OXLC vs. SCHH

In the year-to-date period, OXLC achieves a 5.58% return, which is significantly higher than SCHH's 2.28% return. Over the past 10 years, OXLC has outperformed SCHH with an annualized return of 7.33%, while SCHH has yielded a comparatively lower 3.82% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Oxford Lane Capital Corp. (OXLC) and Schwab US REIT ETF (SCHH). 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 comparable to the SCHH Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of OXLC and SCHH, 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 SCHH's 3.13% yield.

The maximum OXLC drawdown since its inception was -74.58%, which is greater than SCHH's maximum drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for OXLC and SCHH. For additional features, visit the drawdowns tool.

Oxford Lane Capital Corp. (OXLC) has a higher volatility of 5.04% compared to Schwab US REIT ETF (SCHH) at 4.49%. This indicates that OXLC's price experiences larger fluctuations and is considered to be riskier than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.