OXLC vs. OXSQ

In the year-to-date period, OXLC achieves a -2.92% return, which is significantly lower than OXSQ's 10.10% return.

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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.

The current OXLC Sharpe Ratio is 0.58, which is higher than the OXSQ Sharpe Ratio of -0.38. 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.

OXLC's dividend yield for the trailing twelve months is around 23.19%, more than OXSQ's 16.47% yield.

The maximum OXLC drawdown since its inception was -74.58%, which is greater than OXSQ's maximum drawdown of -67.10%. Use the drawdown chart below to compare losses from any high point for OXLC and OXSQ. For additional features, visit the drawdowns tool.

Oxford Lane Capital Corp. (OXLC) has a higher volatility of 15.48% compared to Oxford Square Capital Corp. (OXSQ) at 12.46%. This indicates that OXLC's price experiences larger fluctuations and is considered to be riskier than OXSQ 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 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.