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

Correlation

The correlation between OXSQ and PNNT is 0.38, 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.


-0.50.00.51.00.4

Performance

OXSQ vs. PNNT - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
4.61%
119.07%
OXSQ
PNNT

Key characteristics

Sharpe Ratio

OXSQ:

0.06

PNNT:

1.14

Sortino Ratio

OXSQ:

0.18

PNNT:

1.60

Omega Ratio

OXSQ:

1.02

PNNT:

1.21

Calmar Ratio

OXSQ:

0.04

PNNT:

1.31

Martin Ratio

OXSQ:

0.14

PNNT:

3.20

Ulcer Index

OXSQ:

6.34%

PNNT:

6.25%

Daily Std Dev

OXSQ:

14.32%

PNNT:

17.47%

Max Drawdown

OXSQ:

-67.11%

PNNT:

-82.16%

Current Drawdown

OXSQ:

-22.22%

PNNT:

-5.75%

Fundamentals

Market Cap

OXSQ:

$176.52M

PNNT:

$446.63M

EPS

OXSQ:

-$0.11

PNNT:

$0.75

Total Revenue (TTM)

OXSQ:

-$6.90M

PNNT:

$90.02M

Gross Profit (TTM)

OXSQ:

-$11.25M

PNNT:

$67.81M

EBITDA (TTM)

OXSQ:

-$24.61T

PNNT:

$38.31M

Returns By Period

In the year-to-date period, OXSQ achieves a 0.56% return, which is significantly lower than PNNT's 14.42% return.


OXSQ

YTD

0.56%

1M

-4.75%

6M

-9.18%

1Y

0.21%

5Y*

-0.65%

10Y*

N/A

PNNT

YTD

14.42%

1M

0.87%

6M

-0.71%

1Y

18.89%

5Y*

13.48%

10Y*

8.93%

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Risk-Adjusted Performance

OXSQ vs. PNNT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oxford Square Capital Corp. (OXSQ) and PennantPark Investment Corporation (PNNT). 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 0.06, compared to the broader market-4.00-2.000.002.000.061.14
The chart of Sortino ratio for OXSQ, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.000.181.60
The chart of Omega ratio for OXSQ, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.21
The chart of Calmar ratio for OXSQ, currently valued at 0.04, compared to the broader market0.002.004.006.000.041.31
The chart of Martin ratio for OXSQ, currently valued at 0.14, compared to the broader market-5.000.005.0010.0015.0020.0025.000.143.20
OXSQ
PNNT

The current OXSQ Sharpe Ratio is 0.06, which is lower than the PNNT Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of OXSQ and PNNT, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.06
1.14
OXSQ
PNNT

Dividends

OXSQ vs. PNNT - Dividend Comparison

OXSQ's dividend yield for the trailing twelve months is around 16.80%, more than PNNT's 13.09% yield.


TTM20232022202120202019201820172016201520142013
OXSQ
Oxford Square Capital Corp.
16.80%18.88%13.46%10.29%20.07%14.76%9.27%0.00%0.00%0.00%0.00%0.00%
PNNT
PennantPark Investment Corporation
13.09%11.65%10.43%6.93%11.71%11.03%11.30%10.42%14.62%18.12%11.75%9.66%

Drawdowns

OXSQ vs. PNNT - Drawdown Comparison

The maximum OXSQ drawdown since its inception was -67.11%, smaller than the maximum PNNT drawdown of -82.16%. Use the drawdown chart below to compare losses from any high point for OXSQ and PNNT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.22%
-5.75%
OXSQ
PNNT

Volatility

OXSQ vs. PNNT - Volatility Comparison

Oxford Square Capital Corp. (OXSQ) has a higher volatility of 6.90% compared to PennantPark Investment Corporation (PNNT) at 4.70%. This indicates that OXSQ's price experiences larger fluctuations and is considered to be riskier than PNNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.90%
4.70%
OXSQ
PNNT

Financials

OXSQ vs. PNNT - Financials Comparison

This section allows you to compare key financial metrics between Oxford Square Capital Corp. and PennantPark Investment 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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