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

Performance

OXLC vs. PDI - Performance Comparison

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

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.78%
6.39%
OXLC
PDI

Returns By Period

In the year-to-date period, OXLC achieves a 26.07% return, which is significantly higher than PDI's 21.17% return. Over the past 10 years, OXLC has underperformed PDI with an annualized return of 6.95%, while PDI has yielded a comparatively higher 7.52% annualized return.


OXLC

YTD

26.07%

1M

1.70%

6M

4.78%

1Y

27.37%

5Y (annualized)

8.43%

10Y (annualized)

6.95%

PDI

YTD

21.17%

1M

-2.78%

6M

6.39%

1Y

25.26%

5Y (annualized)

1.91%

10Y (annualized)

7.52%

Fundamentals


OXLCPDI

Key characteristics


OXLCPDI
Sharpe Ratio1.922.45
Sortino Ratio2.632.88
Omega Ratio1.371.56
Calmar Ratio1.281.51
Martin Ratio10.3112.13
Ulcer Index2.75%2.08%
Daily Std Dev14.81%10.30%
Max Drawdown-74.59%-46.47%
Current Drawdown-2.59%-5.98%

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Correlation

-0.50.00.51.00.2

The correlation between OXLC and PDI is 0.24, 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. PDI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oxford Lane Capital Corp. (OXLC) and PIMCO Dynamic Income Fund (PDI). 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 1.92, compared to the broader market-4.00-2.000.002.004.001.922.45
The chart of Sortino ratio for OXLC, currently valued at 2.63, compared to the broader market-4.00-2.000.002.004.002.632.88
The chart of Omega ratio for OXLC, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.56
The chart of Calmar ratio for OXLC, currently valued at 1.28, compared to the broader market0.002.004.006.001.281.51
The chart of Martin ratio for OXLC, currently valued at 10.31, compared to the broader market-10.000.0010.0020.0030.0010.3112.13
OXLC
PDI

The current OXLC Sharpe Ratio is 1.92, which is comparable to the PDI Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of OXLC and PDI, 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 Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
1.92
2.45
OXLC
PDI

Dividends

OXLC vs. PDI - Dividend Comparison

OXLC's dividend yield for the trailing twelve months is around 19.35%, more than PDI's 13.82% yield.


TTM20232022202120202019201820172016201520142013
OXLC
Oxford Lane Capital Corp.
19.35%18.83%17.75%10.58%22.51%19.85%16.70%17.91%22.84%24.10%16.72%12.69%
PDI
PIMCO Dynamic Income Fund
13.82%14.74%17.84%10.21%10.01%9.45%10.78%8.81%14.79%15.08%13.43%11.59%

Drawdowns

OXLC vs. PDI - Drawdown Comparison

The maximum OXLC drawdown since its inception was -74.59%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for OXLC and PDI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.59%
-5.98%
OXLC
PDI

Volatility

OXLC vs. PDI - Volatility Comparison

The current volatility for Oxford Lane Capital Corp. (OXLC) is 3.42%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 3.69%. This indicates that OXLC experiences smaller price fluctuations and is considered to be less risky than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.42%
3.69%
OXLC
PDI

Financials

OXLC vs. PDI - Financials Comparison

This section allows you to compare key financial metrics between Oxford Lane Capital Corp. and PIMCO Dynamic Income Fund. 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