OXLCO vs. SVOL
OXLCO (Oxford Lane Capital Corp.) is a stock, while SVOL (Simplify Volatility Premium ETF) is Volatility fund actively managed by Simplify. Over the past 3 years, OXLCO returned 11.13%/yr vs 6.58%/yr for SVOL. At a 0.09 correlation, their price movements are largely independent.
Performance
OXLCO vs. SVOL - Performance Comparison
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Returns By Period
In the year-to-date period, OXLCO achieves a 6.30% return, which is significantly higher than SVOL's -0.40% return.
OXLCO
- 1D
- 0.42%
- 1M
- 2.98%
- YTD
- 6.30%
- 6M
- 6.76%
- 1Y
- 12.91%
- 3Y*
- 11.13%
- 5Y*
- —
- 10Y*
- —
SVOL
- 1D
- -0.12%
- 1M
- 2.98%
- YTD
- -0.40%
- 6M
- 1.29%
- 1Y
- 10.62%
- 3Y*
- 6.58%
- 5Y*
- 6.70%
- 10Y*
- —
OXLCO vs. SVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
OXLCO Oxford Lane Capital Corp. | 6.30% | 9.85% | 10.30% | 15.29% | -12.19% | 2.91% |
SVOL Simplify Volatility Premium ETF | -0.40% | 2.41% | 6.77% | 22.88% | -3.30% | 3.07% |
Correlation
The correlation between OXLCO and SVOL is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 12, 2021 | 0.09 |
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Return for Risk
OXLCO vs. SVOL — Risk / Return Rank
OXLCO
SVOL
OXLCO vs. SVOL - Risk-Adjusted Trends 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.
| OXLCO | SVOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.12 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 0.82 | +1.64 |
| Martin ratioReturn relative to average drawdown | 11.44 | 1.94 | +9.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OXLCO | SVOL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.51 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.35 | +0.15 |
Drawdowns
OXLCO vs. SVOL - Drawdown Comparison
The maximum OXLCO drawdown since its inception was -16.35%, smaller than the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for OXLCO and SVOL.
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Drawdown Indicators
| OXLCO | SVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.35% | -33.50% | +17.15% |
Max Drawdown (1Y)Largest decline over 1 year | -5.27% | -13.01% | +7.74% |
Max Drawdown (3Y)Largest decline over 3 years | -5.27% | -33.50% | +28.23% |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.50% | — |
Current DrawdownCurrent decline from peak | -2.49% | -2.98% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -2.61% | -4.77% | +2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 5.49% | -4.36% |
Volatility
OXLCO vs. SVOL - Volatility Comparison
Oxford Lane Capital Corp. (OXLCO) has a higher volatility of 5.68% compared to Simplify Volatility Premium ETF (SVOL) at 1.41%. This indicates that OXLCO's price experiences larger fluctuations and is considered to be riskier than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OXLCO | SVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 1.41% | +4.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.05% | 9.57% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.90% | 20.90% | -11.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.72% | 21.99% | -9.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.72% | 21.92% | -9.20% |
Dividends
OXLCO vs. SVOL - Dividend Comparison
OXLCO's dividend yield for the trailing twelve months is around 6.19%, less than SVOL's 22.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
OXLCO Oxford Lane Capital Corp. | 6.19% | 6.41% | 6.60% | 6.81% | 7.32% | 2.26% |
SVOL Simplify Volatility Premium ETF | 22.10% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% |
Frequently Asked Questions
OXLCO and SVOL have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OXLCO has higher volatility (5.68%) compared to SVOL (1.41%). In terms of maximum drawdown, OXLCO dropped -16.35% vs SVOL's -33.50%.
OXLCO currently has the higher Sharpe Ratio (1.31 vs 0.51), 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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