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TSCDY vs. OXLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TSCDY vs. OXLC - Performance Comparison

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

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Returns By Period

In the year-to-date period, TSCDY achieves a 7.95% return, which is significantly higher than OXLC's -27.84% return. Over the past 10 years, TSCDY has outperformed OXLC with an annualized return of 18.35%, while OXLC has yielded a comparatively lower 3.38% annualized return.


TSCDY

1D
0.21%
1M
3.36%
YTD
7.95%
6M
8.80%
1Y
20.92%
3Y*
29.19%
5Y*
18.65%
10Y*
18.35%

OXLC

1D
-1.41%
1M
-8.51%
YTD
-27.84%
6M
-21.18%
1Y
-42.28%
3Y*
-9.70%
5Y*
-7.86%
10Y*
3.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSCDY vs. OXLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSCDY
Tesco PLC
7.95%32.85%30.49%43.52%-29.02%65.48%0.16%41.74%-12.38%12.46%
OXLC
Oxford Lane Capital Corp.
-27.84%-24.38%24.58%16.52%-24.15%59.91%-15.79%-0.98%12.86%13.47%

Correlation

The correlation between TSCDY and OXLC is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2011

0.12

The correlation between TSCDY and OXLC shifts across timeframes, from 0.01 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TSCDY:

$40.34B

OXLC:

$881.97M

EPS

TSCDY:

£1.61

OXLC:

-$5.82

PS Ratio

TSCDY:

0.21

OXLC:

0.98

PB Ratio

TSCDY:

2.62

OXLC:

0.86

Total Revenue (TTM)

TSCDY:

£143.57B

OXLC:

$849.13M

Gross Profit (TTM)

TSCDY:

£10.62B

OXLC:

$793.40M

EBITDA (TTM)

TSCDY:

£9.46B

OXLC:

-$578.64M

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Return for Risk

TSCDY vs. OXLC — Risk / Return Rank

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

TSCDY
TSCDY Risk / Return Rank: 6969
Overall Rank
TSCDY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
TSCDY Sortino Ratio Rank: 6565
Sortino Ratio Rank
TSCDY Omega Ratio Rank: 6363
Omega Ratio Rank
TSCDY Calmar Ratio Rank: 7272
Calmar Ratio Rank
TSCDY Martin Ratio Rank: 7272
Martin Ratio Rank

OXLC
OXLC Risk / Return Rank: 66
Overall Rank
OXLC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
OXLC Sortino Ratio Rank: 44
Sortino Ratio Rank
OXLC Omega Ratio Rank: 44
Omega Ratio Rank
OXLC Calmar Ratio Rank: 1111
Calmar Ratio Rank
OXLC Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSCDY vs. OXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesco PLC (TSCDY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TSCDYOXLCDifference
Sharpe ratioReturn per unit of total volatility

+2.16

Sortino ratioReturn per unit of downside risk

+3.10

Omega ratioGain probability vs. loss probability

1.17

0.77

+0.40

Calmar ratioReturn relative to maximum drawdown

1.59

-0.81

+2.40

Martin ratioReturn relative to average drawdown

3.83

-1.47

+5.30

TSCDY vs. OXLC - Sharpe Ratio Comparison

The current TSCDY Sharpe Ratio is 0.93, which is higher than the OXLC Sharpe Ratio of -1.23. The chart below compares the historical Sharpe Ratios of TSCDY and OXLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TSCDY vs. OXLC - Drawdown Comparison

The maximum TSCDY drawdown since its inception was -76.10%, roughly equal to the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for TSCDY and OXLC.


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Drawdown Indicators


TSCDYOXLCDifference

Max Drawdown

Largest peak-to-trough decline

-76.10%

-74.58%

-1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-13.25%

-52.18%

+38.93%

Max Drawdown (3Y)

Largest decline over 3 years

-18.37%

-57.17%

+38.80%

Max Drawdown (5Y)

Largest decline over 5 years

-45.56%

-57.17%

+11.61%

Max Drawdown (10Y)

Largest decline over 10 years

-45.56%

-74.58%

+29.02%

Current Drawdown

Current decline from peak

-5.08%

-48.31%

+43.23%

Average Drawdown

Average peak-to-trough decline

-42.81%

-14.02%

-28.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

28.82%

-23.35%

Volatility

TSCDY vs. OXLC - Volatility Comparison

Tesco PLC (TSCDY) has a higher volatility of 7.58% compared to Oxford Lane Capital Corp. (OXLC) at 5.90%. This indicates that TSCDY'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.


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Volatility by Period


TSCDYOXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

5.90%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

17.99%

27.68%

-9.69%

Volatility (1Y)

Calculated over the trailing 1-year period

22.62%

34.41%

-11.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.26%

25.92%

-2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.83%

42.48%

-14.65%

Dividends

TSCDY vs. OXLC - Dividend Comparison

TSCDY's dividend yield for the trailing twelve months is around 2.80%, less than OXLC's 50.72% yield.


PositionTTM20252024202320222021202020192018201720162015
OXLC
Oxford Lane Capital Corp.
50.72%35.86%20.12%18.83%17.75%10.51%22.46%19.85%16.70%17.91%22.84%24.10%
TSCDY
Tesco PLC
2.80%3.08%3.39%3.60%5.27%20.15%3.79%2.56%2.05%0.47%0.00%0.00%

Financials

TSCDY vs. OXLC - Financials Comparison

This section allows you to compare key financial metrics between Tesco PLC 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


0.0010.00B20.00B30.00B40.00B20222023202420252026
37.62B
166.25M
(TSCDY) Total Revenue
(OXLC) Total Revenue
Please note, different currencies. TSCDY values in GBP, OXLC values in USD

Frequently Asked Questions


TSCDY and OXLC have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSCDY has higher volatility (7.58%) compared to OXLC (5.90%). In terms of maximum drawdown, TSCDY dropped -76.10% vs OXLC's -74.58%.

TSCDY currently has the higher Sharpe Ratio (0.93 vs -1.23), 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.

Portfolio Optimizer

Find the right allocation for TSCDY and OXLC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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