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PHGE vs. OXLC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PHGE and OXLC is 0.40, 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

PHGE vs. OXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BiomX Inc. (PHGE) and Oxford Lane Capital Corp. (OXLC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PHGE:

-0.90

OXLC:

0.12

Sortino Ratio

PHGE:

-2.16

OXLC:

0.27

Omega Ratio

PHGE:

0.76

OXLC:

1.04

Calmar Ratio

PHGE:

-0.86

OXLC:

0.15

Martin Ratio

PHGE:

-1.16

OXLC:

0.48

Ulcer Index

PHGE:

73.95%

OXLC:

4.58%

Daily Std Dev

PHGE:

95.41%

OXLC:

23.05%

Max Drawdown

PHGE:

-99.55%

OXLC:

-74.58%

Current Drawdown

PHGE:

-99.55%

OXLC:

-8.40%

Fundamentals

Market Cap

PHGE:

$13.53M

OXLC:

$2.05B

EPS

PHGE:

$22.27

OXLC:

$0.30

PE Ratio

PHGE:

0.02

OXLC:

14.63

PS Ratio

PHGE:

0.00

OXLC:

4.76

PB Ratio

PHGE:

2.31

OXLC:

1.03

Total Revenue (TTM)

PHGE:

-$1.93M

OXLC:

$204.20M

Gross Profit (TTM)

PHGE:

-$2.43M

OXLC:

$153.00M

EBITDA (TTM)

PHGE:

$1.21M

OXLC:

$83.26M

Returns By Period

In the year-to-date period, PHGE achieves a -33.17% return, which is significantly lower than OXLC's -3.29% return.


PHGE

YTD

-33.17%

1M

-21.56%

6M

-18.85%

1Y

-86.06%

3Y*

-59.32%

5Y*

-61.57%

10Y*

N/A

OXLC

YTD

-3.29%

1M

-1.88%

6M

-4.43%

1Y

2.76%

3Y*

5.25%

5Y*

25.02%

10Y*

5.94%

*Annualized

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BiomX Inc.

Oxford Lane Capital Corp.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PHGE vs. OXLC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PHGE
The Risk-Adjusted Performance Rank of PHGE is 77
Overall Rank
The Sharpe Ratio Rank of PHGE is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of PHGE is 11
Sortino Ratio Rank
The Omega Ratio Rank of PHGE is 33
Omega Ratio Rank
The Calmar Ratio Rank of PHGE is 33
Calmar Ratio Rank
The Martin Ratio Rank of PHGE is 1919
Martin Ratio Rank

OXLC
The Risk-Adjusted Performance Rank of OXLC is 5252
Overall Rank
The Sharpe Ratio Rank of OXLC is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of OXLC is 4343
Sortino Ratio Rank
The Omega Ratio Rank of OXLC is 4646
Omega Ratio Rank
The Calmar Ratio Rank of OXLC is 5858
Calmar Ratio Rank
The Martin Ratio Rank of OXLC is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PHGE vs. OXLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BiomX Inc. (PHGE) 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 PHGE Sharpe Ratio is -0.90, which is lower than the OXLC Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of PHGE 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PHGE vs. OXLC - Dividend Comparison

PHGE has not paid dividends to shareholders, while OXLC's dividend yield for the trailing twelve months is around 23.94%.


TTM20242023202220212020201920182017201620152014
PHGE
BiomX Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OXLC
Oxford Lane Capital Corp.
23.94%20.12%18.83%17.75%10.58%22.51%19.85%16.70%17.91%22.84%24.10%16.72%

Drawdowns

PHGE vs. OXLC - Drawdown Comparison

The maximum PHGE drawdown since its inception was -99.55%, which is greater than OXLC's maximum drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for PHGE and OXLC.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PHGE vs. OXLC - Volatility Comparison

BiomX Inc. (PHGE) has a higher volatility of 14.47% compared to Oxford Lane Capital Corp. (OXLC) at 6.35%. This indicates that PHGE'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.


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Financials

PHGE vs. OXLC - Financials Comparison

This section allows you to compare key financial metrics between BiomX Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-50.00M0.0050.00M100.00M150.00M200.00M202120222023202420250
204.20M
(PHGE) Total Revenue
(OXLC) Total Revenue
Values in USD except per share items