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OXSQ vs. MAIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

OXSQ vs. MAIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oxford Square Capital Corp. (OXSQ) and Main Street Capital Corporation (MAIN). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-6.12%
13.15%
OXSQ
MAIN

Returns By Period

In the year-to-date period, OXSQ achieves a 7.96% return, which is significantly lower than MAIN's 32.48% return.


OXSQ

YTD

7.96%

1M

-5.35%

6M

-6.11%

1Y

7.02%

5Y (annualized)

1.53%

10Y (annualized)

N/A

MAIN

YTD

32.48%

1M

2.08%

6M

13.15%

1Y

41.90%

5Y (annualized)

13.31%

10Y (annualized)

13.71%

Fundamentals


OXSQMAIN
Market Cap$193.49M$4.55B
EPS-$0.11$5.36
Total Revenue (TTM)-$6.90M$521.06M
Gross Profit (TTM)-$11.25M$489.22M
EBITDA (TTM)$3.34M$571.18M

Key characteristics


OXSQMAIN
Sharpe Ratio0.563.09
Sortino Ratio0.863.91
Omega Ratio1.101.59
Calmar Ratio0.324.49
Martin Ratio1.4717.24
Ulcer Index5.04%2.50%
Daily Std Dev13.17%13.92%
Max Drawdown-67.11%-64.53%
Current Drawdown-16.50%0.00%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.4

The correlation between OXSQ and MAIN is 0.37, 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.

Risk-Adjusted Performance

OXSQ vs. MAIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oxford Square Capital Corp. (OXSQ) and Main Street Capital Corporation (MAIN). 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.


Sharpe ratio
The chart of Sharpe ratio for OXSQ, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.563.09
The chart of Sortino ratio for OXSQ, currently valued at 0.86, compared to the broader market-4.00-2.000.002.004.000.863.91
The chart of Omega ratio for OXSQ, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.59
The chart of Calmar ratio for OXSQ, currently valued at 0.32, compared to the broader market0.002.004.006.000.324.49
The chart of Martin ratio for OXSQ, currently valued at 1.47, compared to the broader market-10.000.0010.0020.0030.001.4717.24
OXSQ
MAIN

The current OXSQ Sharpe Ratio is 0.56, which is lower than the MAIN Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of OXSQ and MAIN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.56
3.09
OXSQ
MAIN

Dividends

OXSQ vs. MAIN - Dividend Comparison

OXSQ's dividend yield for the trailing twelve months is around 15.44%, more than MAIN's 7.73% yield.


TTM20232022202120202019201820172016201520142013
OXSQ
Oxford Square Capital Corp.
15.44%18.88%13.46%10.29%20.07%14.76%9.27%0.00%0.00%0.00%0.00%0.00%
MAIN
Main Street Capital Corporation
7.73%8.70%7.97%5.74%6.99%6.76%8.43%7.02%7.42%9.15%8.72%8.18%

Drawdowns

OXSQ vs. MAIN - Drawdown Comparison

The maximum OXSQ drawdown since its inception was -67.11%, roughly equal to the maximum MAIN drawdown of -64.53%. Use the drawdown chart below to compare losses from any high point for OXSQ and MAIN. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.50%
0
OXSQ
MAIN

Volatility

OXSQ vs. MAIN - Volatility Comparison

Oxford Square Capital Corp. (OXSQ) and Main Street Capital Corporation (MAIN) have volatilities of 4.15% and 4.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.15%
4.19%
OXSQ
MAIN

Financials

OXSQ vs. MAIN - Financials Comparison

This section allows you to compare key financial metrics between Oxford Square Capital Corp. and Main Street Capital Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items