OXSQ vs. QQQ
OXSQ (Oxford Square Capital Corp.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, OXSQ returned -11.29%/yr vs 16.01%/yr for QQQ. At a 0.25 correlation, their price movements are largely independent.
Performance
OXSQ vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, OXSQ achieves a -17.82% return, which is significantly lower than QQQ's 16.45% return.
OXSQ
- 1D
- 7.56%
- 1M
- 2.68%
- YTD
- -17.82%
- 6M
- -16.88%
- 1Y
- -26.53%
- 3Y*
- -5.86%
- 5Y*
- -11.29%
- 10Y*
- —
QQQ
- 1D
- -3.29%
- 1M
- -0.43%
- YTD
- 16.45%
- 6M
- 14.99%
- 1Y
- 34.88%
- 3Y*
- 26.05%
- 5Y*
- 16.01%
- 10Y*
- 22.07%
OXSQ vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OXSQ Oxford Square Capital Corp. | -17.82% | -13.32% | -1.86% | 7.92% | -14.37% | 47.13% | -32.37% | -4.32% | 15.84% |
QQQ Invesco QQQ ETF | 16.45% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -7.36% |
Correlation
The correlation between OXSQ and QQQ is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2018 | 0.25 |
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Return for Risk
OXSQ vs. QQQ — Risk / Return Rank
OXSQ
QQQ
OXSQ vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oxford Square Capital Corp. (OXSQ) and Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.59 | ||
| Sortino ratioReturn per unit of downside risk | -3.26 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.35 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | 2.93 | -3.61 |
| Martin ratioReturn relative to average drawdown | -1.51 | 10.86 | -12.38 |
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Drawdowns
OXSQ vs. QQQ - Drawdown Comparison
The maximum OXSQ drawdown since its inception was -67.11%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for OXSQ and QQQ.
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Drawdown Indicators
| OXSQ | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.11% | -82.97% | +15.86% |
Max Drawdown (1Y)Largest decline over 1 year | -38.87% | -11.96% | -26.91% |
Max Drawdown (3Y)Largest decline over 3 years | -45.98% | -22.77% | -23.21% |
Max Drawdown (5Y)Largest decline over 5 years | -48.30% | -35.12% | -13.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -46.59% | -4.25% | -42.34% |
Average DrawdownAverage peak-to-trough decline | -21.18% | -32.73% | +11.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.56% | 3.22% | +14.34% |
Volatility
OXSQ vs. QQQ - Volatility Comparison
Oxford Square Capital Corp. (OXSQ) has a higher volatility of 23.55% compared to Invesco QQQ ETF (QQQ) at 9.17%. This indicates that OXSQ's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OXSQ | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.55% | 9.17% | +14.38% |
Volatility (6M)Calculated over the trailing 6-month period | 36.23% | 14.57% | +21.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.86% | 17.96% | +23.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.81% | 22.69% | +5.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.78% | 22.42% | +13.36% |
Dividends
OXSQ vs. QQQ - Dividend Comparison
OXSQ's dividend yield for the trailing twelve months is around 32.81%, more than QQQ's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OXSQ Oxford Square Capital Corp. | 32.81% | 23.86% | 17.21% | 17.66% | 13.46% | 10.29% | 20.07% | 14.76% | 9.27% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ ETF | 0.43% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
OXSQ and QQQ have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OXSQ has higher volatility (23.55%) compared to QQQ (9.17%). In terms of maximum drawdown, OXSQ dropped -67.11% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.95 vs -0.64), 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.
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