OXSQ vs. ORC
Compare and contrast key facts about Oxford Square Capital Corp. (OXSQ) and Orchid Island Capital, Inc. (ORC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OXSQ or ORC.
Key characteristics
| OXSQ | ORC | |
|---|---|---|
| YTD Return | 11.17% | 10.44% |
| 1Y Return | 11.64% | 5.08% |
| 3Y Return (Ann) | 0.81% | -17.34% |
| 5Y Return (Ann) | -1.47% | -7.37% |
| 10Y Return (Ann) | 2.68% | -4.65% |
| Sharpe Ratio | 0.62 | 0.15 |
| Daily Std Dev | 15.13% | 30.01% |
| Max Drawdown | -79.10% | -75.77% |
| Current Drawdown | -15.37% | -54.10% |
Fundamentals
| OXSQ | ORC | |
|---|---|---|
| Market Cap | $182.99M | $614.92M |
| EPS | $0.02 | -$0.97 |
| Total Revenue (TTM) | $4.08M | $327.49M |
| Gross Profit (TTM) | -$1.55M | $315.60M |
| EBITDA (TTM) | $12.11T | $119.24M |
Correlation
The correlation between OXSQ and ORC is 0.25, 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. ORC - Performance Comparison
In the year-to-date period, OXSQ achieves a 11.17% return, which is significantly higher than ORC's 10.44% return. Over the past 10 years, OXSQ has outperformed ORC with an annualized return of 2.68%, while ORC has yielded a comparatively lower -4.65% 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. ORC - Risk-Adjusted Performance 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.
Dividends
OXSQ vs. ORC - Dividend Comparison
OXSQ's dividend yield for the trailing twelve months is around 14.63%, less than ORC's 17.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OXSQ Oxford Square Capital Corp. | 14.63% | 18.41% | 12.73% | 10.29% | 20.07% | 14.15% | 12.36% | 13.94% | 17.55% | 18.75% | 15.41% | 11.22% |
ORC Orchid Island Capital, Inc. | 17.81% | 21.35% | 23.57% | 17.33% | 15.13% | 16.41% | 16.74% | 18.10% | 15.51% | 19.34% | 16.55% | 10.73% |
Drawdowns
OXSQ vs. ORC - Drawdown Comparison
The maximum OXSQ drawdown since its inception was -79.10%, roughly equal to the maximum ORC drawdown of -75.77%. Use the drawdown chart below to compare losses from any high point for OXSQ and ORC. For additional features, visit the drawdowns tool.
Volatility
OXSQ vs. ORC - Volatility Comparison
The current volatility for Oxford Square Capital Corp. (OXSQ) is 2.31%, while Orchid Island Capital, Inc. (ORC) has a volatility of 2.50%. 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.
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