PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
OXLC vs. ECCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

OXLC vs. ECCC - 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. (ECCC). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.52%
10.82%
OXLC
ECCC

Returns By Period

In the year-to-date period, OXLC achieves a 25.83% return, which is significantly higher than ECCC's 17.17% return.


OXLC

YTD

25.83%

1M

1.51%

6M

6.52%

1Y

28.67%

5Y (annualized)

8.38%

10Y (annualized)

6.93%

ECCC

YTD

17.17%

1M

2.61%

6M

10.82%

1Y

19.35%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


OXLCECCC
EPS$0.81$1.82
PE Ratio6.4412.91
Total Revenue (TTM)$361.78M$123.78M
Gross Profit (TTM)$269.11M$102.46M
EBITDA (TTM)$219.55M$15.77M

Key characteristics


OXLCECCC
Sharpe Ratio1.832.70
Sortino Ratio2.534.06
Omega Ratio1.351.55
Calmar Ratio1.223.22
Martin Ratio9.8721.40
Ulcer Index2.75%0.91%
Daily Std Dev14.79%7.24%
Max Drawdown-74.59%-19.16%
Current Drawdown-2.77%-0.85%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.1

The correlation between OXLC and ECCC is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

OXLC vs. ECCC - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for OXLC, currently valued at 1.83, compared to the broader market-4.00-2.000.002.004.001.832.70
The chart of Sortino ratio for OXLC, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.002.534.06
The chart of Omega ratio for OXLC, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.55
The chart of Calmar ratio for OXLC, currently valued at 1.22, compared to the broader market0.002.004.006.001.223.22
The chart of Martin ratio for OXLC, currently valued at 9.87, compared to the broader market0.0010.0020.0030.009.8721.40
OXLC
ECCC

The current OXLC Sharpe Ratio is 1.83, which is lower than the ECCC Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of OXLC and ECCC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.83
2.70
OXLC
ECCC

Dividends

OXLC vs. ECCC - Dividend Comparison

OXLC's dividend yield for the trailing twelve months is around 19.39%, more than ECCC's 6.84% yield.


TTM20232022202120202019201820172016201520142013
OXLC
Oxford Lane Capital Corp.
19.39%18.83%17.75%10.58%22.51%19.85%16.70%17.91%22.84%24.10%16.72%12.69%
ECCC
Eagle Point Credit Company Inc.
6.84%7.51%7.93%3.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OXLC vs. ECCC - Drawdown Comparison

The maximum OXLC drawdown since its inception was -74.59%, which is greater than ECCC's maximum drawdown of -19.16%. Use the drawdown chart below to compare losses from any high point for OXLC and ECCC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.77%
-0.85%
OXLC
ECCC

Volatility

OXLC vs. ECCC - Volatility Comparison

Oxford Lane Capital Corp. (OXLC) has a higher volatility of 3.36% compared to Eagle Point Credit Company Inc. (ECCC) at 3.19%. This indicates that OXLC's price experiences larger fluctuations and is considered to be riskier than ECCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.36%
3.19%
OXLC
ECCC

Financials

OXLC vs. ECCC - 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