OXLC vs. QYLD

In the year-to-date period, OXLC achieves a 5.58% return, which is significantly higher than QYLD's -7.87% return. Over the past 10 years, OXLC has outperformed QYLD with an annualized return of 7.40%, while QYLD has yielded a comparatively lower -3.14% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Oxford Lane Capital Corp. (OXLC) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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 0.51, which is higher than the QYLD Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of OXLC and QYLD, 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 21.93%, more than QYLD's 13.68% yield.

The maximum OXLC drawdown since its inception was -74.58%, which is greater than QYLD's maximum drawdown of -40.69%. Use the drawdown chart below to compare losses from any high point for OXLC and QYLD. For additional features, visit the drawdowns tool.

Oxford Lane Capital Corp. (OXLC) has a higher volatility of 5.04% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 3.16%. This indicates that OXLC's price experiences larger fluctuations and is considered to be riskier than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.