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TSCO.L vs. OXLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TSCO.L vs. OXLC - Performance Comparison

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

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Different Trading Currencies

TSCO.L is traded in GBp, while OXLC is traded in USD. To make them comparable, the OXLC values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, TSCO.L achieves a 9.36% return, which is significantly higher than OXLC's -27.47% return. Over the past 10 years, TSCO.L has outperformed OXLC with an annualized return of 15.99%, while OXLC has yielded a comparatively lower 3.91% annualized return.


TSCO.L

1D
0.87%
1M
4.95%
YTD
9.36%
6M
9.61%
1Y
22.65%
3Y*
26.28%
5Y*
19.99%
10Y*
15.99%

OXLC

1D
-1.33%
1M
-10.39%
YTD
-27.47%
6M
-21.37%
1Y
-41.56%
3Y*
-11.52%
5Y*
-6.90%
10Y*
3.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSCO.L vs. OXLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSCO.L
Tesco PLC
9.36%24.45%31.78%34.79%-18.79%30.32%-5.37%38.15%-7.70%1.70%
OXLC
Oxford Lane Capital Corp.
-27.47%-29.76%26.76%10.70%-15.13%61.42%-18.26%-4.75%19.55%3.65%

Correlation

The correlation between TSCO.L and OXLC is -0.03, 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

-0.03

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

0.02

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

0.03

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

0.06

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

0.07

Fundamentals

Market Cap

TSCO.L:

£30.04B

OXLC:

$881.97M

EPS

TSCO.L:

£0.54

OXLC:

-$5.82

PS Ratio

TSCO.L:

0.21

OXLC:

0.98

PB Ratio

TSCO.L:

2.62

OXLC:

0.86

Total Revenue (TTM)

TSCO.L:

£143.63B

OXLC:

$849.13M

Gross Profit (TTM)

TSCO.L:

£10.94B

OXLC:

$793.40M

EBITDA (TTM)

TSCO.L:

£8.93B

OXLC:

-$578.64M

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Return for Risk

TSCO.L vs. OXLC — Risk / Return Rank

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

TSCO.L
TSCO.L Risk / Return Rank: 7474
Overall Rank
TSCO.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TSCO.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
TSCO.L Omega Ratio Rank: 7171
Omega Ratio Rank
TSCO.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
TSCO.L Martin Ratio Rank: 7676
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.

TSCO.L vs. OXLC - Risk-Adjusted Trends Comparison

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


TSCO.LOXLCDifference
Sharpe ratioReturn per unit of total volatility

+2.37

Sortino ratioReturn per unit of downside risk

+3.36

Omega ratioGain probability vs. loss probability

1.21

0.77

+0.44

Calmar ratioReturn relative to maximum drawdown

1.88

-0.81

+2.69

Martin ratioReturn relative to average drawdown

4.60

-1.47

+6.07

TSCO.L vs. OXLC - Sharpe Ratio Comparison

The current TSCO.L Sharpe Ratio is 1.14, which is higher than the OXLC Sharpe Ratio of -1.22. The chart below compares the historical Sharpe Ratios of TSCO.L 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

TSCO.L vs. OXLC - Drawdown Comparison

The maximum TSCO.L drawdown since its inception was -63.40%, smaller than the maximum OXLC drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for TSCO.L and OXLC.


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Drawdown Indicators


TSCO.LOXLCDifference

Max Drawdown

Largest peak-to-trough decline

-63.40%

-73.27%

+9.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-51.10%

+37.98%

Max Drawdown (3Y)

Largest decline over 3 years

-20.76%

-59.41%

+38.65%

Max Drawdown (5Y)

Largest decline over 5 years

-32.40%

-59.41%

+27.01%

Max Drawdown (10Y)

Largest decline over 10 years

-32.40%

-73.27%

+40.87%

Current Drawdown

Current decline from peak

-3.60%

-51.49%

+47.89%

Average Drawdown

Average peak-to-trough decline

-23.62%

-13.92%

-9.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

28.18%

-22.82%

Volatility

TSCO.L vs. OXLC - Volatility Comparison

Tesco PLC (TSCO.L) has a higher volatility of 7.05% compared to Oxford Lane Capital Corp. (OXLC) at 6.08%. This indicates that TSCO.L'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


TSCO.LOXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

6.08%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

17.16%

26.63%

-9.47%

Volatility (1Y)

Calculated over the trailing 1-year period

21.55%

34.00%

-12.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.28%

25.87%

-5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.53%

42.45%

-19.92%

Dividends

TSCO.L vs. OXLC - Dividend Comparison

TSCO.L's dividend yield for the trailing twelve months is around 3.07%, 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%
TSCO.L
Tesco PLC
3.07%3.23%3.39%3.75%5.15%20.72%4.19%2.64%1.93%0.48%0.00%0.00%

Financials

TSCO.L 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
37.68B
166.25M
(TSCO.L) Total Revenue
(OXLC) Total Revenue
Please note, different currencies. TSCO.L values in GBP, OXLC values in USD

Frequently Asked Questions


TSCO.L and OXLC have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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