OXLC vs. ORC

In the year-to-date period, OXLC achieves a -2.92% return, which is significantly lower than ORC's -2.15% return. Over the past 10 years, OXLC has outperformed ORC with an annualized return of 6.60%, while ORC has yielded a comparatively lower -6.08% annualized return.

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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.

The current OXLC Sharpe Ratio is 0.58, which is higher than the ORC Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of OXLC and ORC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OXLC's dividend yield for the trailing twelve months is around 23.19%, more than ORC's 19.78% yield.

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.

The current volatility for Oxford Lane Capital Corp. (OXLC) is 15.48%, while Orchid Island Capital, Inc. (ORC) has a volatility of 16.39%. 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.

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.