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

Correlation

The correlation between SAMG and OXLC is 0.32, 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.


-0.50.00.51.0
Correlation: 0.3

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.

100.00%110.00%120.00%130.00%140.00%150.00%160.00%NovemberDecember2025FebruaryMarchApril
106.22%
128.71%
SAMG
OXLC

Key characteristics

Sharpe Ratio

SAMG:

0.23

OXLC:

0.65

Sortino Ratio

SAMG:

0.56

OXLC:

0.97

Omega Ratio

SAMG:

1.07

OXLC:

1.16

Calmar Ratio

SAMG:

0.22

OXLC:

1.03

Martin Ratio

SAMG:

0.91

OXLC:

3.44

Ulcer Index

SAMG:

7.97%

OXLC:

4.32%

Daily Std Dev

SAMG:

32.07%

OXLC:

22.84%

Max Drawdown

SAMG:

-54.78%

OXLC:

-74.58%

Current Drawdown

SAMG:

-26.52%

OXLC:

-5.78%

Fundamentals

Market Cap

SAMG:

$145.64M

OXLC:

$2.05B

EPS

SAMG:

$1.00

OXLC:

$0.82

PE Ratio

SAMG:

15.19

OXLC:

5.62

PEG Ratio

SAMG:

0.98

OXLC:

0.00

PS Ratio

SAMG:

1.18

OXLC:

5.75

PB Ratio

SAMG:

1.78

OXLC:

1.28

Total Revenue (TTM)

SAMG:

$93.41M

OXLC:

$204.20M

Gross Profit (TTM)

SAMG:

$34.90M

OXLC:

$153.00M

EBITDA (TTM)

SAMG:

$17.02M

OXLC:

$83.26M

Returns By Period

In the year-to-date period, SAMG achieves a -16.46% return, which is significantly lower than OXLC's -1.43% return. Over the past 10 years, SAMG has underperformed OXLC with an annualized return of 4.28%, while OXLC has yielded a comparatively higher 6.82% annualized return.


SAMG

YTD

-16.46%

1M

-7.83%

6M

-11.84%

1Y

5.40%

5Y*

13.15%

10Y*

4.28%

OXLC

YTD

-1.43%

1M

1.80%

6M

-1.12%

1Y

14.18%

5Y*

17.47%

10Y*

6.82%

*Annualized

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Risk-Adjusted Performance

SAMG vs. OXLC — Risk-Adjusted Performance Rank

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

SAMG
The Risk-Adjusted Performance Rank of SAMG is 5858
Overall Rank
The Sharpe Ratio Rank of SAMG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SAMG is 5454
Sortino Ratio Rank
The Omega Ratio Rank of SAMG is 5252
Omega Ratio Rank
The Calmar Ratio Rank of SAMG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SAMG is 6363
Martin Ratio Rank

OXLC
The Risk-Adjusted Performance Rank of OXLC is 7676
Overall Rank
The Sharpe Ratio Rank of OXLC is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of OXLC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of OXLC is 7171
Omega Ratio Rank
The Calmar Ratio Rank of OXLC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of OXLC is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SAMG, currently valued at 0.23, compared to the broader market-2.00-1.000.001.002.003.00
SAMG: 0.23
OXLC: 0.65
The chart of Sortino ratio for SAMG, currently valued at 0.56, compared to the broader market-6.00-4.00-2.000.002.004.00
SAMG: 0.56
OXLC: 0.97
The chart of Omega ratio for SAMG, currently valued at 1.07, compared to the broader market0.501.001.502.00
SAMG: 1.07
OXLC: 1.16
The chart of Calmar ratio for SAMG, currently valued at 0.22, compared to the broader market0.001.002.003.004.005.00
SAMG: 0.22
OXLC: 1.03
The chart of Martin ratio for SAMG, currently valued at 0.91, compared to the broader market-5.000.005.0010.0015.0020.00
SAMG: 0.91
OXLC: 3.44

The current SAMG Sharpe Ratio is 0.23, which is lower than the OXLC Sharpe Ratio of 0.65. 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.23
0.65
SAMG
OXLC

Dividends

SAMG vs. OXLC - Dividend Comparison

SAMG's dividend yield for the trailing twelve months is around 5.20%, less than OXLC's 22.84% yield.


TTM20242023202220212020201920182017201620152014
SAMG
Silvercrest Asset Management Group Inc.
5.20%4.24%4.35%3.73%3.84%4.61%4.77%4.23%2.99%3.65%5.05%3.07%
OXLC
Oxford Lane Capital Corp.
22.84%20.12%18.83%17.75%10.58%22.51%19.85%16.70%17.91%22.84%24.10%16.72%

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.52%
-5.78%
SAMG
OXLC

Volatility

SAMG vs. OXLC - Volatility Comparison

The current volatility for Silvercrest Asset Management Group Inc. (SAMG) is 9.15%, while Oxford Lane Capital Corp. (OXLC) has a volatility of 15.48%. This indicates that SAMG experiences smaller price fluctuations and is considered to be less risky 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%NovemberDecember2025FebruaryMarchApril
9.15%
15.48%
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


-50.00M0.0050.00M100.00M150.00M200.00MAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
31.96M
204.20M
(SAMG) Total Revenue
(OXLC) Total Revenue
Values in USD except per share items