OXLC vs. RYCEY
OXLC (Oxford Lane Capital Corp.) and RYCEY (Rolls-Royce Holdings plc) are both stocks. OXLC operates in Asset Management (Financial Services), while RYCEY operates in Aerospace & Defense (Industrials). Over the past 10 years, OXLC returned 3.38%/yr vs 8.49%/yr for RYCEY. At a 0.21 correlation, their price movements are largely independent.
Performance
OXLC vs. RYCEY - 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 RYCEY's 12.43% return. Over the past 10 years, OXLC has underperformed RYCEY with an annualized return of 3.38%, while RYCEY has yielded a comparatively higher 8.49% 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%
RYCEY
- 1D
- 1.79%
- 1M
- 7.56%
- YTD
- 12.43%
- 6M
- 19.66%
- 1Y
- 46.06%
- 3Y*
- 113.04%
- 5Y*
- 61.46%
- 10Y*
- 8.49%
OXLC vs. RYCEY - 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% |
RYCEY Rolls-Royce Holdings plc | 12.43% | 123.64% | 88.21% | 253.27% | -33.95% | 2.53% | -82.05% | -12.69% | -7.35% | 40.70% |
Correlation
The correlation between OXLC and RYCEY is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2014 | 0.21 |
The correlation between OXLC and RYCEY shifts across timeframes, from 0.10 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
Fundamentals
OXLC:
$881.97M
RYCEY:
$147.86B
OXLC:
-$5.82
RYCEY:
£0.99
OXLC:
0.98
RYCEY:
2.77
OXLC:
0.86
RYCEY:
40.55
OXLC:
$849.13M
RYCEY:
£40.04B
OXLC:
$793.40M
RYCEY:
£10.10B
OXLC:
-$578.64M
RYCEY:
£8.04B
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Return for Risk
OXLC vs. RYCEY — Risk / Return Rank
OXLC
RYCEY
OXLC vs. RYCEY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oxford Lane Capital Corp. (OXLC) and Rolls-Royce Holdings plc (RYCEY). 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 | RYCEY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.46 | ||
| Sortino ratioReturn per unit of downside risk | -3.63 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.23 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 2.13 | -2.94 |
| Martin ratioReturn relative to average drawdown | -1.47 | 5.98 | -7.44 |
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Drawdowns
OXLC vs. RYCEY - Drawdown Comparison
The maximum OXLC drawdown since its inception was -74.58%, smaller than the maximum RYCEY drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for OXLC and RYCEY.
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Drawdown Indicators
| OXLC | RYCEY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.58% | -99.07% | +24.49% |
Max Drawdown (1Y)Largest decline over 1 year | -52.18% | -21.75% | -30.43% |
Max Drawdown (3Y)Largest decline over 3 years | -57.17% | -23.37% | -33.80% |
Max Drawdown (5Y)Largest decline over 5 years | -57.17% | -62.01% | +4.84% |
Max Drawdown (10Y)Largest decline over 10 years | -74.58% | -94.64% | +20.06% |
Current DrawdownCurrent decline from peak | -48.31% | -77.68% | +29.37% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -84.15% | +70.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.82% | 7.73% | +21.09% |
Volatility
OXLC vs. RYCEY - Volatility Comparison
The current volatility for Oxford Lane Capital Corp. (OXLC) is 5.90%, while Rolls-Royce Holdings plc (RYCEY) has a volatility of 12.00%. This indicates that OXLC experiences smaller price fluctuations and is considered to be less risky than RYCEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OXLC | RYCEY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 12.00% | -6.10% |
Volatility (6M)Calculated over the trailing 6-month period | 27.68% | 32.70% | -5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.41% | 37.88% | -3.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.92% | 43.48% | -17.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.48% | 49.35% | -6.87% |
Dividends
OXLC vs. RYCEY - Dividend Comparison
OXLC's dividend yield for the trailing twelve months is around 50.72%, more than RYCEY's 0.72% 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% |
RYCEY Rolls-Royce Holdings plc | 0.72% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 5.51% | 1.56% | 1.32% | 1.55% | 4.19% | 14.44% |
Financials
OXLC vs. RYCEY - Financials Comparison
This section allows you to compare key financial metrics between Oxford Lane Capital Corp. and Rolls-Royce Holdings plc. 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 RYCEY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYCEY has higher volatility (12.00%) compared to OXLC (5.90%). In terms of maximum drawdown, OXLC dropped -74.58% vs RYCEY's -99.07%.
RYCEY currently has the higher Sharpe Ratio (1.22 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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