D
0.71%
1M
0.77%
YTD
-2.67%
6M
-2.06%
1Y
-0.22%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OXLC vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between OXLC and BRK-B is 0.02, 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

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2011

0.23

Over the past year, the correlation between OXLC and BRK-B has dropped to 0.02 - well below their long-term average of 0.23, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

OXLC:

$881.97M

BRK-B:

$1.06T

EPS

OXLC:

-$5.82

BRK-B:

$33.62

PS Ratio

OXLC:

0.98

BRK-B:

2.81

PB Ratio

OXLC:

0.86

BRK-B:

1.45

Total Revenue (TTM)

OXLC:

$849.13M

BRK-B:

$375.39B

Gross Profit (TTM)

OXLC:

$793.40M

BRK-B:

$94.36B

EBITDA (TTM)

OXLC:

-$578.64M

BRK-B:

$71.92B

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Return for Risk

OXLC vs. BRK-B — Risk / Return Rank

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

OXLC
OXLC Risk / Return Rank: 66
Overall Rank
OXLC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
OXLC Sortino Ratio Rank: 44
Sortino Ratio Rank
OXLC Omega Ratio Rank: 44
Omega Ratio Rank
OXLC Calmar Ratio Rank: 1111
Calmar Ratio Rank
OXLC Martin Ratio Rank: 77
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OXLC vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oxford Lane Capital Corp. (OXLC) and Berkshire Hathaway Inc. (BRK-B). 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.


OXLCBRK-BDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-1.81

Omega ratioGain probability vs. loss probability

0.77

1.01

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.81

-0.02

-0.79

Martin ratioReturn relative to average drawdown

-1.47

-0.05

-1.42

OXLC vs. BRK-B - Sharpe Ratio Comparison

The current OXLC Sharpe Ratio is -1.23, which is lower than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of OXLC and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OXLC vs. BRK-B - Drawdown Comparison

The maximum OXLC drawdown since its inception was -74.58%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for OXLC and BRK-B.


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Drawdown Indicators


OXLCBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-74.58%

-53.86%

-20.72%

Max Drawdown (1Y)

Largest decline over 1 year

-52.18%

-9.42%

-42.76%

Max Drawdown (3Y)

Largest decline over 3 years

-57.17%

-14.95%

-42.22%

Max Drawdown (5Y)

Largest decline over 5 years

-57.17%

-26.58%

-30.59%

Max Drawdown (10Y)

Largest decline over 10 years

-74.58%

-29.57%

-45.01%

Current Drawdown

Current decline from peak

-48.31%

-9.36%

-38.95%

Average Drawdown

Average peak-to-trough decline

-14.02%

-11.07%

-2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.82%

4.53%

+24.29%

Volatility

OXLC vs. BRK-B - Volatility Comparison

Oxford Lane Capital Corp. (OXLC) has a higher volatility of 5.90% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that OXLC's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OXLCBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

3.95%

+1.95%

Volatility (6M)

Calculated over the trailing 6-month period

27.68%

10.78%

+16.90%

Volatility (1Y)

Calculated over the trailing 1-year period

34.41%

14.38%

+20.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.92%

17.12%

+8.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.48%

19.44%

+23.04%

Dividends

OXLC vs. BRK-B - Dividend Comparison

OXLC's dividend yield for the trailing twelve months is around 50.72%, while BRK-B has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BRK-B
Berkshire Hathaway 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. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Oxford Lane Capital Corp. and Berkshire Hathaway 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B100.00B20222023202420252026
166.25M
93.68B
(OXLC) Total Revenue
(BRK-B) Total Revenue
Values in USD except per share items

Frequently Asked Questions


OXLC and BRK-B have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OXLC has higher volatility (5.90%) compared to BRK-B (3.95%). In terms of maximum drawdown, OXLC dropped -74.58% vs BRK-B's -53.86%.

BRK-B currently has the higher Sharpe Ratio (-0.02 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.

Portfolio Optimizer

Find the right allocation for OXLC and BRK-B

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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