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PRLD vs. OXLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PRLD vs. OXLC - Performance Comparison

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

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Returns By Period

In the year-to-date period, PRLD achieves a 26.21% return, which is significantly higher than OXLC's -21.55% return.


PRLD

1D
4.57%
1M
-22.78%
YTD
26.21%
6M
165.22%
1Y
291.32%
3Y*
-13.68%
5Y*
-34.33%
10Y*

OXLC

1D
-0.50%
1M
-0.84%
YTD
-21.55%
6M
-22.31%
1Y
-38.24%
3Y*
-7.39%
5Y*
-7.26%
10Y*
4.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRLD vs. OXLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PRLD
Prelude Therapeutics Incorporated
26.21%127.45%-70.14%-29.30%-51.49%-82.60%173.09%
OXLC
Oxford Lane Capital Corp.
-21.55%-24.38%24.58%16.52%-24.15%59.91%33.83%

Correlation

The correlation between PRLD and OXLC is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2020

0.10

Fundamentals

Market Cap

PRLD:

$302.02M

OXLC:

$958.79M

EPS

PRLD:

-$1.05

OXLC:

-$5.82

PS Ratio

PRLD:

16.29

OXLC:

1.07

PB Ratio

PRLD:

5.02

OXLC:

0.93

Total Revenue (TTM)

PRLD:

$16.72M

OXLC:

$849.13M

Gross Profit (TTM)

PRLD:

$11.30M

OXLC:

$793.40M

EBITDA (TTM)

PRLD:

-$82.17M

OXLC:

-$578.64M

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Return for Risk

PRLD vs. OXLC — Risk / Return Rank

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

PRLD
PRLD Risk / Return Rank: 8787
Overall Rank
PRLD Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PRLD Sortino Ratio Rank: 9090
Sortino Ratio Rank
PRLD Omega Ratio Rank: 9191
Omega Ratio Rank
PRLD Calmar Ratio Rank: 8989
Calmar Ratio Rank
PRLD Martin Ratio Rank: 8585
Martin Ratio Rank

OXLC
OXLC Risk / Return Rank: 88
Overall Rank
OXLC Sharpe Ratio Rank: 33
Sharpe Ratio Rank
OXLC Sortino Ratio Rank: 55
Sortino Ratio Rank
OXLC Omega Ratio Rank: 55
Omega Ratio Rank
OXLC Calmar Ratio Rank: 1414
Calmar Ratio Rank
OXLC Martin Ratio Rank: 1111
Martin Ratio Rank
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.

PRLD vs. OXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prelude Therapeutics Incorporated (PRLD) 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.


PRLDOXLCDifference
Sharpe ratioReturn per unit of total volatility

+2.59

Sortino ratioReturn per unit of downside risk

+4.72

Omega ratioGain probability vs. loss probability

1.45

0.79

+0.66

Calmar ratioReturn relative to maximum drawdown

4.19

-0.72

+4.90

Martin ratioReturn relative to average drawdown

8.98

-1.29

+10.26

PRLD vs. OXLC - Sharpe Ratio Comparison

The current PRLD Sharpe Ratio is 1.48, which is higher than the OXLC Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of PRLD and OXLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PRLDOXLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

-1.12

+2.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

-0.28

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.08

-0.32

Drawdowns

PRLD vs. OXLC - Drawdown Comparison

The maximum PRLD drawdown since its inception was -99.33%, which is greater than OXLC's maximum drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for PRLD and OXLC.


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Drawdown Indicators


PRLDOXLCDifference

Max Drawdown

Largest peak-to-trough decline

-99.33%

-74.58%

-24.75%

Max Drawdown (1Y)

Largest decline over 1 year

-70.10%

-53.56%

-16.54%

Max Drawdown (3Y)

Largest decline over 3 years

-90.42%

-57.17%

-33.25%

Max Drawdown (5Y)

Largest decline over 5 years

-98.42%

-57.17%

-41.25%

Max Drawdown (10Y)

Largest decline over 10 years

-74.58%

Current Drawdown

Current decline from peak

-96.01%

-43.81%

-52.20%

Average Drawdown

Average peak-to-trough decline

-85.17%

-13.96%

-71.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.62%

29.75%

+2.87%

Volatility

PRLD vs. OXLC - Volatility Comparison

Prelude Therapeutics Incorporated (PRLD) has a higher volatility of 17.75% compared to Oxford Lane Capital Corp. (OXLC) at 5.37%. This indicates that PRLD'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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Volatility by Period


PRLDOXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.75%

5.37%

+12.38%

Volatility (6M)

Calculated over the trailing 6-month period

88.07%

27.87%

+60.20%

Volatility (1Y)

Calculated over the trailing 1-year period

198.96%

34.31%

+164.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

125.28%

25.91%

+99.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

122.16%

42.48%

+79.68%

Dividends

PRLD vs. OXLC - Dividend Comparison

PRLD has not paid dividends to shareholders, while OXLC's dividend yield for the trailing twelve months is around 46.65%.


PositionTTM20252024202320222021202020192018201720162015
OXLC
Oxford Lane Capital Corp.
46.65%35.86%20.12%18.83%17.75%10.51%22.46%19.85%16.70%17.91%22.84%24.10%
PRLD
Prelude Therapeutics Incorporated
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

PRLD vs. OXLC - Financials Comparison

This section allows you to compare key financial metrics between Prelude Therapeutics Incorporated 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


0.0050.00M100.00M150.00M200.00M250.00M20222023202420252026
4.58M
166.25M
(PRLD) Total Revenue
(OXLC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PRLD and OXLC have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRLD has higher volatility (17.75%) compared to OXLC (5.37%). In terms of maximum drawdown, PRLD dropped -99.33% vs OXLC's -74.58%.

PRLD currently has the higher Sharpe Ratio (1.48 vs -1.12), 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.

Portfolio Optimizer

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