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

Key characteristics


OXLCPDI
YTD Return29.42%23.36%
1Y Return30.46%30.87%
3Y Return (Ann)3.58%4.10%
5Y Return (Ann)6.85%2.04%
10Y Return (Ann)7.29%7.83%
Sharpe Ratio2.132.89
Sortino Ratio2.873.40
Omega Ratio1.401.68
Calmar Ratio1.421.51
Martin Ratio11.3216.81
Ulcer Index2.78%1.84%
Daily Std Dev14.82%10.67%
Max Drawdown-74.58%-46.47%
Current Drawdown0.00%-4.26%

Fundamentals


OXLCPDI

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.

Performance

OXLC vs. PDI - Performance Comparison

In the year-to-date period, OXLC achieves a 29.42% return, which is significantly higher than PDI's 23.36% return. Over the past 10 years, OXLC has underperformed PDI with an annualized return of 7.29%, while PDI has yielded a comparatively higher 7.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.94%
9.74%
OXLC
PDI

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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.


OXLC
Sharpe ratio
The chart of Sharpe ratio for OXLC, currently valued at 2.06, compared to the broader market-4.00-2.000.002.004.002.06
Sortino ratio
The chart of Sortino ratio for OXLC, currently valued at 2.79, compared to the broader market-4.00-2.000.002.004.006.002.79
Omega ratio
The chart of Omega ratio for OXLC, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for OXLC, currently valued at 1.37, compared to the broader market0.002.004.006.001.37
Martin ratio
The chart of Martin ratio for OXLC, currently valued at 10.94, compared to the broader market0.0010.0020.0030.0010.94
PDI
Sharpe ratio
The chart of Sharpe ratio for PDI, currently valued at 2.89, compared to the broader market-4.00-2.000.002.004.002.89
Sortino ratio
The chart of Sortino ratio for PDI, currently valued at 3.40, compared to the broader market-4.00-2.000.002.004.006.003.40
Omega ratio
The chart of Omega ratio for PDI, currently valued at 1.68, compared to the broader market0.501.001.502.001.68
Calmar ratio
The chart of Calmar ratio for PDI, currently valued at 1.51, compared to the broader market0.002.004.006.001.51
Martin ratio
The chart of Martin ratio for PDI, currently valued at 16.81, compared to the broader market0.0010.0020.0030.0016.81

OXLC vs. PDI - Sharpe Ratio Comparison

The current OXLC Sharpe Ratio is 2.13, which is comparable to the PDI Sharpe Ratio of 2.89. 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
2.06
2.89
OXLC
PDI

Dividends

OXLC vs. PDI - Dividend Comparison

OXLC's dividend yield for the trailing twelve months is around 18.35%, more than PDI's 13.42% yield.


TTM20232022202120202019201820172016201520142013
OXLC
Oxford Lane Capital Corp.
18.35%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
13.42%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 -74.58%, 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%JuneJulyAugustSeptemberOctoberNovember0
-4.26%
OXLC
PDI

Volatility

OXLC vs. PDI - Volatility Comparison

The current volatility for Oxford Lane Capital Corp. (OXLC) is 2.46%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 5.47%. 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
2.46%
5.47%
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