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

Correlation

The correlation between SAMG and OXLC is 0.15, 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.


-0.50.00.51.00.1

Performance

SAMG vs. OXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Silvercrest Asset Management Group Inc. (SAMG) and Oxford Lane Capital Corp. (OXLC). The values are adjusted to include any dividend payments, if applicable.

90.00%100.00%110.00%120.00%130.00%140.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
150.61%
131.22%
SAMG
OXLC

Key characteristics

Sharpe Ratio

SAMG:

0.43

OXLC:

1.86

Sortino Ratio

SAMG:

0.84

OXLC:

2.57

Omega Ratio

SAMG:

1.10

OXLC:

1.37

Calmar Ratio

SAMG:

0.41

OXLC:

1.31

Martin Ratio

SAMG:

1.54

OXLC:

9.71

Ulcer Index

SAMG:

9.21%

OXLC:

2.77%

Daily Std Dev

SAMG:

33.28%

OXLC:

14.46%

Max Drawdown

SAMG:

-54.78%

OXLC:

-74.58%

Current Drawdown

SAMG:

-10.70%

OXLC:

-3.92%

Fundamentals

Market Cap

SAMG:

$173.37M

OXLC:

$1.88B

EPS

SAMG:

$0.78

OXLC:

$0.81

PE Ratio

SAMG:

23.50

OXLC:

6.30

PEG Ratio

SAMG:

0.98

OXLC:

0.00

Total Revenue (TTM)

SAMG:

$120.34M

OXLC:

$361.78M

Gross Profit (TTM)

SAMG:

$42.69M

OXLC:

$269.11M

EBITDA (TTM)

SAMG:

$19.29M

OXLC:

$219.55M

Returns By Period

In the year-to-date period, SAMG achieves a 15.07% return, which is significantly lower than OXLC's 24.34% return. Over the past 10 years, SAMG has underperformed OXLC with an annualized return of 6.38%, while OXLC has yielded a comparatively higher 7.58% annualized return.


SAMG

YTD

15.07%

1M

5.12%

6M

27.71%

1Y

13.60%

5Y*

14.19%

10Y*

6.38%

OXLC

YTD

24.34%

1M

-1.37%

6M

3.92%

1Y

25.87%

5Y*

7.94%

10Y*

7.58%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SAMG vs. OXLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Silvercrest Asset Management Group Inc. (SAMG) 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 SAMG, currently valued at 0.43, compared to the broader market-4.00-2.000.002.000.431.86
The chart of Sortino ratio for SAMG, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.000.842.57
The chart of Omega ratio for SAMG, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.37
The chart of Calmar ratio for SAMG, currently valued at 0.41, compared to the broader market0.002.004.006.000.411.31
The chart of Martin ratio for SAMG, currently valued at 1.54, compared to the broader market-5.000.005.0010.0015.0020.0025.001.549.71
SAMG
OXLC

The current SAMG Sharpe Ratio is 0.43, which is lower than the OXLC Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of SAMG 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
0.43
1.86
SAMG
OXLC

Dividends

SAMG vs. OXLC - Dividend Comparison

SAMG's dividend yield for the trailing twelve months is around 4.18%, less than OXLC's 20.16% yield.


TTM20232022202120202019201820172016201520142013
SAMG
Silvercrest Asset Management Group Inc.
4.18%4.35%3.73%3.84%4.61%4.77%4.23%2.99%3.65%5.05%3.07%0.70%
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

SAMG vs. OXLC - Drawdown Comparison

The maximum SAMG drawdown since its inception was -54.78%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for SAMG and OXLC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.70%
-3.92%
SAMG
OXLC

Volatility

SAMG vs. OXLC - Volatility Comparison

Silvercrest Asset Management Group Inc. (SAMG) has a higher volatility of 11.30% compared to Oxford Lane Capital Corp. (OXLC) at 2.30%. This indicates that SAMG'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%JulyAugustSeptemberOctoberNovemberDecember
11.30%
2.30%
SAMG
OXLC

Financials

SAMG vs. OXLC - Financials Comparison

This section allows you to compare key financial metrics between Silvercrest Asset Management Group 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
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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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