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

Key characteristics


OXLCREPX
YTD Return27.75%24.15%
1Y Return29.30%31.28%
3Y Return (Ann)2.62%12.45%
5Y Return (Ann)6.27%41.17%
10Y Return (Ann)7.19%-2.95%
Sharpe Ratio2.000.21
Sortino Ratio2.720.64
Omega Ratio1.381.09
Calmar Ratio1.330.11
Martin Ratio10.620.68
Ulcer Index2.78%15.87%
Daily Std Dev14.76%50.98%
Max Drawdown-74.58%-99.74%
Current Drawdown0.00%-97.88%

Fundamentals


OXLCREPX
Market Cap$1.80B$648.77M
EPS$0.81$4.88
PE Ratio6.586.16
Total Revenue (TTM)$361.78M$304.98M
Gross Profit (TTM)$269.11M$196.71M
EBITDA (TTM)$219.55M$140.10M

Correlation

-0.50.00.51.00.1

The correlation between OXLC and REPX is 0.10, 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. REPX - Performance Comparison

In the year-to-date period, OXLC achieves a 27.75% return, which is significantly higher than REPX's 24.15% return. Over the past 10 years, OXLC has outperformed REPX with an annualized return of 7.19%, while REPX has yielded a comparatively lower -2.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
13.55%
18.51%
OXLC
REPX

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Risk-Adjusted Performance

OXLC vs. REPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oxford Lane Capital Corp. (OXLC) and Riley Exploration Permian, Inc. (REPX). 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 2.00, compared to the broader market-4.00-2.000.002.004.002.00
Sortino ratio
The chart of Sortino ratio for OXLC, currently valued at 2.72, compared to the broader market-4.00-2.000.002.004.006.002.72
Omega ratio
The chart of Omega ratio for OXLC, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for OXLC, currently valued at 1.33, compared to the broader market0.002.004.006.001.33
Martin ratio
The chart of Martin ratio for OXLC, currently valued at 10.62, compared to the broader market-10.000.0010.0020.0030.0010.62
REPX
Sharpe ratio
The chart of Sharpe ratio for REPX, currently valued at 0.21, compared to the broader market-4.00-2.000.002.004.000.21
Sortino ratio
The chart of Sortino ratio for REPX, currently valued at 0.64, compared to the broader market-4.00-2.000.002.004.006.000.64
Omega ratio
The chart of Omega ratio for REPX, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for REPX, currently valued at 0.13, compared to the broader market0.002.004.006.000.13
Martin ratio
The chart of Martin ratio for REPX, currently valued at 0.68, compared to the broader market-10.000.0010.0020.0030.000.68

OXLC vs. REPX - Sharpe Ratio Comparison

The current OXLC Sharpe Ratio is 2.00, which is higher than the REPX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of OXLC and REPX, 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.00
0.21
OXLC
REPX

Dividends

OXLC vs. REPX - Dividend Comparison

OXLC's dividend yield for the trailing twelve months is around 18.59%, more than REPX's 4.56% yield.


TTM20232022202120202019201820172016201520142013
OXLC
Oxford Lane Capital Corp.
18.59%18.83%17.75%10.58%22.51%19.85%16.70%17.91%22.84%24.10%16.72%12.69%
REPX
Riley Exploration Permian, Inc.
4.56%5.07%4.32%4.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OXLC vs. REPX - Drawdown Comparison

The maximum OXLC drawdown since its inception was -74.58%, smaller than the maximum REPX drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for OXLC and REPX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-76.03%
OXLC
REPX

Volatility

OXLC vs. REPX - Volatility Comparison

The current volatility for Oxford Lane Capital Corp. (OXLC) is 2.24%, while Riley Exploration Permian, Inc. (REPX) has a volatility of 14.54%. This indicates that OXLC experiences smaller price fluctuations and is considered to be less risky than REPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
2.24%
14.54%
OXLC
REPX

Financials

OXLC vs. REPX - Financials Comparison

This section allows you to compare key financial metrics between Oxford Lane Capital Corp. and Riley Exploration Permian, Inc.. 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