OXLC vs. ORC
Compare and contrast key facts about Oxford Lane Capital Corp. (OXLC) and Orchid Island Capital, Inc. (ORC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OXLC or ORC.
Key characteristics
| OXLC | ORC | |
|---|---|---|
| YTD Return | 27.04% | 5.72% |
| 1Y Return | 27.31% | 34.64% |
| 3Y Return (Ann) | 2.94% | -18.81% |
| 5Y Return (Ann) | 7.08% | -8.30% |
| 10Y Return (Ann) | 7.09% | -5.70% |
| Sharpe Ratio | 1.88 | 1.28 |
| Sortino Ratio | 2.56 | 1.84 |
| Omega Ratio | 1.36 | 1.25 |
| Calmar Ratio | 1.26 | 0.49 |
| Martin Ratio | 10.08 | 7.32 |
| Ulcer Index | 2.79% | 4.52% |
| Daily Std Dev | 14.91% | 25.78% |
| Max Drawdown | -74.58% | -75.77% |
| Current Drawdown | -1.83% | -56.06% |
Fundamentals
| OXLC | ORC | |
|---|---|---|
| Market Cap | $1.80B | $617.12M |
| EPS | $0.81 | $1.20 |
| PE Ratio | 6.60 | 6.43 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | $361.78M | $44.63M |
| Gross Profit (TTM) | $269.11M | $31.53M |
| EBITDA (TTM) | $219.55M | $220.96M |
Correlation
The correlation between OXLC and ORC is 0.20, 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.
Performance
OXLC vs. ORC - Performance Comparison
In the year-to-date period, OXLC achieves a 27.04% return, which is significantly higher than ORC's 5.72% return. Over the past 10 years, OXLC has outperformed ORC with an annualized return of 7.09%, while ORC has yielded a comparatively lower -5.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
OXLC vs. ORC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oxford Lane Capital Corp. (OXLC) and Orchid Island Capital, Inc. (ORC). 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.
Dividends
OXLC vs. ORC - Dividend Comparison
OXLC's dividend yield for the trailing twelve months is around 18.69%, which matches ORC's 18.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OXLC Oxford Lane Capital Corp. | 18.69% | 18.83% | 17.75% | 10.58% | 22.51% | 19.85% | 16.70% | 17.91% | 22.84% | 24.10% | 16.72% | 12.69% |
ORC Orchid Island Capital, Inc. | 18.65% | 21.35% | 19.38% | 3.47% | 3.03% | 3.28% | 3.35% | 3.62% | 3.10% | 3.87% | 3.31% | 2.15% |
Drawdowns
OXLC vs. ORC - Drawdown Comparison
The maximum OXLC drawdown since its inception was -74.58%, roughly equal to the maximum ORC drawdown of -75.77%. Use the drawdown chart below to compare losses from any high point for OXLC and ORC. For additional features, visit the drawdowns tool.
Volatility
OXLC vs. ORC - Volatility Comparison
The current volatility for Oxford Lane Capital Corp. (OXLC) is 3.22%, while Orchid Island Capital, Inc. (ORC) has a volatility of 6.11%. This indicates that OXLC experiences smaller price fluctuations and is considered to be less risky than ORC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
OXLC vs. ORC - Financials Comparison
This section allows you to compare key financial metrics between Oxford Lane Capital Corp. and Orchid Island Capital, 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.
Total Revenue: Total amount of money received from sales and other business activities