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 6.57%/yr vs -19.29%/yr for YCL. At a 0.01 correlation, their price movements are largely independent.
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 -7.76% return.
OXLCP
- 1D
- 0.00%
- 1M
- 0.16%
- YTD
- 4.37%
- 6M
- 4.16%
- 1Y
- 9.33%
- 3Y*
- 10.04%
- 5Y*
- 6.57%
- 10Y*
- —
YCL
- 1D
- -0.49%
- 1M
- -3.19%
- YTD
- -7.76%
- 6M
- -7.91%
- 1Y
- -22.35%
- 3Y*
- -14.02%
- 5Y*
- -19.29%
- 10Y*
- -13.39%
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 | -7.76% | -6.34% | -25.97% | -20.46% | -26.92% | -20.94% | 9.84% |
Correlation
The correlation between OXLCP and YCL is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year 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 | +3.85 | ||
| Sortino ratioReturn per unit of downside risk | +5.96 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 0.77 | +0.77 |
| Calmar ratioReturn relative to maximum drawdown | 9.65 | -0.91 | +10.56 |
| Martin ratioReturn relative to average drawdown | 28.34 | -1.37 | +29.72 |
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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 -88.39%. 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% | -88.39% | +38.60% |
Max Drawdown (1Y)Largest decline over 1 year | -0.97% | -24.74% | +23.77% |
Max Drawdown (3Y)Largest decline over 3 years | -1.90% | -41.14% | +39.24% |
Max Drawdown (5Y)Largest decline over 5 years | -11.72% | -66.88% | +55.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -77.19% | — |
Current DrawdownCurrent decline from peak | -0.25% | -88.39% | +88.14% |
Average DrawdownAverage peak-to-trough decline | -2.39% | -53.20% | +50.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 16.31% | -15.98% |
Volatility
OXLCP vs. YCL - Volatility Comparison
The current volatility for Oxford Lane Capital Corp. (OXLCP) is 0.35%, while ProShares Ultra Yen (YCL) has a volatility of 1.29%. 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 | 0.35% | 1.29% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 2.43% | 11.22% | -8.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 16.46% | -12.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.32% | 20.51% | -12.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.01% | 18.57% | +6.44% |
Dividends
OXLCP vs. YCL - Dividend Comparison
OXLCP's dividend yield for the trailing twelve months is around 5.73%, while YCL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
OXLCP Oxford Lane Capital Corp. | 5.73% | 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 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YCL has higher volatility (1.29%) compared to OXLCP (0.35%). In terms of maximum drawdown, OXLCP dropped -49.79% vs YCL's -88.39%.
OXLCP currently has the higher Sharpe Ratio (2.48 vs -1.37), 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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