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OXLC vs. OXSQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

OXLC vs. OXSQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oxford Lane Capital Corp. (OXLC) and Oxford Square Capital Corp. (OXSQ). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.52%
-7.99%
OXLC
OXSQ

Returns By Period

In the year-to-date period, OXLC achieves a 25.83% return, which is significantly higher than OXSQ's 4.78% return.


OXLC

YTD

25.83%

1M

1.51%

6M

6.52%

1Y

28.67%

5Y (annualized)

8.38%

10Y (annualized)

6.93%

OXSQ

YTD

4.78%

1M

-7.81%

6M

-7.99%

1Y

5.68%

5Y (annualized)

0.85%

10Y (annualized)

N/A

Fundamentals


OXLCOXSQ
Market Cap$1.81B$180.59M
EPS$0.81-$0.11
Total Revenue (TTM)$361.78M-$6.90M
Gross Profit (TTM)$269.11M-$11.25M
EBITDA (TTM)$219.55M-$24.61T

Key characteristics


OXLCOXSQ
Sharpe Ratio1.830.40
Sortino Ratio2.530.64
Omega Ratio1.351.08
Calmar Ratio1.220.23
Martin Ratio9.871.03
Ulcer Index2.75%5.16%
Daily Std Dev14.79%13.30%
Max Drawdown-74.59%-67.11%
Current Drawdown-2.77%-18.95%

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Correlation

-0.50.00.51.00.3

The correlation between OXLC and OXSQ is 0.35, 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. OXSQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oxford Lane Capital Corp. (OXLC) and Oxford Square Capital Corp. (OXSQ). 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-4.00-2.000.002.004.001.830.40
The chart of Sortino ratio for OXLC, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.002.530.64
The chart of Omega ratio for OXLC, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.08
The chart of Calmar ratio for OXLC, currently valued at 1.22, compared to the broader market0.002.004.006.001.220.23
The chart of Martin ratio for OXLC, currently valued at 9.87, compared to the broader market0.0010.0020.0030.009.871.03
OXLC
OXSQ

The current OXLC Sharpe Ratio is 1.83, which is higher than the OXSQ Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of OXLC and OXSQ, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.83
0.40
OXLC
OXSQ

Dividends

OXLC vs. OXSQ - Dividend Comparison

OXLC's dividend yield for the trailing twelve months is around 19.39%, more than OXSQ's 15.91% 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%
OXSQ
Oxford Square Capital Corp.
15.91%18.88%13.46%10.29%20.07%14.76%9.27%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OXLC vs. OXSQ - Drawdown Comparison

The maximum OXLC drawdown since its inception was -74.59%, which is greater than OXSQ's maximum drawdown of -67.11%. Use the drawdown chart below to compare losses from any high point for OXLC and OXSQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.77%
-18.95%
OXLC
OXSQ

Volatility

OXLC vs. OXSQ - Volatility Comparison

The current volatility for Oxford Lane Capital Corp. (OXLC) is 3.36%, while Oxford Square Capital Corp. (OXSQ) has a volatility of 4.61%. This indicates that OXLC experiences smaller price fluctuations and is considered to be less risky than OXSQ 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%
4.61%
OXLC
OXSQ

Financials

OXLC vs. OXSQ - Financials Comparison

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