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

Performance

OXLC vs. EIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oxford Lane Capital Corp. (OXLC) and Eagle Point Income Company Inc. (EIC). 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 -21.63% return, which is significantly lower than EIC's -1.96% return.


OXLC

1D
-0.10%
1M
-0.15%
YTD
-21.63%
6M
-22.69%
1Y
-38.17%
3Y*
-7.42%
5Y*
-7.28%
10Y*
4.39%

EIC

1D
0.66%
1M
2.99%
YTD
-1.96%
6M
-0.19%
1Y
-5.53%
3Y*
6.43%
5Y*
4.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OXLC vs. EIC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
OXLC
Oxford Lane Capital Corp.
-21.63%-24.38%24.58%16.52%-24.15%59.91%-15.79%-18.27%
EIC
Eagle Point Income Company Inc.
-1.96%-15.28%24.02%20.86%-10.48%28.01%-14.41%-0.81%

Correlation

The correlation between OXLC and EIC is 0.54, 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

0.54

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

0.39

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

0.29

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2019

0.27

Over the past year, OXLC and EIC have become more correlated (0.54) than their long-term average of 0.27, meaning their price movements have been converging.

Fundamentals

Market Cap

OXLC:

$957.82M

EIC:

$248.40M

EPS

OXLC:

-$5.82

EIC:

-$0.05

PS Ratio

OXLC:

1.07

EIC:

4.93

PB Ratio

OXLC:

0.93

EIC:

0.80

Total Revenue (TTM)

OXLC:

$849.13M

EIC:

$52.89M

Gross Profit (TTM)

OXLC:

$793.40M

EIC:

$50.57M

EBITDA (TTM)

OXLC:

-$578.64M

EIC:

$2.06M

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. EIC — Risk / Return Rank

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

OXLC
OXLC Risk / Return Rank: 88
Overall Rank
OXLC Sharpe Ratio Rank: 33
Sharpe Ratio Rank
OXLC Sortino Ratio Rank: 66
Sortino Ratio Rank
OXLC Omega Ratio Rank: 55
Omega Ratio Rank
OXLC Calmar Ratio Rank: 1515
Calmar Ratio Rank
OXLC Martin Ratio Rank: 1212
Martin Ratio Rank

EIC
EIC Risk / Return Rank: 3030
Overall Rank
EIC Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EIC Sortino Ratio Rank: 2525
Sortino Ratio Rank
EIC Omega Ratio Rank: 2525
Omega Ratio Rank
EIC Calmar Ratio Rank: 3535
Calmar Ratio Rank
EIC Martin Ratio Rank: 3535
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. EIC - Risk-Adjusted Trends Comparison

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


OXLCEICDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

0.79

0.97

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.71

-0.19

-0.52

Martin ratioReturn relative to average drawdown

-1.28

-0.36

-0.92

OXLC vs. EIC - Sharpe Ratio Comparison

The current OXLC Sharpe Ratio is -1.12, which is lower than the EIC Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of OXLC and EIC, 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...

Sharpe Ratios by Period


OXLCEICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.12

-0.28

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

0.25

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.08

0.00

Drawdowns

OXLC vs. EIC - Drawdown Comparison

The maximum OXLC drawdown since its inception was -74.58%, which is greater than EIC's maximum drawdown of -67.08%. Use the drawdown chart below to compare losses from any high point for OXLC and EIC.


Loading charts...

Drawdown Indicators


OXLCEICDifference

Max Drawdown

Largest peak-to-trough decline

-74.58%

-67.08%

-7.50%

Max Drawdown (1Y)

Largest decline over 1 year

-53.56%

-28.67%

-24.89%

Max Drawdown (3Y)

Largest decline over 3 years

-57.17%

-34.06%

-23.11%

Max Drawdown (5Y)

Largest decline over 5 years

-57.17%

-34.06%

-23.11%

Max Drawdown (10Y)

Largest decline over 10 years

-74.58%

Current Drawdown

Current decline from peak

-43.87%

-22.43%

-21.44%

Average Drawdown

Average peak-to-trough decline

-13.97%

-12.26%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.85%

15.34%

+14.51%

Volatility

OXLC vs. EIC - Volatility Comparison

Oxford Lane Capital Corp. (OXLC) has a higher volatility of 5.31% compared to Eagle Point Income Company Inc. (EIC) at 4.94%. This indicates that OXLC's price experiences larger fluctuations and is considered to be riskier than EIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


OXLCEICDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

4.94%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

27.87%

13.84%

+14.03%

Volatility (1Y)

Calculated over the trailing 1-year period

34.29%

19.91%

+14.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.91%

20.20%

+5.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.48%

37.47%

+5.01%

Dividends

OXLC vs. EIC - Dividend Comparison

OXLC's dividend yield for the trailing twelve months is around 46.70%, more than EIC's 14.43% yield.


PositionTTM20252024202320222021202020192018201720162015
EIC
Eagle Point Income Company Inc.
14.43%17.35%15.44%13.59%11.03%7.78%10.39%3.65%0.00%0.00%0.00%0.00%
OXLC
Oxford Lane Capital Corp.
46.70%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. EIC - Financials Comparison

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


0.0050.00M100.00M150.00M200.00M250.00M20222023202420252026
166.25M
6.79M
(OXLC) Total Revenue
(EIC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


OXLC and EIC have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OXLC has higher volatility (5.31%) compared to EIC (4.94%). In terms of maximum drawdown, OXLC dropped -74.58% vs EIC's -67.08%.

EIC currently has the higher Sharpe Ratio (-0.28 vs -1.12), 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 EIC

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