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CUSIP
336294103
IPO Date
Nov 14, 2022

Highlights

Market Cap
$1.00B
Enterprise Value
$887.31M
Year Range
$4.13 - $7.65
Avg. Volume (1M)
891K
Avg. Volume Value (1M)
$4.36M

Share Price Chart


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Performance

FSCO Performance Chart

FS Credit Opportunities Corp. (FSCO) is down 14.9% since the beginning of the year. At $5 per share, FSCO is trading 35.3% below its 52-week high of $8.


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Benchmark

Compare this symbol against anything

Returns By Period

FS Credit Opportunities Corp. (FSCO) has returned -14.85% so far this year and -24.26% over the past 12 months.


FS Credit Opportunities Corp.

1D
-0.40%
1M
1.20%
6M
-12.54%
YTD
-14.85%
1Y
-24.26%
3Y*
11.66%
5Y*
10Y*
ALL TIME*
12.86%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*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 +1.11%. At this rate, an investment would double in approximately 5.2 years.

Historically, 73% of months were positive and 27% 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%0.02%0.39%-14.85%
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 6.08%, 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 (7.56%) - 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
6.08%
Beta
0.56
0.09
Upside Capture
40.50%
Downside Capture
7.56%

Return for Risk

Risk / Return Rank

FSCO ranks 12 for risk / return — above 12% of stocks peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.


FSCO Risk / Return Rank: 1212
Overall Rank
FSCO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FSCO Sortino Ratio Rank: 1111
Sortino Ratio Rank
FSCO Omega Ratio Rank: 1010
Omega Ratio Rank
FSCO Calmar Ratio Rank: 1818
Calmar Ratio Rank
FSCO Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return 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

-2.30

Sortino ratioReturn per unit of downside risk

-3.09

Omega ratioGain probability vs. loss probability

0.85

1.25

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.69

2.00

-2.69

Martin ratioReturn relative to average drawdown

-1.20

8.49

-9.70

Dividends

Dividend History

FS Credit Opportunities Corp. provided a 15.48% dividend yield over the last twelve months, with an annual payout of $0.77 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$0.77$0.80$0.71$0.64$0.09

Dividend yield

15.48%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$0.06$0.06$0.43
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 25.65%.


Drawdown

Fall

Recovery

Underwater

Related event

-35.53%Mar 2026
6mo 12d
11mo 9dAug 2025 - now
-25.11%Mar 2023
4mo 7d4mo 22d
8mo 29dNov 2022 - Aug 2023
-17.89%Apr 2025
5d25d
1moApr 2025 - May 2025
2025 selloff2025
-15.60%Nov 2022
2d1d
3dNov 2022 - Nov 2022
Bear market2022
-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

-25.65%

-1.58%

-24.07%

Average Drawdown

Average peak-to-trough decline

-8.70%

-10.70%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.18%

2.14%

+18.04%

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
Portfolio Analyzer

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