OXSQ vs. MOAT
Compare and contrast key facts about Oxford Square Capital Corp. (OXSQ) and VanEck Vectors Morningstar Wide Moat ETF (MOAT).
MOAT is a passively managed fund by VanEck that tracks the performance of the Morningstar Wide Moat Focus Index. It was launched on Apr 24, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OXSQ or MOAT.
Key characteristics
| OXSQ | MOAT | |
|---|---|---|
| YTD Return | 10.01% | 11.46% |
| 1Y Return | 9.36% | 21.88% |
| 3Y Return (Ann) | 0.45% | 9.41% |
| 5Y Return (Ann) | -2.35% | 14.80% |
| 10Y Return (Ann) | 2.57% | 13.03% |
| Sharpe Ratio | 0.70 | 1.66 |
| Daily Std Dev | 15.03% | 13.12% |
| Max Drawdown | -79.10% | -33.31% |
| Current Drawdown | -16.26% | -0.76% |
Correlation
The correlation between OXSQ and MOAT is 0.34, 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.
Performance
OXSQ vs. MOAT - Performance Comparison
In the year-to-date period, OXSQ achieves a 10.01% return, which is significantly lower than MOAT's 11.46% return. Over the past 10 years, OXSQ has underperformed MOAT with an annualized return of 2.57%, while MOAT has yielded a comparatively higher 13.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
OXSQ vs. MOAT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oxford Square Capital Corp. (OXSQ) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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.
Dividends
OXSQ vs. MOAT - Dividend Comparison
OXSQ's dividend yield for the trailing twelve months is around 14.79%, more than MOAT's 0.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OXSQ Oxford Square Capital Corp. | 14.79% | 18.41% | 12.73% | 10.29% | 20.07% | 14.15% | 12.36% | 13.94% | 17.55% | 18.75% | 15.41% | 11.22% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.77% | 0.86% | 1.25% | 1.08% | 1.46% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
Drawdowns
OXSQ vs. MOAT - Drawdown Comparison
The maximum OXSQ drawdown since its inception was -79.10%, which is greater than MOAT's maximum drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for OXSQ and MOAT. For additional features, visit the drawdowns tool.
Volatility
OXSQ vs. MOAT - Volatility Comparison
Oxford Square Capital Corp. (OXSQ) and VanEck Vectors Morningstar Wide Moat ETF (MOAT) have volatilities of 2.44% and 2.49%, 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.