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OXLCO vs. SVOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

OXLCO vs. SVOL

Last updated May 19, 2025

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 0.17, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in Oxford Lane Capital Corp. (OXLCO) and Simplify Volatility Premium ETF (SVOL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

OXLCO:

1.28

SVOL:

0.07

Sortino Ratio

OXLCO:

1.64

SVOL:

0.40

Omega Ratio

OXLCO:

1.24

SVOL:

1.07

Calmar Ratio

OXLCO:

2.93

SVOL:

0.09

Martin Ratio

OXLCO:

10.41

SVOL:

0.34

Ulcer Index

OXLCO:

0.81%

SVOL:

8.59%

Daily Std Dev

OXLCO:

7.33%

SVOL:

36.23%

Max Drawdown

OXLCO:

-16.35%

SVOL:

-33.50%

Current Drawdown

OXLCO:

-0.88%

SVOL:

-3.31%

Returns By Period

In the year-to-date period, OXLCO achieves a 2.00% return, which is significantly higher than SVOL's 1.64% return.

OXLCO

YTD

2.00%

1M

0.49%

6M

1.05%

1Y

9.08%

5Y*

N/A

10Y*

N/A

SVOL

YTD

1.64%

1M

30.29%

6M

0.20%

1Y

2.17%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

OXLCO vs. SVOL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
OXLCO
The Risk-Adjusted Performance Rank of OXLCO is 8888
Overall Rank
The Sharpe Ratio Rank of OXLCO is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of OXLCO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of OXLCO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of OXLCO is 9696
Calmar Ratio Rank
The Martin Ratio Rank of OXLCO is 9595
Martin Ratio Rank
SVOL
The Risk-Adjusted Performance Rank of SVOL is 2222
Overall Rank
The Sharpe Ratio Rank of SVOL is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of SVOL is 2323
Sortino Ratio Rank
The Omega Ratio Rank of SVOL is 2828
Omega Ratio Rank
The Calmar Ratio Rank of SVOL is 2020
Calmar Ratio Rank
The Martin Ratio Rank of SVOL is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

The current OXLCO Sharpe Ratio is 1.28, which is higher than the SVOL Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of OXLCO and SVOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

OXLCO vs. SVOL - Dividend Comparison

OXLCO's dividend yield for the trailing twelve months is around 6.65%, less than SVOL's 16.87% yield.

TTM2024202320222021
OXLCO
Oxford Lane Capital Corp.		6.65%6.60%6.81%7.32%2.26%
SVOL
Simplify Volatility Premium ETF		16.87%16.79%16.37%18.32%4.65%

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. For additional features, visit the drawdowns tool.

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Volatility

OXLCO vs. SVOL - Volatility Comparison

The current volatility for Oxford Lane Capital Corp. (OXLCO) is 3.56%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 17.00%. 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.

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