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OXLC vs. CUKX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

OXLC vs. CUKX.L

Last updated Jun 13, 2026

OXLC (Oxford Lane Capital Corp.) is a stock, while CUKX.L (iShares FTSE 100 UCITS ETF) is fund fund tracking the FTSE 100 Index. Over the past 10 years, OXLC returned 3.38%/yr vs 9.25%/yr for CUKX.L. At a 0.21 correlation, their price movements are largely independent.

Performance

OXLC vs. CUKX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oxford Lane Capital Corp. (OXLC) and iShares FTSE 100 UCITS ETF (CUKX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

OXLC is traded in USD, while CUKX.L is traded in GBp. To make them comparable, the CUKX.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, OXLC achieves a -27.84% return, which is significantly lower than CUKX.L's 6.55% return. Over the past 10 years, OXLC has underperformed CUKX.L with an annualized return of 3.38%, while CUKX.L has yielded a comparatively higher 9.25% 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%

CUKX.L

1D
1.38%
1M
0.56%
YTD
6.55%
6M
10.27%
1Y
19.71%
3Y*
17.56%
5Y*
10.61%
10Y*
9.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OXLC vs. CUKX.L - 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%
CUKX.L
iShares FTSE 100 UCITS ETF		6.55%35.27%7.48%13.40%-6.25%16.41%-8.56%21.93%-14.20%23.16%

Correlation

The correlation between OXLC and CUKX.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

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

0.18

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

0.23

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

0.23

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

0.21

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Oxford Lane Capital Corp.

iShares FTSE 100 UCITS ETF

Often compared with OXLC:
OXLC vs. OXSQOXLC vs. ECCOXLC vs. ORCOXLC vs. PDIOXLC vs. ECCCOXLC vs. SPYOXLC vs. REPX
Often compared with CUKX.L:
CUKX.L vs. VUKG.LCUKX.L vs. IUKD.LCUKX.L vs. FTAL.LCUKX.L vs. CSUK.LCUKX.L vs. VUKE.DECUKX.L vs. S100.LCUKX.L vs. CPJ1.L

Return for Risk

OXLC vs. CUKX.L — 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
CUKX.L
CUKX.L Risk / Return Rank: 6464
Overall Rank
CUKX.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CUKX.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
CUKX.L Omega Ratio Rank: 7171
Omega Ratio Rank
CUKX.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
CUKX.L Martin Ratio Rank: 5353
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. CUKX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oxford Lane Capital Corp. (OXLC) and iShares FTSE 100 UCITS ETF (CUKX.L). 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.

OXLCCUKX.LDifference
Sharpe ratioReturn per unit of total volatility
-1.23
1.45

-2.69

Sortino ratioReturn per unit of downside risk
-1.73
2.07

-3.81

Omega ratioGain probability vs. loss probability

0.77

1.26

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.81

1.99

-2.81

Martin ratioReturn relative to average drawdown

-1.47

6.60

-8.07

OXLC vs. CUKX.L - Sharpe Ratio Comparison

The current OXLC Sharpe Ratio is -1.23, which is lower than the CUKX.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of OXLC and CUKX.L, 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. CUKX.L - Drawdown Comparison

The maximum OXLC drawdown since its inception was -74.58%, which is greater than CUKX.L's maximum drawdown of -42.20%. Use the drawdown chart below to compare losses from any high point for OXLC and CUKX.L.

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Drawdown Indicators

OXLCCUKX.LDifference

Max Drawdown

Largest peak-to-trough decline

-74.58%

-42.20%

-32.38%

Max Drawdown (1Y)

Largest decline over 1 year

-52.18%

-9.84%

-42.34%

Max Drawdown (3Y)

Largest decline over 3 years

-57.17%

-13.17%

-44.00%

Max Drawdown (5Y)

Largest decline over 5 years

-57.17%

-26.11%

-31.06%

Max Drawdown (10Y)

Largest decline over 10 years

-74.58%

-42.20%

-32.38%

Current Drawdown

Current decline from peak

-48.31%

-3.70%

-44.61%

Average Drawdown

Average peak-to-trough decline

-14.02%

-7.71%

-6.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.82%

2.98%

+25.84%

Volatility

OXLC vs. CUKX.L - Volatility Comparison

Oxford Lane Capital Corp. (OXLC) has a higher volatility of 5.90% compared to iShares FTSE 100 UCITS ETF (CUKX.L) at 4.44%. This indicates that OXLC's price experiences larger fluctuations and is considered to be riskier than CUKX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

OXLCCUKX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

4.44%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

27.68%

11.41%

+16.27%

Volatility (1Y)

Calculated over the trailing 1-year period

34.41%

13.51%

+20.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.92%

16.48%

+9.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.48%

18.31%

+24.17%

Dividends

OXLC vs. CUKX.L - Dividend Comparison

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

PositionTTM20252024202320222021202020192018201720162015
CUKX.L
iShares FTSE 100 UCITS ETF		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%

Frequently Asked Questions

OXLC and CUKX.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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