OXLC vs. PG
OXLC (Oxford Lane Capital Corp.) and PG (The Procter & Gamble Company) are both stocks. OXLC operates in Asset Management (Financial Services), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, OXLC returned 3.38%/yr vs 8.96%/yr for PG. At a 0.12 correlation, their price movements are largely independent.
Performance
OXLC vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, OXLC achieves a -27.84% return, which is significantly lower than PG's 5.93% return. Over the past 10 years, OXLC has underperformed PG with an annualized return of 3.38%, while PG has yielded a comparatively higher 8.96% annualized return.
OXLC
- 1D
- -1.41%
- 1M
- -8.51%
- YTD
- -27.84%
- 6M
- -21.18%
- 1Y
- -42.28%
- 3Y*
- -9.70%
- 5Y*
- -7.86%
- 10Y*
- 3.38%
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
OXLC vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OXLC Oxford Lane Capital Corp. | -27.84% | -24.38% | 24.58% | 16.52% | -24.15% | 59.91% | -15.79% | -0.98% | 12.86% | 13.47% |
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between OXLC and PG is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2011 | 0.12 |
The correlation between OXLC and PG shifts across timeframes, from -0.02 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
Fundamentals
OXLC:
$881.97M
PG:
$361.53B
OXLC:
-$5.82
PG:
$5.23
OXLC:
0.98
PG:
4.20
OXLC:
0.86
PG:
6.70
OXLC:
$849.13M
PG:
$86.72B
OXLC:
$793.40M
PG:
$43.64B
OXLC:
-$578.64M
PG:
$22.63B
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Return for Risk
OXLC vs. PG — Risk / Return Rank
OXLC
PG
OXLC vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oxford Lane Capital Corp. (OXLC) and The Procter & Gamble Company (PG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OXLC | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 0.97 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | -0.37 | -0.45 |
| Martin ratioReturn relative to average drawdown | -1.47 | -0.68 | -0.79 |
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Drawdowns
OXLC vs. PG - Drawdown Comparison
The maximum OXLC drawdown since its inception was -74.58%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for OXLC and PG.
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Drawdown Indicators
| OXLC | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.58% | -54.25% | -20.33% |
Max Drawdown (1Y)Largest decline over 1 year | -52.18% | -15.52% | -36.66% |
Max Drawdown (3Y)Largest decline over 3 years | -57.17% | -21.15% | -36.02% |
Max Drawdown (5Y)Largest decline over 5 years | -57.17% | -23.77% | -33.40% |
Max Drawdown (10Y)Largest decline over 10 years | -74.58% | -23.77% | -50.81% |
Current DrawdownCurrent decline from peak | -48.31% | -13.29% | -35.02% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -12.16% | -1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.82% | 8.80% | +20.02% |
Volatility
OXLC vs. PG - Volatility Comparison
The current volatility for Oxford Lane Capital Corp. (OXLC) is 5.90%, while The Procter & Gamble Company (PG) has a volatility of 6.99%. This indicates that OXLC experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OXLC | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 6.99% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 27.68% | 15.01% | +12.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.41% | 18.78% | +15.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.92% | 17.82% | +8.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.48% | 19.05% | +23.43% |
Dividends
OXLC vs. PG - Dividend Comparison
OXLC's dividend yield for the trailing twelve months is around 50.72%, more than PG's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OXLC Oxford Lane Capital Corp. | 50.72% | 35.86% | 20.12% | 18.83% | 17.75% | 10.51% | 22.46% | 19.85% | 16.70% | 17.91% | 22.84% | 24.10% |
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Financials
OXLC vs. PG - Financials Comparison
This section allows you to compare key financial metrics between Oxford Lane Capital Corp. and The Procter & Gamble Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
OXLC and PG have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (6.99%) compared to OXLC (5.90%). In terms of maximum drawdown, OXLC dropped -74.58% vs PG's -54.25%.
PG currently has the higher Sharpe Ratio (-0.30 vs -1.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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