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CUSIP
336294103
IPO Date
Nov 14, 2022

Highlights

Year Range
$4.13 - $7.65

Share Price Chart


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Performance

FSCO Performance Chart

FS Credit Opportunities Corp. (FSCO) is down 18.7% since the beginning of the year. At $5 per share, FSCO is trading 36.7% below its 52-week high of $8.


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S&P 500 Index

Returns By Period

FS Credit Opportunities Corp. (FSCO) has returned -18.71% so far this year and -24.11% over the past 12 months.


FS Credit Opportunities Corp.

1D
-1.83%
1M
-4.35%
YTD
-18.71%
6M
-16.22%
1Y
-24.11%
3Y*
14.30%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSCO Monthly Returns History

Based on dividend-adjusted daily data since Nov 14, 2022, FSCO's average daily return is +0.06%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.

Historically, 70% of months were positive and 30% were negative. The best month was May 2024 with a return of +8.0%, 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%4.12%-2.68%-4.16%-18.71%
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%
20223.26%-7.01%-3.98%

Benchmark Metrics

FS Credit Opportunities Corp. has an annualized alpha of 4.84%, beta of 0.56, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since November 14, 2022.

  • This stock participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (40.50%) than losses (20.32%) - typical of diversified or defensive assets.
  • Beta of 0.56 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
4.84%
Beta
0.56
0.09
Upside Capture
40.50%
Downside Capture
20.32%

Return for Risk

Risk / Return Rank

FSCO ranks 11 for risk / return — in the bottom 11% 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: 1111
Overall Rank
FSCO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FSCO Sortino Ratio Rank: 1010
Sortino Ratio Rank
FSCO Omega Ratio Rank: 99
Omega Ratio Rank
FSCO Calmar Ratio Rank: 1616
Calmar Ratio Rank
FSCO Martin Ratio Rank: 1010
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 S&P 500 Index.

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.


FSCOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.91

Sortino ratioReturn per unit of downside risk

-3.87

Omega ratioGain probability vs. loss probability

0.85

1.37

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.68

2.78

-3.47

Martin ratioReturn relative to average drawdown

-1.34

12.44

-13.78

Dividends

Dividend History

FS Credit Opportunities Corp. provided a 16.22% dividend yield over the last twelve months, with an annual payout of $0.79 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$0.79$0.80$0.71$0.64$0.09

Dividend yield

16.22%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$0.06$0.06$0.00$0.31
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 29.03%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-35.53%Mar 2026
6mo 12d
9mo 28dAug 2025 - now
2023 bear market2023
-25.11%Mar 2023
4mo 7d4mo 22d
8mo 29dNov 2022 - Aug 2023
2025 selloff2025
-17.89%Apr 2025
5d25d
1moApr 2025 - May 2025
Bear market2022
-15.60%Nov 2022
2d1d
3dNov 2022 - Nov 2022
2024 pullback2024
-8.80%Aug 2024
24d1mo 28d
2mo 22dJul 2024 - Oct 2024

Drawdown Indicators


FSCOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-35.53%

-56.78%

+21.25%

Max Drawdown (1Y)

Largest decline over 1 year

-35.53%

-9.10%

-26.43%

Max Drawdown (3Y)

Largest decline over 3 years

-35.53%

-18.90%

-16.63%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-29.03%

-1.80%

-27.23%

Average Drawdown

Average peak-to-trough decline

-8.13%

-10.71%

+2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.03%

2.03%

+16.00%

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
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