OXLCO vs. SVOL
Compare and contrast key facts about Oxford Lane Capital Corp. (OXLCO) and Simplify Volatility Premium ETF (SVOL).
SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OXLCO or SVOL.
Correlation
The correlation between OXLCO and SVOL is 0.11, 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
OXLCO vs. SVOL - Performance Comparison
Key characteristics
OXLCO:
1.93
SVOL:
0.73
OXLCO:
2.83
SVOL:
1.05
OXLCO:
1.39
SVOL:
1.18
OXLCO:
5.66
SVOL:
0.97
OXLCO:
20.63
SVOL:
5.22
OXLCO:
0.67%
SVOL:
2.03%
OXLCO:
6.86%
SVOL:
14.59%
OXLCO:
-16.35%
SVOL:
-15.62%
OXLCO:
-0.22%
SVOL:
-0.09%
Returns By Period
In the year-to-date period, OXLCO achieves a 2.47% return, which is significantly lower than SVOL's 4.64% return.
OXLCO
2.47%
1.42%
5.16%
12.74%
N/A
N/A
SVOL
4.64%
2.42%
3.21%
9.93%
N/A
N/A
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Risk-Adjusted Performance
OXLCO vs. SVOL — Risk-Adjusted Performance Rank
OXLCO
SVOL
OXLCO vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oxford Lane Capital Corp. (OXLCO) and Simplify Volatility Premium ETF (SVOL). 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.
Dividends
OXLCO vs. SVOL - Dividend Comparison
OXLCO's dividend yield for the trailing twelve months is around 6.51%, less than SVOL's 16.11% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|
OXLCO Oxford Lane Capital Corp. | 6.51% | 6.60% | 6.81% | 7.32% | 2.26% |
SVOL Simplify Volatility Premium ETF | 16.11% | 16.79% | 16.37% | 18.32% | 4.65% |
Drawdowns
OXLCO vs. SVOL - Drawdown Comparison
The maximum OXLCO drawdown since its inception was -16.35%, roughly equal to the maximum SVOL drawdown of -15.62%. Use the drawdown chart below to compare losses from any high point for OXLCO and SVOL. For additional features, visit the drawdowns tool.
Volatility
OXLCO vs. SVOL - Volatility Comparison
The current volatility for Oxford Lane Capital Corp. (OXLCO) is 1.03%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 3.24%. This indicates that OXLCO experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.