PHGE vs. OXLC

Last updated Apr 1, 2026

Compare and contrast key facts about BiomX Inc. (PHGE) and Oxford Lane Capital Corp. (OXLC).

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.

PHGE vs. OXLC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PHGE BiomX Inc.	100.75%	-86.52%	-73.93%	49.97%	-88.33%	-74.92%	-34.12%	0.36%
OXLC Oxford Lane Capital Corp.	-25.18%	-24.38%	24.58%	16.52%	-24.15%	59.91%	-15.79%	-6.25%

Fundamentals

Market Cap PHGE : $6.12B OXLC : $851.11M
EPS PHGE : $0.03 OXLC : $2.17
PE Ratio PHGE : 113.57 OXLC : 4.50
Total Revenue (TTM) PHGE : $0.00 OXLC : $810.81M
Gross Profit (TTM) PHGE : $0.00 OXLC : $0.00
EBITDA (TTM) PHGE : $0.00 OXLC : $271.23M

Returns By Period

In the year-to-date period, PHGE achieves a 100.75% return, which is significantly higher than OXLC's -25.18% return.

PHGE

• 1D: -16.39%
• 1M: -14.10%
• YTD: 100.75%
• 6M: -62.37%
• 1Y: -64.45%
• 3Y*: -59.84%
• 5Y*: -69.30%
• 10Y*: —

OXLC

• 1D: 3.93%
• 1M: 22.30%
• YTD: -25.18%
• 6M: -29.75%
• 1Y: -42.43%
• 3Y*: -8.55%
• 5Y*: -3.66%
• 10Y*: 4.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PHGE vs. OXLC — Risk / Return Rank

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

PHGE

PHGE Risk / Return Rank: 22
PHGE Sharpe Ratio Rank: 23
PHGE Sortino Ratio Rank: 32
PHGE Omega Ratio Rank: 32
PHGE Calmar Ratio Rank: 15
PHGE Martin Ratio Rank: 10

OXLC

OXLC Risk / Return Rank: 8
OXLC Sharpe Ratio Rank: 2
OXLC Sortino Ratio Rank: 5
OXLC Omega Ratio Rank: 5
OXLC Calmar Ratio Rank: 17
OXLC Martin Ratio Rank: 13

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PHGE vs. OXLC - Risk-Adjusted Trends 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.

	PHGE	OXLC	Difference
Sharpe ratio Return per unit of total volatility	-0.41	-1.15	+0.74
Sortino ratio Return per unit of downside risk	0.09	-1.60	+1.69
Omega ratio Gain probability vs. loss probability	1.01	0.78	+0.23
Calmar ratio Return relative to maximum drawdown	-0.75	-0.73	-0.02
Martin ratio Return relative to average drawdown	-1.48	-1.42	-0.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PHGE vs. OXLC - Sharpe Ratio Comparison

The current PHGE Sharpe Ratio is -0.41, which is higher than the OXLC Sharpe Ratio of -1.15. 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.

Sharpe Ratios by Period

	PHGE	OXLC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.41	-1.15	+0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.47	-0.14	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.11	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.45	0.07	-0.52

Correlation

The correlation between PHGE and OXLC is 0.09, 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.

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 52.15%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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.	52.15%	35.86%	20.12%	18.83%	17.75%	10.51%	22.46%	19.85%	16.70%	17.91%	22.84%	24.10%

Drawdowns

PHGE vs. OXLC - Drawdown Comparison

The maximum PHGE drawdown since its inception was -99.92%, 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.

Drawdown Indicators

	PHGE	OXLC	Difference
Max Drawdown Largest peak-to-trough decline	-99.92%	-74.58%	-25.34%
Max Drawdown (1Y) Largest decline over 1 year	-87.45%	-57.17%	-30.28%
Max Drawdown (5Y) Largest decline over 5 years	-99.89%	-57.17%	-42.72%
Max Drawdown (10Y) Largest decline over 10 years	—	-74.58%	—
Current Drawdown Current decline from peak	-99.82%	-46.41%	-53.41%
Average Drawdown Average peak-to-trough decline	-72.13%	-13.62%	-58.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	44.19%	29.32%	+14.87%

Volatility

PHGE vs. OXLC - Volatility Comparison

BiomX Inc. (PHGE) has a higher volatility of 48.14% compared to Oxford Lane Capital Corp. (OXLC) at 11.99%. 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.

Volatility by Period

	PHGE	OXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	48.14%	11.99%	+36.15%
Volatility (6M) Calculated over the trailing 6-month period	128.73%	29.26%	+99.47%
Volatility (1Y) Calculated over the trailing 1-year period	156.14%	37.01%	+119.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	148.27%	26.32%	+121.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	130.61%	42.63%	+87.98%

Financials