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OXLCP vs. BINC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OXLCP vs. BINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oxford Lane Capital Corp. (OXLCP) and iShares Flexible Income Active ETF (BINC). 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 BINC's 0.90% return.


OXLCP

1D
0.00%
1M
0.36%
YTD
4.37%
6M
4.86%
1Y
9.91%
3Y*
10.45%
5Y*
6.76%
10Y*

BINC

1D
-0.12%
1M
0.54%
YTD
0.90%
6M
1.22%
1Y
5.80%
3Y*
7.02%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OXLCP vs. BINC - Yearly Performance Comparison


2026 (YTD)202520242023
OXLCP
Oxford Lane Capital Corp.
4.37%9.04%12.26%3.85%
BINC
iShares Flexible Income Active ETF
0.90%7.57%5.76%7.08%

Correlation

The correlation between OXLCP and BINC is -0.00, 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

-0.00

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

0.05

Correlation (All Time)
Calculated using the full available price history since May 24, 2023

0.05

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Return for Risk

OXLCP vs. BINC — 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: 9393
Sortino Ratio Rank
OXLCP Omega Ratio Rank: 9494
Omega Ratio Rank
OXLCP Calmar Ratio Rank: 9797
Calmar Ratio Rank
OXLCP Martin Ratio Rank: 9898
Martin Ratio Rank

BINC
BINC Risk / Return Rank: 6767
Overall Rank
BINC Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BINC Sortino Ratio Rank: 8282
Sortino Ratio Rank
BINC Omega Ratio Rank: 8383
Omega Ratio Rank
BINC Calmar Ratio Rank: 4343
Calmar Ratio Rank
BINC Martin Ratio Rank: 5050
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. BINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oxford Lane Capital Corp. (OXLCP) and iShares Flexible Income Active ETF (BINC). 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.


OXLCPBINCDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.53

1.51

+0.02

Calmar ratioReturn relative to maximum drawdown

10.26

2.17

+8.09

Martin ratioReturn relative to average drawdown

29.32

8.53

+20.79

OXLCP vs. BINC - Sharpe Ratio Comparison

The current OXLCP Sharpe Ratio is 2.49, which is comparable to the BINC Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of OXLCP and BINC, 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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Sharpe Ratios by Period


OXLCPBINCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

2.56

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

2.36

-2.08

Drawdowns

OXLCP vs. BINC - Drawdown Comparison

The maximum OXLCP drawdown since its inception was -49.79%, which is greater than BINC's maximum drawdown of -2.69%. Use the drawdown chart below to compare losses from any high point for OXLCP and BINC.


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Drawdown Indicators


OXLCPBINCDifference

Max Drawdown

Largest peak-to-trough decline

-49.79%

-2.69%

-47.10%

Max Drawdown (1Y)

Largest decline over 1 year

-0.97%

-2.69%

+1.72%

Max Drawdown (3Y)

Largest decline over 3 years

-1.90%

-2.69%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-11.72%

Current Drawdown

Current decline from peak

-0.25%

-0.49%

+0.24%

Average Drawdown

Average peak-to-trough decline

-2.40%

-0.36%

-2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.68%

-0.34%

Volatility

OXLCP vs. BINC - Volatility Comparison

The current volatility for Oxford Lane Capital Corp. (OXLCP) is 0.70%, while iShares Flexible Income Active ETF (BINC) has a volatility of 0.75%. This indicates that OXLCP experiences smaller price fluctuations and is considered to be less risky than BINC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OXLCPBINCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

0.75%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

1.84%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

4.00%

2.28%

+1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.33%

3.00%

+5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.11%

3.00%

+22.11%

Dividends

OXLCP vs. BINC - Dividend Comparison

OXLCP's dividend yield for the trailing twelve months is around 6.25%, more than BINC's 5.86% yield.


PositionTTM202520242023202220212020
BINC
iShares Flexible Income Active ETF
5.86%5.86%6.14%3.13%0.00%0.00%0.00%
OXLCP
Oxford Lane Capital Corp.
6.25%6.35%6.49%6.82%6.89%6.18%6.02%

Frequently Asked Questions


OXLCP and BINC have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BINC has higher volatility (0.75%) compared to OXLCP (0.70%). In terms of maximum drawdown, OXLCP dropped -49.79% vs BINC's -2.69%.

BINC currently has the higher Sharpe Ratio (2.56 vs 2.49), 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.

Portfolio Optimizer

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