OXLCP vs. YCL
OXLCP (Oxford Lane Capital Corp.) is a stock, while YCL (ProShares Ultra Yen) is Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Over the past 5 years, OXLCP returned 6.38%/yr vs -18.93%/yr for YCL. Their 0.01 correlation means their historical movements had little consistent relationship.
Performance
OXLCP vs. YCL - Performance Comparison
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Returns By Period
In the year-to-date period, OXLCP achieves a 4.37% return, which is significantly higher than YCL's -3.20% return.
OXLCP
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 3.40%
- YTD
- 4.37%
- 1Y
- 8.00%
- 3Y*
- 9.64%
- 5Y*
- 6.38%
- 10Y*
- —
- ALL TIME*
- 6.79%
YCL
- 1D
- 2.79%
- 1M
- 4.06%
- 6M
- -4.11%
- YTD
- -3.20%
- 1Y
- -16.50%
- 3Y*
- -13.15%
- 5Y*
- -18.93%
- 10Y*
- -13.01%
- ALL TIME*
- -9.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $34.31K | |
| $1.17M | $877.38K | $749.85K |
OXLCP vs. YCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
OXLCP Oxford Lane Capital Corp. | 4.37% | 9.04% | 12.26% | 8.13% | -4.30% | 17.17% | -1.14% |
YCL ProShares Ultra Yen | -3.20% | -6.34% | -25.97% | -20.46% | -26.92% | -20.94% | 9.84% |
Correlation
The correlation between OXLCP and YCL is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2020 | 0.01 |
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Return for Risk
OXLCP vs. YCL — Risk / Return Rank
OXLCP
YCL
OXLCP vs. YCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oxford Lane Capital Corp. (OXLCP) and ProShares Ultra Yen (YCL). 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.
| OXLCP | YCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.34 | ||
| Sortino ratioReturn per unit of downside risk | +5.17 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 0.83 | +0.73 |
| Calmar ratioReturn relative to maximum drawdown | 8.27 | -0.71 | +8.98 |
| Martin ratioReturn relative to average drawdown | 25.91 | -1.13 | +27.04 |
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Drawdowns
OXLCP vs. YCL - Drawdown Comparison
The maximum OXLCP drawdown since its inception was -49.79%, smaller than the maximum YCL drawdown of -88.74%. Use the drawdown chart below to compare losses from any high point for OXLCP and YCL.
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Drawdown Indicators
| OXLCP | YCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.79% | -88.74% | +38.95% |
Max Drawdown (1Y)Largest decline over 1 year | -0.97% | -23.28% | +22.31% |
Max Drawdown (3Y)Largest decline over 3 years | -1.90% | -39.44% | +37.54% |
Max Drawdown (5Y)Largest decline over 5 years | -11.72% | -67.75% | +56.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -77.87% | — |
Current DrawdownCurrent decline from peak | -0.25% | -87.82% | +87.57% |
Average DrawdownAverage peak-to-trough decline | -2.35% | -53.43% | +51.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.31% | 14.64% | -14.33% |
Volatility
OXLCP vs. YCL - Volatility Comparison
The current volatility for Oxford Lane Capital Corp. (OXLCP) is 0.00%, while ProShares Ultra Yen (YCL) has a volatility of 5.95%. This indicates that OXLCP experiences smaller price fluctuations and is considered to be less risky than YCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OXLCP | YCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 5.95% | -5.95% |
Volatility (6M)Calculated over the trailing 6-month period | 2.13% | 11.14% | -9.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.48% | 16.16% | -12.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.30% | 20.64% | -12.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.79% | 18.20% | +6.59% |
Dividends
OXLCP vs. YCL - Dividend Comparison
OXLCP's dividend yield for the trailing twelve months is around 5.21%, while YCL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
OXLCP Oxford Lane Capital Corp. | 5.21% | 6.35% | 6.49% | 6.82% | 6.89% | 6.18% | 6.02% |
YCL ProShares Ultra Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OXLCP and YCL 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.
YCL has higher volatility (5.95%) compared to OXLCP (0.00%). In terms of maximum drawdown, OXLCP dropped -49.79% vs YCL's -88.74%.
OXLCP currently has the higher Sharpe Ratio (2.31 vs -1.03), 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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