The spectral density of the fluctuations of an underdamped, single-well, nonlinear oscillator driven by a random force has been investigated. Electronic analogue experiments have demonstrated the existence of a narrow spectral peak at zero-frequency; such a peak only appears, however, in those cases where the potential is non-centro-symmetric. The evolution of the peak with variation of a parameter characterising the asymmetry of the potential, and with noise intensity, has been investigated both experimentally and theoretically. It is found that the half-width of the peak remains relatively small (of the order of the reciprocal relaxation time) over a broad range of noise intensities. The theory of the peak shape is shown to be in close agreement with experiment. The relationships of the peak to the (apparently similar) zero-frequency peaks observed previously in double-well oscillators, where they are responsible for stochastic resonance, and to the supernarrow spectral peaks found near kinetic phase transitions in periodically driven systems, are discussed.