YCL vs. OXLCP
YCL (ProShares Ultra Yen) is Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%), while OXLCP (Oxford Lane Capital Corp.) is a stock. Over the past 5 years, YCL returned -19.30%/yr vs 6.41%/yr for OXLCP. Their 0.01 correlation means their historical movements had little consistent relationship.
Performance
YCL vs. OXLCP - Performance Comparison
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Returns By Period
In the year-to-date period, YCL achieves a -5.82% return, which is significantly lower than OXLCP's 4.37% return.
YCL
- 1D
- 0.22%
- 1M
- 1.24%
- 6M
- -7.85%
- YTD
- -5.82%
- 1Y
- -18.77%
- 3Y*
- -13.30%
- 5Y*
- -19.30%
- 10Y*
- -13.42%
- ALL TIME*
- -9.77%
OXLCP
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 3.54%
- YTD
- 4.37%
- 1Y
- 8.00%
- 3Y*
- 9.65%
- 5Y*
- 6.41%
- 10Y*
- —
- ALL TIME*
- 6.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $36.28K | |
| $965.32K | $858.06K | $714.31K |
YCL vs. OXLCP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
YCL ProShares Ultra Yen | -5.82% | -6.34% | -25.97% | -20.46% | -26.92% | -20.94% | 9.84% |
OXLCP Oxford Lane Capital Corp. | 4.37% | 9.04% | 12.26% | 8.13% | -4.30% | 17.17% | -1.14% |
Correlation
The correlation between YCL and OXLCP is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2020 | 0.01 |
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Return for Risk
YCL vs. OXLCP — Risk / Return Rank
YCL
OXLCP
YCL vs. OXLCP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Yen (YCL) and Oxford Lane Capital Corp. (OXLCP). 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.
| YCL | OXLCP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.25 | ||
| Sortino ratioReturn per unit of downside risk | -5.04 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.56 | -0.72 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 8.38 | -9.03 |
| Martin ratioReturn relative to average drawdown | -1.03 | 26.28 | -27.32 |
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Drawdowns
YCL vs. OXLCP - Drawdown Comparison
The maximum YCL drawdown since its inception was -88.74%, which is greater than OXLCP's maximum drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for YCL and OXLCP.
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Drawdown Indicators
| YCL | OXLCP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.74% | -49.79% | -38.95% |
Max Drawdown (1Y)Largest decline over 1 year | -23.28% | -0.97% | -22.31% |
Max Drawdown (3Y)Largest decline over 3 years | -39.44% | -1.90% | -37.54% |
Max Drawdown (5Y)Largest decline over 5 years | -67.75% | -11.72% | -56.03% |
Max Drawdown (10Y)Largest decline over 10 years | -77.87% | — | — |
Current DrawdownCurrent decline from peak | -88.15% | -0.25% | -87.90% |
Average DrawdownAverage peak-to-trough decline | -53.42% | -2.35% | -51.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.60% | 0.31% | +14.29% |
Volatility
YCL vs. OXLCP - Volatility Comparison
ProShares Ultra Yen (YCL) has a higher volatility of 5.60% compared to Oxford Lane Capital Corp. (OXLCP) at 0.00%. This indicates that YCL's price experiences larger fluctuations and is considered to be riskier than OXLCP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YCL | OXLCP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 0.00% | +5.60% |
Volatility (6M)Calculated over the trailing 6-month period | 11.00% | 2.16% | +8.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.66% | 3.50% | +13.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.60% | 8.30% | +12.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 24.80% | -6.60% |
Dividends
YCL vs. OXLCP - Dividend Comparison
YCL has not paid dividends to shareholders, while OXLCP's dividend yield for the trailing twelve months is around 5.21%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
OXLCP Oxford Lane Capital Corp. | 5.21% | 6.35% | 6.49% | 6.82% | 6.89% | 6.18% | 6.02% |
YCL ProShares Ultra Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
YCL and OXLCP have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YCL has higher volatility (5.60%) compared to OXLCP (0.00%). In terms of maximum drawdown, YCL dropped -88.74% vs OXLCP's -49.79%.
OXLCP currently has the higher Sharpe Ratio (2.34 vs -0.91), 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.
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