OXSQ vs. ORC
Compare and contrast key facts about Oxford Square Capital Corp. (OXSQ) and Orchid Island Capital, Inc. (ORC).
Performance
OXSQ vs. ORC - Performance Comparison
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OXSQ vs. ORC - 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% |
ORC Orchid Island Capital, Inc. | 2.45% | 12.66% | 9.87% | -3.10% | -41.63% | 0.07% | 4.75% | 6.68% | -2.03% |
Fundamentals
OXSQ:
$137.08M
ORC:
$1.17B
OXSQ:
-$0.24
ORC:
$1.19
OXSQ:
11.26
ORC:
9.65
OXSQ:
0.94
ORC:
0.85
OXSQ:
$12.05M
ORC:
$101.20M
OXSQ:
$4.41M
ORC:
$97.60M
OXSQ:
-$15.93M
ORC:
$356.52M
Returns By Period
In the year-to-date period, OXSQ achieves a 6.44% return, which is significantly higher than ORC's 2.45% return.
OXSQ
- 1D
- 2.31%
- 1M
- 2.04%
- YTD
- 6.44%
- 6M
- 24.60%
- 1Y
- -17.03%
- 3Y*
- -2.20%
- 5Y*
- -4.45%
- 10Y*
- —
ORC
- 1D
- 3.53%
- 1M
- -3.84%
- YTD
- 2.45%
- 6M
- 10.59%
- 1Y
- 14.18%
- 3Y*
- 4.85%
- 5Y*
- -9.64%
- 10Y*
- -2.75%
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Return for Risk
OXSQ vs. ORC — Risk / Return Rank
OXSQ
ORC
OXSQ vs. ORC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oxford Square Capital Corp. (OXSQ) and Orchid Island Capital, Inc. (ORC). 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 | ORC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.56 | 0.59 | -1.15 |
Sortino ratioReturn per unit of downside risk | -0.65 | 0.94 | -1.59 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.13 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.45 | 0.71 | -1.16 |
Martin ratioReturn relative to average drawdown | -0.92 | 2.35 | -3.28 |
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 | ORC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.56 | 0.59 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | -0.32 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | -0.03 | 0.00 |
Correlation
The correlation between OXSQ and ORC is 0.30, 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. ORC - Dividend Comparison
OXSQ's dividend yield for the trailing twelve months is around 23.73%, more than ORC's 20.48% 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% |
ORC Orchid Island Capital, Inc. | 20.48% | 20.00% | 18.51% | 21.35% | 29.67% | 17.33% | 15.13% | 16.41% | 16.74% | 18.10% | 15.51% | 19.34% |
Drawdowns
OXSQ vs. ORC - Drawdown Comparison
The maximum OXSQ drawdown since its inception was -67.11%, smaller than the maximum ORC drawdown of -75.77%. Use the drawdown chart below to compare losses from any high point for OXSQ and ORC.
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Drawdown Indicators
| OXSQ | ORC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.11% | -75.77% | +8.66% |
Max Drawdown (1Y)Largest decline over 1 year | -34.58% | -18.90% | -15.68% |
Max Drawdown (5Y)Largest decline over 5 years | -43.86% | -68.46% | +24.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.77% | — |
Current DrawdownCurrent decline from peak | -30.82% | -44.77% | +13.95% |
Average DrawdownAverage peak-to-trough decline | -20.80% | -28.59% | +7.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.67% | 5.90% | +10.77% |
Volatility
OXSQ vs. ORC - Volatility Comparison
The current volatility for Oxford Square Capital Corp. (OXSQ) is 7.16%, while Orchid Island Capital, Inc. (ORC) has a volatility of 8.51%. This indicates that OXSQ experiences smaller price fluctuations and is considered to be less risky than ORC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OXSQ | ORC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 8.51% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 23.72% | 14.86% | +8.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.67% | 24.17% | +6.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.60% | 30.01% | -5.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.56% | 37.74% | -3.18% |
Financials
OXSQ vs. ORC - Financials Comparison
This section allows you to compare key financial metrics between Oxford Square Capital Corp. and Orchid Island Capital, 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