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OXLCP vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OXLCP vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oxford Lane Capital Corp. (OXLCP) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OXLCP achieves a 4.37% return, which is significantly higher than BIL's 1.66% return.


OXLCP

1D
0.00%
1M
0.16%
YTD
4.37%
6M
4.16%
1Y
9.33%
3Y*
10.04%
5Y*
6.57%
10Y*

BIL

1D
0.00%
1M
0.27%
YTD
1.66%
6M
1.75%
1Y
3.85%
3Y*
4.60%
5Y*
3.45%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OXLCP vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
OXLCP
Oxford Lane Capital Corp.
4.37%9.04%12.26%8.13%-4.30%17.17%-1.14%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.66%4.15%5.19%4.94%1.40%-0.10%0.25%

Correlation

The correlation between OXLCP and BIL is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2020

-0.01

The correlation between OXLCP and BIL shifts across timeframes, from -0.01 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

OXLCP vs. BIL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OXLCP
OXLCP Risk / Return Rank: 9595
Overall Rank
OXLCP Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
OXLCP Sortino Ratio Rank: 9494
Sortino Ratio Rank
OXLCP Omega Ratio Rank: 9595
Omega Ratio Rank
OXLCP Calmar Ratio Rank: 9797
Calmar Ratio Rank
OXLCP Martin Ratio Rank: 9898
Martin Ratio Rank

BIL
BIL Risk / Return Rank: 100100
Overall Rank
BIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
BIL Omega Ratio Rank: 100100
Omega Ratio Rank
BIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
BIL Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OXLCP vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oxford Lane Capital Corp. (OXLCP) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). 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.


OXLCPBILDifference
Sharpe ratioReturn per unit of total volatility

-16.89

Sortino ratioReturn per unit of downside risk

-169.32

Omega ratioGain probability vs. loss probability

1.54

87.41

-85.87

Calmar ratioReturn relative to maximum drawdown

9.65

353.28

-343.63

Martin ratioReturn relative to average drawdown

28.34

2,801.35

-2,773.00

OXLCP vs. BIL - Sharpe Ratio Comparison

The current OXLCP Sharpe Ratio is 2.48, which is lower than the BIL Sharpe Ratio of 19.37. The chart below compares the historical Sharpe Ratios of OXLCP and BIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OXLCP vs. BIL - Drawdown Comparison

The maximum OXLCP drawdown since its inception was -49.79%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for OXLCP and BIL.


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Drawdown Indicators


OXLCPBILDifference

Max Drawdown

Largest peak-to-trough decline

-49.79%

-0.78%

-49.01%

Max Drawdown (1Y)

Largest decline over 1 year

-0.97%

-0.01%

-0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-1.90%

-0.01%

-1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-11.72%

-0.09%

-11.63%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-0.25%

0.00%

-0.25%

Average Drawdown

Average peak-to-trough decline

-2.39%

-0.26%

-2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

0.00%

+0.33%

Volatility

OXLCP vs. BIL - Volatility Comparison

Oxford Lane Capital Corp. (OXLCP) has a higher volatility of 0.35% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that OXLCP's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OXLCPBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.35%

0.07%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.43%

0.14%

+2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

3.78%

0.20%

+3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.32%

0.26%

+8.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.01%

0.26%

+24.75%

Dividends

OXLCP vs. BIL - Dividend Comparison

OXLCP's dividend yield for the trailing twelve months is around 5.73%, more than BIL's 3.85% yield.


PositionTTM2025202420232022202120202019201820172016
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.85%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%
OXLCP
Oxford Lane Capital Corp.
5.73%6.35%6.49%6.82%6.89%6.18%6.02%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OXLCP and BIL have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OXLCP has higher volatility (0.35%) compared to BIL (0.07%). In terms of maximum drawdown, OXLCP dropped -49.79% vs BIL's -0.78%.

BIL currently has the higher Sharpe Ratio (19.37 vs 2.48), 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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