OXSQ vs. OXLC
OXSQ (Oxford Square Capital Corp.) and OXLC (Oxford Lane Capital Corp.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 5 years, OXSQ returned -12.50%/yr vs -4.65%/yr for OXLC. At a 0.33 correlation, their price movements are largely independent.
Performance
OXSQ vs. OXLC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, OXSQ achieves a -23.60% return, which is significantly lower than OXLC's -14.66% return.
OXSQ
- 1D
- -11.19%
- 1M
- -4.54%
- YTD
- -23.60%
- 6M
- -22.27%
- 1Y
- -32.62%
- 3Y*
- -8.12%
- 5Y*
- -12.50%
- 10Y*
- —
OXLC
- 1D
- -1.32%
- 1M
- 11.39%
- YTD
- -14.66%
- 6M
- -10.18%
- 1Y
- -28.39%
- 3Y*
- -3.11%
- 5Y*
- -4.65%
- 10Y*
- 6.04%
OXSQ vs. OXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OXSQ Oxford Square Capital Corp. | -23.60% | -13.32% | -1.86% | 7.92% | -14.37% | 47.13% | -32.37% | -4.32% | 15.84% |
OXLC Oxford Lane Capital Corp. | -14.66% | -24.38% | 24.58% | 16.52% | -24.15% | 59.91% | -15.79% | -0.98% | 8.91% |
Correlation
The correlation between OXSQ and OXLC is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2018 | 0.33 |
Fundamentals
OXSQ:
$105.05M
OXLC:
$798.34M
OXSQ:
-$0.45
OXLC:
-$5.82
OXSQ:
0.85
OXLC:
0.77
OXSQ:
-$4.62M
OXLC:
$849.13M
OXSQ:
-$11.30M
OXLC:
$793.40M
OXSQ:
-$30.55M
OXLC:
-$578.64M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
OXSQ vs. OXLC — Risk / Return Rank
OXSQ
OXLC
OXSQ vs. OXLC - Risk-Adjusted Trends Comparison
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OXSQ | OXLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.89 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.55 | -0.29 |
| Martin ratioReturn relative to average drawdown | -1.87 | -1.01 | -0.86 |
Loading charts...
Drawdowns
OXSQ vs. OXLC - Drawdown Comparison
The maximum OXSQ drawdown since its inception was -67.11%, 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.
Loading charts...
Drawdown Indicators
| OXSQ | OXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.11% | -74.58% | +7.47% |
Max Drawdown (1Y)Largest decline over 1 year | -38.87% | -51.38% | +12.51% |
Max Drawdown (3Y)Largest decline over 3 years | -45.98% | -57.17% | +11.19% |
Max Drawdown (5Y)Largest decline over 5 years | -48.92% | -57.17% | +8.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -74.58% | — |
Current DrawdownCurrent decline from peak | -50.34% | -38.87% | -11.47% |
Average DrawdownAverage peak-to-trough decline | -21.17% | -14.05% | -7.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.43% | 28.13% | -10.70% |
Volatility
OXSQ vs. OXLC - Volatility Comparison
The current volatility for Oxford Square Capital Corp. (OXSQ) is 23.91%, while Oxford Lane Capital Corp. (OXLC) has a volatility of 25.70%. This indicates that OXSQ experiences smaller price fluctuations and is considered to be less risky than OXLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| OXSQ | OXLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.91% | 25.70% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 35.45% | 37.05% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.23% | 44.27% | -3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.60% | 28.73% | -1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.69% | 43.36% | -7.67% |
Dividends
OXSQ vs. OXLC - Dividend Comparison
OXSQ's dividend yield for the trailing twelve months is around 35.29%, less than OXLC's 77.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OXLC Oxford Lane Capital Corp. | 77.63% | 35.86% | 20.12% | 18.83% | 17.75% | 10.51% | 22.46% | 19.85% | 16.70% | 17.91% | 22.84% | 24.10% |
OXSQ Oxford Square Capital Corp. | 35.29% | 23.86% | 17.21% | 17.66% | 13.46% | 10.29% | 20.07% | 14.76% | 9.27% | 0.00% | 0.00% | 0.00% |
Financials
OXSQ vs. OXLC - Financials Comparison
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
OXSQ and OXLC have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OXLC has higher volatility (25.70%) compared to OXSQ (23.91%). In terms of maximum drawdown, OXSQ dropped -67.11% vs OXLC's -74.58%.
OXLC currently has the higher Sharpe Ratio (-0.64 vs -0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for OXSQ and OXLC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer