OXSQ vs. ICMB
Compare and contrast key facts about Oxford Square Capital Corp. (OXSQ) and Investcorp Credit Management BDC, Inc. (ICMB).
Performance
OXSQ vs. ICMB - Performance Comparison
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OXSQ vs. ICMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OXSQ Oxford Square Capital Corp. | 6.44% | -13.32% | -1.86% | 7.92% | -14.37% | 47.13% | -32.37% | -4.32% | 16.80% |
ICMB Investcorp Credit Management BDC, Inc. | -40.00% | 5.92% | 0.74% | 19.01% | -18.96% | 15.99% | -16.38% | 23.01% | -18.26% |
Fundamentals
OXSQ:
$137.08M
ICMB:
$23.38M
OXSQ:
-$0.24
ICMB:
$0.13
OXSQ:
11.26
ICMB:
1.35
OXSQ:
0.94
ICMB:
0.32
OXSQ:
$12.05M
ICMB:
$17.35M
OXSQ:
$4.41M
ICMB:
$13.46M
OXSQ:
-$15.93M
ICMB:
$0.00
Returns By Period
In the year-to-date period, OXSQ achieves a 6.44% return, which is significantly higher than ICMB's -40.00% return.
OXSQ
- 1D
- 2.31%
- 1M
- 2.04%
- YTD
- 6.44%
- 6M
- 24.60%
- 1Y
- -17.03%
- 3Y*
- -2.20%
- 5Y*
- -4.45%
- 10Y*
- —
ICMB
- 1D
- -15.62%
- 1M
- -44.14%
- YTD
- -40.00%
- 6M
- -38.92%
- 1Y
- -40.01%
- 3Y*
- -10.81%
- 5Y*
- -9.87%
- 10Y*
- -2.60%
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Return for Risk
OXSQ vs. ICMB — Risk / Return Rank
OXSQ
ICMB
OXSQ vs. ICMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oxford Square Capital Corp. (OXSQ) and Investcorp Credit Management BDC, Inc. (ICMB). 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.
| OXSQ | ICMB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.56 | -0.94 | +0.38 |
Sortino ratioReturn per unit of downside risk | -0.65 | -1.19 | +0.53 |
Omega ratioGain probability vs. loss probability | 0.92 | 0.82 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | -0.45 | -0.85 | +0.41 |
Martin ratioReturn relative to average drawdown | -0.92 | -3.62 | +2.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OXSQ | ICMB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.56 | -0.94 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | -0.27 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | -0.12 | +0.09 |
Correlation
The correlation between OXSQ and ICMB is 0.12, 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.
Dividends
OXSQ vs. ICMB - Dividend Comparison
OXSQ's dividend yield for the trailing twelve months is around 23.73%, less than ICMB's 32.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OXSQ Oxford Square Capital Corp. | 23.73% | 23.86% | 17.21% | 17.66% | 13.46% | 10.29% | 20.07% | 14.76% | 9.27% | 0.00% | 0.00% | 0.00% |
ICMB Investcorp Credit Management BDC, Inc. | 32.10% | 19.26% | 17.82% | 17.72% | 17.02% | 12.73% | 15.93% | 14.93% | 16.00% | 12.27% | 15.12% | 18.14% |
Drawdowns
OXSQ vs. ICMB - Drawdown Comparison
The maximum OXSQ drawdown since its inception was -67.11%, smaller than the maximum ICMB drawdown of -80.34%. Use the drawdown chart below to compare losses from any high point for OXSQ and ICMB.
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Drawdown Indicators
| OXSQ | ICMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.11% | -80.34% | +13.23% |
Max Drawdown (1Y)Largest decline over 1 year | -34.58% | -47.57% | +12.99% |
Max Drawdown (5Y)Largest decline over 5 years | -43.86% | -49.76% | +5.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -80.34% | — |
Current DrawdownCurrent decline from peak | -30.82% | -49.76% | +18.94% |
Average DrawdownAverage peak-to-trough decline | -20.80% | -18.87% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.67% | 11.19% | +5.48% |
Volatility
OXSQ vs. ICMB - Volatility Comparison
The current volatility for Oxford Square Capital Corp. (OXSQ) is 7.16%, while Investcorp Credit Management BDC, Inc. (ICMB) has a volatility of 27.68%. This indicates that OXSQ experiences smaller price fluctuations and is considered to be less risky than ICMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OXSQ | ICMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 27.68% | -20.52% |
Volatility (6M)Calculated over the trailing 6-month period | 23.72% | 36.45% | -12.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.67% | 42.61% | -11.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.60% | 36.51% | -11.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.56% | 43.42% | -8.86% |
Financials
OXSQ vs. ICMB - Financials Comparison
This section allows you to compare key financial metrics between Oxford Square Capital Corp. and Investcorp Credit Management BDC, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities