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

Performance

OXSQ vs. OBDC - Performance Comparison

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

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2.00%JuneJulyAugustSeptemberOctoberNovember
-6.11%
-4.25%
OXSQ
OBDC

Returns By Period

In the year-to-date period, OXSQ achieves a 7.96% return, which is significantly lower than OBDC's 10.91% return.


OXSQ

YTD

7.96%

1M

-5.35%

6M

-6.11%

1Y

7.02%

5Y (annualized)

1.53%

10Y (annualized)

N/A

OBDC

YTD

10.91%

1M

-0.46%

6M

-4.24%

1Y

15.09%

5Y (annualized)

6.87%

10Y (annualized)

N/A

Fundamentals


OXSQOBDC
Market Cap$193.49M$5.80B
EPS-$0.11$1.61
Total Revenue (TTM)-$6.90M$1.36B
Gross Profit (TTM)-$11.25M$1.10B
EBITDA (TTM)$3.34M$920.67M

Key characteristics


OXSQOBDC
Sharpe Ratio0.561.25
Sortino Ratio0.861.78
Omega Ratio1.101.23
Calmar Ratio0.321.24
Martin Ratio1.473.01
Ulcer Index5.04%5.44%
Daily Std Dev13.17%13.10%
Max Drawdown-67.11%-56.16%
Current Drawdown-16.50%-6.00%

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Correlation

-0.50.00.51.00.3

The correlation between OXSQ and OBDC 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.

Risk-Adjusted Performance

OXSQ vs. OBDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oxford Square Capital Corp. (OXSQ) and Blue Owl Capital Corporation (OBDC). 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-4.00-2.000.002.004.000.561.25
The chart of Sortino ratio for OXSQ, currently valued at 0.86, compared to the broader market-4.00-2.000.002.004.000.861.78
The chart of Omega ratio for OXSQ, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.23
The chart of Calmar ratio for OXSQ, currently valued at 0.34, compared to the broader market0.002.004.006.000.341.24
The chart of Martin ratio for OXSQ, currently valued at 1.47, compared to the broader market-10.000.0010.0020.0030.001.473.01
OXSQ
OBDC

The current OXSQ Sharpe Ratio is 0.56, which is lower than the OBDC Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of OXSQ and OBDC, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.56
1.25
OXSQ
OBDC

Dividends

OXSQ vs. OBDC - Dividend Comparison

OXSQ's dividend yield for the trailing twelve months is around 15.44%, more than OBDC's 11.51% yield.


TTM202320222021202020192018
OXSQ
Oxford Square Capital Corp.
15.44%18.88%13.46%10.29%20.07%14.76%9.27%
OBDC
Blue Owl Capital Corporation
11.51%10.77%11.17%8.76%7.98%3.47%0.00%

Drawdowns

OXSQ vs. OBDC - Drawdown Comparison

The maximum OXSQ drawdown since its inception was -67.11%, which is greater than OBDC's maximum drawdown of -56.16%. Use the drawdown chart below to compare losses from any high point for OXSQ and OBDC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.08%
-6.00%
OXSQ
OBDC

Volatility

OXSQ vs. OBDC - Volatility Comparison

The current volatility for Oxford Square Capital Corp. (OXSQ) is 4.15%, while Blue Owl Capital Corporation (OBDC) has a volatility of 5.21%. This indicates that OXSQ experiences smaller price fluctuations and is considered to be less risky than OBDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.15%
5.21%
OXSQ
OBDC

Financials

OXSQ vs. OBDC - Financials Comparison

This section allows you to compare key financial metrics between Oxford Square Capital Corp. and Blue Owl 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