PortfoliosLab logoPortfoliosLab logo
OXLC vs. ECC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OXLC vs. ECC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oxford Lane Capital Corp. (OXLC) and Eagle Point Credit Company Inc (ECC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, OXLC achieves a -2.62% return, which is significantly higher than ECC's -22.30% return. Over the past 10 years, OXLC has outperformed ECC with an annualized return of 5.56%, while ECC has yielded a comparatively lower 1.85% annualized return.


OXLC

1D
2.12%
1M
6.34%
6M
14.48%
YTD
-2.62%
1Y
-6.01%
3Y*
-3.45%
5Y*
-1.74%
10Y*
5.56%
ALL TIME*
4.39%

ECC

1D
0.78%
1M
1.85%
6M
-19.38%
YTD
-22.30%
1Y
-26.50%
3Y*
-11.05%
5Y*
-4.47%
10Y*
1.85%
ALL TIME*
2.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.03M$3.29M$3.85M
$8.22M$7.92M$9.50M

OXLC vs. ECC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OXLC
Oxford Lane Capital Corp.
-2.62%-24.38%24.58%16.52%-24.15%59.91%-15.79%-0.98%12.86%13.47%
ECC
Eagle Point Credit Company Inc
-22.30%-18.45%11.77%12.11%-11.71%56.78%-21.00%18.80%-13.72%27.02%

Correlation

The correlation between OXLC and ECC is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.70

Correlation (3Y)
Balances recent behavior with more history.

0.59

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.49

Correlation (10Y)
Provides a long-term view across more market conditions.

0.40

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2014

0.36

Over the past year, OXLC and ECC have become more correlated (0.70) than their long-term average of 0.36, meaning their price movements have been converging.

Fundamentals

Market Cap

OXLC:

$894.02M

ECC:

$511.65M

EPS

OXLC:

-$5.82

ECC:

-$1.37

PS Ratio

OXLC:

0.99

ECC:

3.51

PB Ratio

OXLC:

0.86

ECC:

0.93

Total Revenue (TTM)

OXLC:

$849.13M

ECC:

$141.34M

Gross Profit (TTM)

OXLC:

$793.40M

ECC:

$113.66M

EBITDA (TTM)

OXLC:

-$578.64M

ECC:

-$133.96M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

OXLC vs. ECC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OXLC
OXLC Risk / Return Rank: 3636
Overall Rank
OXLC Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
OXLC Sortino Ratio Rank: 3333
Sortino Ratio Rank
OXLC Omega Ratio Rank: 3333
Omega Ratio Rank
OXLC Calmar Ratio Rank: 3939
Calmar Ratio Rank
OXLC Martin Ratio Rank: 3838
Martin Ratio Rank

ECC
ECC Risk / Return Rank: 1616
Overall Rank
ECC Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ECC Sortino Ratio Rank: 1212
Sortino Ratio Rank
ECC Omega Ratio Rank: 1313
Omega Ratio Rank
ECC Calmar Ratio Rank: 2222
Calmar Ratio Rank
ECC Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OXLC vs. ECC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oxford Lane Capital Corp. (OXLC) and Eagle Point Credit Company Inc (ECC). 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.


OXLCECCDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.00

0.88

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.18

-0.60

+0.42

Martin ratioReturn relative to average drawdown

-0.34

-0.96

+0.62

OXLC vs. ECC - Sharpe Ratio Comparison

The current OXLC Sharpe Ratio is -0.20, which is higher than the ECC Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of OXLC and ECC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

OXLC vs. ECC - Drawdown Comparison

The maximum OXLC drawdown since its inception was -74.58%, which is greater than ECC's maximum drawdown of -70.79%. Use the drawdown chart below to compare losses from any high point for OXLC and ECC.


Loading charts...

Drawdown Indicators


OXLCECCDifference

Max Drawdown

Largest peak-to-trough decline

-74.58%

-70.79%

-3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-47.99%

-45.79%

-2.20%

Max Drawdown (3Y)

Largest decline over 3 years

-57.17%

-49.65%

-7.52%

Max Drawdown (5Y)

Largest decline over 5 years

-57.17%

-49.65%

-7.52%

Max Drawdown (10Y)

Largest decline over 10 years

-74.58%

-70.79%

-3.79%

Current Drawdown

Current decline from peak

-30.25%

-41.07%

+10.82%

Average Drawdown

Average peak-to-trough decline

-14.19%

-13.31%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.92%

28.53%

-3.61%

Volatility

OXLC vs. ECC - Volatility Comparison

Oxford Lane Capital Corp. (OXLC) and Eagle Point Credit Company Inc (ECC) have volatilities of 6.14% and 5.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


OXLCECCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

5.89%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

37.20%

26.12%

+11.08%

Volatility (1Y)

Calculated over the trailing 1-year period

43.07%

34.28%

+8.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.65%

24.38%

+4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.31%

36.42%

+6.89%

Dividends

OXLC vs. ECC - Dividend Comparison

OXLC's dividend yield for the trailing twelve months is around 66.85%, more than ECC's 35.14% yield.


PositionTTM20252024202320222021202020192018201720162015
ECC
Eagle Point Credit Company Inc
35.14%29.17%20.05%19.58%23.42%11.71%13.08%16.43%16.89%13.02%14.36%14.61%
OXLC
Oxford Lane Capital Corp.
66.85%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. ECC - Financials Comparison

This section allows you to compare key financial metrics between Oxford Lane Capital Corp. and Eagle Point Credit Company 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


Values in USD except per share items

Frequently Asked Questions


OXLC and ECC have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OXLC has higher volatility (6.14%) compared to ECC (5.89%). In terms of maximum drawdown, OXLC dropped -74.58% vs ECC's -70.79%.

OXLC currently has the higher Sharpe Ratio (-0.20 vs -0.80), 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 ECC

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

Open Portfolio Optimizer