OXSQ vs. OXLC

In the year-to-date period, OXSQ achieves a 7.29% return, which is significantly higher than OXLC's 5.58% return.

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This table presents a comparison of risk-adjusted performance metrics for Oxford Square Capital Corp. (OXSQ) and Oxford Lane Capital Corp. (OXLC). 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.

The current OXSQ Sharpe Ratio is -0.52, which is lower than the OXLC Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of OXSQ and OXLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OXSQ's dividend yield for the trailing twelve months is around 17.14%, less than OXLC's 21.93% yield.

The maximum OXSQ drawdown since its inception was -67.10%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for OXSQ and OXLC. For additional features, visit the drawdowns tool.

Oxford Square Capital Corp. (OXSQ) has a higher volatility of 6.30% compared to Oxford Lane Capital Corp. (OXLC) at 5.04%. This indicates that OXSQ's price experiences larger fluctuations and is considered to be riskier than OXLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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