OXSQ vs. PNNT
Compare and contrast key facts about Oxford Square Capital Corp. (OXSQ) and PennantPark Investment Corporation (PNNT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OXSQ or PNNT.
Key characteristics
| OXSQ | PNNT | |
|---|---|---|
| YTD Return | 11.17% | 10.68% |
| 1Y Return | 11.64% | 21.88% |
| 3Y Return (Ann) | 0.81% | 15.31% |
| 5Y Return (Ann) | -1.47% | 14.68% |
| 10Y Return (Ann) | 2.68% | 7.52% |
| Sharpe Ratio | 0.62 | 1.27 |
| Daily Std Dev | 15.13% | 17.55% |
| Max Drawdown | -79.10% | -82.16% |
| Current Drawdown | -15.37% | -8.82% |
Fundamentals
| OXSQ | PNNT | |
|---|---|---|
| Market Cap | $182.99M | $454.46M |
| EPS | $0.02 | $0.66 |
| PE Ratio | 143.50 | 10.55 |
| Total Revenue (TTM) | $4.08M | $86.96M |
| Gross Profit (TTM) | -$1.55M | $144.10M |
| EBITDA (TTM) | $12.11T | $68.99M |
Correlation
The correlation between OXSQ and PNNT is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
OXSQ vs. PNNT - Performance Comparison
The year-to-date returns for both stocks are quite close, with OXSQ having a 11.17% return and PNNT slightly lower at 10.68%. Over the past 10 years, OXSQ has underperformed PNNT with an annualized return of 2.68%, while PNNT has yielded a comparatively higher 7.52% 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. 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.
Dividends
OXSQ vs. PNNT - Dividend Comparison
OXSQ's dividend yield for the trailing twelve months is around 14.63%, more than PNNT's 12.64% 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% |
PNNT PennantPark Investment Corporation | 12.64% | 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 -79.10%, roughly equal to 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.
Volatility
OXSQ vs. PNNT - Volatility Comparison
The current volatility for Oxford Square Capital Corp. (OXSQ) is 2.31%, while PennantPark Investment Corporation (PNNT) has a volatility of 3.70%. This indicates that OXSQ experiences smaller price fluctuations and is considered to be less risky than PNNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities