PTMN vs. OXSQ
PTMN (Portman Ridge Finance Corporation) and OXSQ (Oxford Square Capital Corp.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 5 years, PTMN returned -10.29%/yr vs -10.36%/yr for OXSQ. At a 0.18 correlation, their price movements are largely independent.
Performance
PTMN vs. OXSQ - Performance Comparison
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Returns By Period
In the year-to-date period, PTMN achieves a -33.65% return, which is significantly lower than OXSQ's -15.59% return.
PTMN
- 1D
- -5.04%
- 1M
- -6.93%
- YTD
- -33.65%
- 6M
- -39.53%
- 1Y
- -28.47%
- 3Y*
- -16.02%
- 5Y*
- -10.29%
- 10Y*
- -1.14%
OXSQ
- 1D
- -3.57%
- 1M
- -29.35%
- YTD
- -15.59%
- 6M
- -17.72%
- 1Y
- -27.67%
- 3Y*
- -7.44%
- 5Y*
- -10.36%
- 10Y*
- —
PTMN vs. OXSQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PTMN Portman Ridge Finance Corporation | -33.65% | -15.84% | 3.87% | -8.99% | 3.80% | 43.54% | 7.18% | -16.58% | 22.64% |
OXSQ Oxford Square Capital Corp. | -15.59% | -13.32% | -1.86% | 7.92% | -14.37% | 47.13% | -32.37% | -4.32% | 16.80% |
Correlation
The correlation between PTMN and OXSQ is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2018 | 0.18 |
Fundamentals
PTMN:
$91.40M
OXSQ:
$119.18M
PTMN:
-$0.40
OXSQ:
-$0.45
PTMN:
0.47
OXSQ:
0.97
PTMN:
$39.01M
OXSQ:
-$4.62M
PTMN:
-$6.07M
OXSQ:
-$11.30M
PTMN:
$15.24M
OXSQ:
-$30.55M
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Return for Risk
PTMN vs. OXSQ — Risk / Return Rank
PTMN
OXSQ
PTMN vs. OXSQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Portman Ridge Finance Corporation (PTMN) and Oxford Square Capital Corp. (OXSQ). 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.
| PTMN | OXSQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.88 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | -0.76 | +0.11 |
| Martin ratioReturn relative to average drawdown | -1.44 | -1.75 | +0.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PTMN | OXSQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.98 | -0.74 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.48 | -0.39 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.04 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | -0.10 | +0.07 |
Drawdowns
PTMN vs. OXSQ - Drawdown Comparison
The maximum PTMN drawdown since its inception was -91.49%, which is greater than OXSQ's maximum drawdown of -67.11%. Use the drawdown chart below to compare losses from any high point for PTMN and OXSQ.
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Drawdown Indicators
| PTMN | OXSQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.49% | -67.11% | -24.38% |
Max Drawdown (1Y)Largest decline over 1 year | -43.57% | -36.46% | -7.11% |
Max Drawdown (3Y)Largest decline over 3 years | -52.72% | -43.85% | -8.87% |
Max Drawdown (5Y)Largest decline over 5 years | -52.72% | -47.48% | -5.24% |
Max Drawdown (10Y)Largest decline over 10 years | -74.57% | — | — |
Current DrawdownCurrent decline from peak | -56.46% | -45.14% | -11.32% |
Average DrawdownAverage peak-to-trough decline | -35.72% | -21.03% | -14.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.75% | 15.85% | +3.90% |
Volatility
PTMN vs. OXSQ - Volatility Comparison
The current volatility for Portman Ridge Finance Corporation (PTMN) is 9.88%, while Oxford Square Capital Corp. (OXSQ) has a volatility of 23.75%. This indicates that PTMN experiences smaller price fluctuations and is considered to be less risky than OXSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTMN | OXSQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.88% | 23.75% | -13.87% |
Volatility (6M)Calculated over the trailing 6-month period | 24.97% | 30.87% | -5.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.21% | 37.46% | -8.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.52% | 26.58% | -5.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.27% | 35.29% | -3.02% |
Dividends
PTMN vs. OXSQ - Dividend Comparison
PTMN's dividend yield for the trailing twelve months is around 20.27%, less than OXSQ's 31.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OXSQ Oxford Square Capital Corp. | 31.11% | 23.86% | 17.21% | 17.66% | 13.46% | 10.29% | 20.07% | 14.76% | 9.27% | 0.00% | 0.00% | 0.00% |
PTMN Portman Ridge Finance Corporation | 20.27% | 16.65% | 16.89% | 15.12% | 11.13% | 9.77% | 12.57% | 46.68% | 11.56% | 14.08% | 15.08% | 15.48% |
Financials
PTMN vs. OXSQ - Financials Comparison
This section allows you to compare key financial metrics between Portman Ridge Finance Corporation and Oxford Square 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
PTMN and OXSQ have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OXSQ has higher volatility (23.75%) compared to PTMN (9.88%). In terms of maximum drawdown, PTMN dropped -91.49% vs OXSQ's -67.11%.
OXSQ currently has the higher Sharpe Ratio (-0.74 vs -0.98), 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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