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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.

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Returns By Period

In the year-to-date period, OXLC achieves a -14.66% return, which is significantly lower than ECC's -7.49% return. Over the past 10 years, OXLC has outperformed ECC with an annualized return of 6.04%, while ECC has yielded a comparatively lower 4.44% annualized return.


OXLC

1D
-1.32%
1M
11.39%
YTD
-14.66%
6M
-10.18%
1Y
-28.39%
3Y*
-3.11%
5Y*
-4.65%
10Y*
6.04%

ECC

1D
-3.01%
1M
17.60%
YTD
-7.49%
6M
-7.00%
1Y
-19.75%
3Y*
-4.70%
5Y*
-1.29%
10Y*
4.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OXLC vs. ECC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OXLC
Oxford Lane Capital Corp.
-14.66%-24.38%24.58%16.52%-24.15%59.91%-15.79%-0.98%12.86%13.47%
ECC
Eagle Point Credit Company Inc
-7.49%-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 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.58

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

0.49

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

0.39

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 (0.72) than their long-term average of 0.36, meaning their price movements have been converging.

Fundamentals

Market Cap

OXLC:

$798.34M

ECC:

$470.48M

EPS

OXLC:

-$5.82

ECC:

-$1.39

PS Ratio

OXLC:

0.89

ECC:

3.17

PB Ratio

OXLC:

0.77

ECC:

0.85

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

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Return for Risk

OXLC vs. ECC — Risk / Return Rank

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

OXLC
OXLC Risk / Return Rank: 1717
Overall Rank
OXLC Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
OXLC Sortino Ratio Rank: 1414
Sortino Ratio Rank
OXLC Omega Ratio Rank: 1313
Omega Ratio Rank
OXLC Calmar Ratio Rank: 2222
Calmar Ratio Rank
OXLC Martin Ratio Rank: 2121
Martin Ratio Rank

ECC
ECC Risk / Return Rank: 2323
Overall Rank
ECC Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ECC Sortino Ratio Rank: 2020
Sortino Ratio Rank
ECC Omega Ratio Rank: 2121
Omega Ratio Rank
ECC Calmar Ratio Rank: 2727
Calmar Ratio Rank
ECC Martin Ratio Rank: 2626
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. 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

-0.20

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

0.89

0.94

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.55

-0.43

-0.12

Martin ratioReturn relative to average drawdown

-1.01

-0.79

-0.22

OXLC vs. ECC - Sharpe Ratio Comparison

The current OXLC Sharpe Ratio is -0.64, which is lower than the ECC Sharpe Ratio of -0.45. 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.


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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.


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Drawdown Indicators


OXLCECCDifference

Max Drawdown

Largest peak-to-trough decline

-74.58%

-70.79%

-3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-51.38%

-45.79%

-5.59%

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

-38.87%

-29.84%

-9.03%

Average Drawdown

Average peak-to-trough decline

-14.05%

-12.99%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.13%

25.09%

+3.04%

Volatility

OXLC vs. ECC - Volatility Comparison

Oxford Lane Capital Corp. (OXLC) and Eagle Point Credit Company Inc (ECC) have volatilities of 25.70% and 25.39%, 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.


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Volatility by Period


OXLCECCDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.70%

25.39%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

37.05%

35.48%

+1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

44.27%

44.26%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.73%

27.18%

+1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.36%

37.40%

+5.96%

Dividends

OXLC vs. ECC - Dividend Comparison

OXLC's dividend yield for the trailing twelve months is around 77.63%, more than ECC's 67.48% yield.


PositionTTM20252024202320222021202020192018201720162015
ECC
Eagle Point Credit Company Inc
67.48%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.
77.63%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


-100.00M0.00100.00M200.00M300.00M20222023202420252026
166.25M
31.44M
(OXLC) Total Revenue
(ECC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


OXLC and ECC have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OXLC has higher volatility (25.70%) compared to ECC (25.39%). In terms of maximum drawdown, OXLC dropped -74.58% vs ECC's -70.79%.

ECC currently has the higher Sharpe Ratio (-0.45 vs -0.64), 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

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