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

Correlation

The correlation between RIG and OXLC is 0.19, 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.


-0.50.00.51.00.2

Performance

RIG vs. OXLC - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
-94.34%
164.22%
RIG
OXLC

Key characteristics

Sharpe Ratio

RIG:

-0.90

OXLC:

1.86

Sortino Ratio

RIG:

-1.30

OXLC:

2.57

Omega Ratio

RIG:

0.86

OXLC:

1.37

Calmar Ratio

RIG:

-0.44

OXLC:

1.31

Martin Ratio

RIG:

-1.64

OXLC:

9.71

Ulcer Index

RIG:

26.14%

OXLC:

2.77%

Daily Std Dev

RIG:

47.62%

OXLC:

14.46%

Max Drawdown

RIG:

-99.48%

OXLC:

-74.58%

Current Drawdown

RIG:

-97.25%

OXLC:

-3.92%

Fundamentals

Market Cap

RIG:

$3.21B

OXLC:

$1.88B

EPS

RIG:

-$0.76

OXLC:

$0.81

PEG Ratio

RIG:

-22.91

OXLC:

0.00

Total Revenue (TTM)

RIG:

$3.31B

OXLC:

$361.78M

Gross Profit (TTM)

RIG:

$944.00M

OXLC:

$269.11M

EBITDA (TTM)

RIG:

$313.00M

OXLC:

$219.55M

Returns By Period

In the year-to-date period, RIG achieves a -44.41% return, which is significantly lower than OXLC's 24.34% return. Over the past 10 years, RIG has underperformed OXLC with an annualized return of -15.08%, while OXLC has yielded a comparatively higher 7.58% annualized return.


RIG

YTD

-44.41%

1M

-16.55%

6M

-31.46%

1Y

-43.43%

5Y*

-9.75%

10Y*

-15.08%

OXLC

YTD

24.34%

1M

-1.37%

6M

3.92%

1Y

25.87%

5Y*

7.94%

10Y*

7.58%

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Risk-Adjusted Performance

RIG vs. OXLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Transocean Ltd. (RIG) 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.


Sharpe ratio
The chart of Sharpe ratio for RIG, currently valued at -0.90, compared to the broader market-4.00-2.000.002.00-0.901.86
The chart of Sortino ratio for RIG, currently valued at -1.30, compared to the broader market-4.00-2.000.002.004.00-1.302.57
The chart of Omega ratio for RIG, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.37
The chart of Calmar ratio for RIG, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.451.31
The chart of Martin ratio for RIG, currently valued at -1.64, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.649.71
RIG
OXLC

The current RIG Sharpe Ratio is -0.90, which is lower than the OXLC Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of RIG 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.90
1.86
RIG
OXLC

Dividends

RIG vs. OXLC - Dividend Comparison

RIG has not paid dividends to shareholders, while OXLC's dividend yield for the trailing twelve months is around 20.16%.


TTM20232022202120202019201820172016201520142013
RIG
Transocean Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%8.48%15.33%3.40%
OXLC
Oxford Lane Capital Corp.
20.16%18.83%17.75%10.51%22.46%19.85%16.70%17.91%22.84%24.10%16.72%12.69%

Drawdowns

RIG vs. OXLC - Drawdown Comparison

The maximum RIG drawdown since its inception was -99.48%, which is greater than OXLC's maximum drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for RIG and OXLC. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-94.81%
-3.92%
RIG
OXLC

Volatility

RIG vs. OXLC - Volatility Comparison

Transocean Ltd. (RIG) has a higher volatility of 9.92% compared to Oxford Lane Capital Corp. (OXLC) at 2.30%. This indicates that RIG'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%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.92%
2.30%
RIG
OXLC

Financials

RIG vs. OXLC - Financials Comparison

This section allows you to compare key financial metrics between Transocean Ltd. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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