COMT vs OXLC

Comparison between ISHARES GSCI COMMODITY DYNAMIC ROLL STRATEGY ETF (COMT, ETF) and Oxford Lane Capital Corp (OXLC, ETF).

5-Year PerformanceCOMT has outperformed OXLC, delivering a return of +13.7% compared to -5.1%

COMT vs OXLC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	COMT(ETF)	OXLC(ETF)
Net Assets	$1.10B	$1.10B
Expense Ratio	0.48%	N/A
Max Drawdown	57.95%	91.93%
Sharpe Ratio	1.99	-1.43
5Y Beta	0.12	0.69
5Y Dividends CAGR	27.13%	2.32%

Net Assets

COMT

$1.10B

OXLC

$1.10B

Expense Ratio

COMT

0.48%

OXLC

N/A

Max Drawdown

Winner

COMT

57.95%

OXLC

91.93%

Sharpe Ratio

Winner

COMT

1.99

OXLC

-1.43

5Y Beta

Winner

COMT

0.12

OXLC

0.69

5Y Dividends CAGR

Winner

COMT

27.13%

OXLC

2.32%

COMT vs OXLC - Historical Returns

Returns include dividend reinvestment.

Period	COMT	OXLC
1 month	+5.45%	+5.20%
3 months	+27.57%	+3.19%
6 months	+39.34%	-18.59%
1 year	+51.12%	-40.28%
5 years(CAGR)	+13.67%	-5.14%
10 years(CAGR)	+9.85%	+4.50%
Max(CAGR)	+3.90%	+3.08%

Winner

COMT

+5.45%

OXLC

+5.20%

Winner

COMT

+27.57%

OXLC

+3.19%

Winner

COMT

+39.34%

OXLC

-18.59%

Winner

COMT

+51.12%

OXLC

-40.28%

5Y(CAGR)

Winner

COMT

+13.67%

OXLC

-5.14%

10Y(CAGR)

Winner

COMT

+9.85%

OXLC

+4.50%

Max(CAGR)

Winner

COMT

+3.90%

OXLC

+3.08%

COMT vs OXLC - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	COMT	OXLC
2026	+38.94%	-22.66%
2025	+5.18%	-24.65%
2024	+6.92%	+23.84%
2023	-4.06%	+14.29%
2022	+18.24%	-27.46%
2021	+37.10%	+57.30%
2020	-19.08%	-15.25%
2019	+10.18%	-2.92%
2018	-7.23%	+10.99%
2017	+12.20%	+11.56%
2016	+21.81%	+35.17%
2015	-30.17%	-20.64%
2014	-17.62%	-0.72%
2013	N/A	+26.27%
2012	N/A	+30.32%
2011	N/A	-25.72%

COMT vs OXLC Drawdown Comparison

The maximum drawdown for COMT was -51.88%, occurring on Jan 20, 2016. Recovery took 1836 trading sessions.

The maximum drawdown for OXLC was -74.42%, occurring on Mar 18, 2020. Recovery took 469 trading sessions.

The current COMT drawdown is -4.88%. The current OXLC drawdown is -43.05%.

Rank	COMT	OXLC
#1	-51.88% Oct 29, 2014 - Feb 14, 2022	-74.42% Jul 24, 2019 - Jun 3, 2021
#2	-29.32% Jun 8, 2022 - Mar 5, 2026	-57.10% May 16, 2025 - Mar 13, 2026
#3	-16.34% Mar 8, 2022 - Jun 3, 2022	-56.97% Jun 3, 2015 - Nov 16, 2016
#4	-8.02% Apr 6, 2026 - Apr 28, 2026	-36.81% Feb 2, 2022 - Jun 7, 2024
#5	-5.42% Mar 18, 2026 - Mar 27, 2026	-33.15% May 11, 2011 - Nov 6, 2012
#6	-4.88% May 4, 2026 - May 8, 2026	-24.62% Aug 9, 2018 - Apr 8, 2019
#7	-2.83% Mar 30, 2026 - Apr 2, 2026	-14.40% Feb 18, 2025 - May 14, 2025
#8	-2.32% Feb 14, 2022 - Feb 22, 2022	-13.23% Feb 19, 2014 - May 28, 2015
#9	-2.24% Mar 6, 2026 - Mar 11, 2026	-12.86% Feb 2, 2011 - May 11, 2011
#10	-2.12% Oct 21, 2014 - Oct 29, 2014	-12.83% Nov 1, 2017 - Feb 8, 2018
#11	-1.86% Apr 29, 2026 - May 4, 2026	-12.01% Nov 2, 2021 - Jan 11, 2022
#12	-1.72% Feb 24, 2022 - Feb 28, 2022	-10.64% Apr 5, 2017 - Aug 21, 2017
#13	-1.70% Mar 12, 2026 - Mar 17, 2026	-9.60% May 21, 2013 - Nov 27, 2013
#14	-0.43% Oct 17, 2014 - Oct 21, 2014	-9.24% Jun 4, 2021 - Oct 11, 2021
#15	-0.32% Mar 2, 2022 - Mar 4, 2022	-8.40% May 18, 2018 - Aug 1, 2018

Correlation

Correlation between COMT and OXLC is 0.61 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.61

-101

Dividend Comparison (2011 - 2026)

COMT vs OXLC dividend yield comparison.

Year	COMT	OXLC
2026	0.00%	13.75%
2025	7.74%	35.86%
2024	4.90%	20.12%
2023	5.19%	18.83%
2022	29.79%	17.75%
2021	17.79%	10.51%
2020	0.36%	22.46%
2019	2.61%	19.85%
2018	11.65%	16.70%
2017	5.16%	17.91%
2016	0.52%	22.84%
2015	1.44%	24.10%
2014	0.56%	16.72%
2013	0.00%	12.69%
2012	0.00%	14.30%
2011	0.00%	13.14%