PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
REPX vs. OXLC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


REPXOXLC
YTD Return29.43%28.23%
1Y Return30.92%27.75%
3Y Return (Ann)15.57%3.26%
5Y Return (Ann)44.54%7.14%
10Y Return (Ann)-2.43%7.19%
Sharpe Ratio0.761.91
Sortino Ratio1.302.60
Omega Ratio1.171.36
Calmar Ratio0.371.28
Martin Ratio2.2810.23
Ulcer Index15.87%2.79%
Daily Std Dev47.73%14.93%
Max Drawdown-99.74%-74.58%
Current Drawdown-97.79%-0.92%

Fundamentals


REPXOXLC
Market Cap$721.40M$1.80B
EPS$5.66$0.81
PE Ratio5.936.60
Total Revenue (TTM)$304.98M$361.78M
Gross Profit (TTM)$196.71M$269.11M
EBITDA (TTM)$140.10M$219.55M

Correlation

-0.50.00.51.00.1

The correlation between REPX and OXLC is 0.10, 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.

Performance

REPX vs. OXLC - Performance Comparison

The year-to-date returns for both stocks are quite close, with REPX having a 29.43% return and OXLC slightly lower at 28.23%. Over the past 10 years, REPX has underperformed OXLC with an annualized return of -2.43%, while OXLC has yielded a comparatively higher 7.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
32.76%
9.57%
REPX
OXLC

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

REPX vs. OXLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Riley Exploration Permian, Inc. (REPX) 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.


REPX
Sharpe ratio
The chart of Sharpe ratio for REPX, currently valued at 0.76, compared to the broader market-4.00-2.000.002.004.000.76
Sortino ratio
The chart of Sortino ratio for REPX, currently valued at 1.30, compared to the broader market-4.00-2.000.002.004.006.001.30
Omega ratio
The chart of Omega ratio for REPX, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for REPX, currently valued at 0.43, compared to the broader market0.002.004.006.000.43
Martin ratio
The chart of Martin ratio for REPX, currently valued at 2.28, compared to the broader market0.0010.0020.0030.002.28
OXLC
Sharpe ratio
The chart of Sharpe ratio for OXLC, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.001.91
Sortino ratio
The chart of Sortino ratio for OXLC, currently valued at 2.60, compared to the broader market-4.00-2.000.002.004.006.002.60
Omega ratio
The chart of Omega ratio for OXLC, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for OXLC, currently valued at 1.28, compared to the broader market0.002.004.006.001.28
Martin ratio
The chart of Martin ratio for OXLC, currently valued at 10.23, compared to the broader market0.0010.0020.0030.0010.23

REPX vs. OXLC - Sharpe Ratio Comparison

The current REPX Sharpe Ratio is 0.76, which is lower than the OXLC Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of REPX 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.76
1.91
REPX
OXLC

Dividends

REPX vs. OXLC - Dividend Comparison

REPX's dividend yield for the trailing twelve months is around 4.38%, less than OXLC's 18.52% yield.


TTM20232022202120202019201820172016201520142013
REPX
Riley Exploration Permian, Inc.
4.38%5.07%4.32%4.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OXLC
Oxford Lane Capital Corp.
18.52%18.83%17.75%10.58%22.51%19.85%16.70%17.91%22.84%24.10%16.72%12.69%

Drawdowns

REPX vs. OXLC - Drawdown Comparison

The maximum REPX drawdown since its inception was -99.74%, which is greater than OXLC's maximum drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for REPX and OXLC. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-75.01%
-0.92%
REPX
OXLC

Volatility

REPX vs. OXLC - Volatility Comparison

Riley Exploration Permian, Inc. (REPX) has a higher volatility of 13.71% compared to Oxford Lane Capital Corp. (OXLC) at 3.26%. This indicates that REPX'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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.71%
3.26%
REPX
OXLC

Financials

REPX vs. OXLC - Financials Comparison

This section allows you to compare key financial metrics between Riley Exploration Permian, 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



Values in USD except per share items