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FS Credit Opportunities Corp. (FSCO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

CUSIP
336294103
IPO Date
Nov 14, 2022

Highlights

Year Range
$4.13 - $7.65

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FS Credit Opportunities Corp., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

FS Credit Opportunities Corp. (FSCO) has returned -16.30% so far this year and -18.33% over the past 12 months.


FS Credit Opportunities Corp.

1D
0.79%
1M
3.57%
YTD
-16.30%
6M
-21.20%
1Y
-18.33%
3Y*
18.10%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 14, 2022, FSCO's average daily return is +0.08%, while the average monthly return is +1.47%. At this rate, your investment would double in approximately 4.0 years.

Historically, 73% of months were positive and 27% were negative. The best month was Nov 2022 with a return of +15.3%, while the worst month was Feb 2026 at -17.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FSCO closed higher 49% of trading days. The best single day was Nov 17, 2022 with a return of +20.6%, while the worst single day was Apr 4, 2025 at -11.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.63%-17.00%3.57%-16.30%
20250.48%3.76%1.92%-0.30%4.69%1.51%3.55%1.59%-7.01%-3.79%-4.59%2.57%3.68%
20242.06%1.34%4.17%0.68%7.96%1.74%3.03%-2.31%1.92%5.84%3.04%1.18%34.88%
20236.56%-6.86%-1.92%-1.34%4.87%6.92%7.32%6.89%2.81%1.62%4.91%1.16%36.98%
202215.25%-7.01%7.16%

Benchmark Metrics

FS Credit Opportunities Corp. has an annualized alpha of 11.79%, beta of 0.55, and R² of 0.09 versus S&P 500 Index. Calculated based on daily prices since November 15, 2022.

  • This stock participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (59.01%) than losses (9.06%) — typical of diversified or defensive assets.
  • Beta of 0.55 may look defensive, but with R² of 0.09 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.09 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
11.79%
Beta
0.55
0.09
Upside Capture
59.01%
Downside Capture
9.06%

Return for Risk

Risk / Return Rank

FSCO ranks 16 for risk / return — in the bottom 16% of stocks on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


FSCO Risk / Return Rank: 1616
Overall Rank
FSCO Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FSCO Sortino Ratio Rank: 1616
Sortino Ratio Rank
FSCO Omega Ratio Rank: 1515
Omega Ratio Rank
FSCO Calmar Ratio Rank: 2525
Calmar Ratio Rank
FSCO Martin Ratio Rank: 1111
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and compare them to a chosen benchmark (S&P 500 Index).


FSCOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.59

0.90

-1.48

Sortino ratio

Return per unit of downside risk

-0.63

1.39

-2.02

Omega ratio

Gain probability vs. loss probability

0.91

1.21

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.52

1.40

-1.92

Martin ratio

Return relative to average drawdown

-1.42

6.61

-8.03

Explore FSCO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

FS Credit Opportunities Corp. provided a 15.64% dividend yield over the last twelve months, with an annual payout of $0.80 per share. The company has been increasing its dividends for 3 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.20$0.40$0.60$0.802022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.80$0.80$0.71$0.64$0.09

Dividend yield

15.64%12.65%10.47%11.26%1.95%

Monthly Dividends

The table displays the monthly dividend distributions for FS Credit Opportunities Corp.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.07$0.07$0.06$0.19
2025$0.06$0.06$0.06$0.06$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.80
2024$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.71
2023$0.05$0.05$0.05$0.05$0.05$0.05$0.06$0.06$0.06$0.06$0.06$0.06$0.64
2022$0.04$0.05$0.09

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the FS Credit Opportunities Corp.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FS Credit Opportunities Corp. was 35.53%, occurring on Mar 9, 2026. The portfolio has not yet recovered.

The current FS Credit Opportunities Corp. drawdown is 26.92%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.53%Aug 29, 2025131Mar 9, 2026
-25.11%Nov 21, 202287Mar 28, 202398Aug 17, 2023185
-17.89%Apr 2, 20254Apr 7, 202518May 2, 202522
-8.8%Jul 12, 202417Aug 5, 202441Oct 2, 202458
-6.5%Aug 28, 202318Sep 21, 20236Sep 29, 202324

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of FS Credit Opportunities Corp. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how FS Credit Opportunities Corp. is priced in the market compared to other companies in the Asset Management industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items