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FS Credit Opportunities Corp. (FSCO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

CUSIP

336294103

IPO Date

Nov 14, 2022

Highlights

Market Cap

$1.40B

EPS (TTM)

$0.94

PE Ratio

7.49

Year Range

$5.16 - $7.16

Short %

0.18%

Short Ratio

0.26

Share Price Chart


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Compare to other instruments

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Performance

Performance Chart


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S&P 500

Returns By Period

FS Credit Opportunities Corp. (FSCO) returned 7.83% year-to-date (YTD) and 26.00% over the past 12 months.


FSCO

YTD

7.83%

1M

5.74%

6M

11.74%

1Y

26.00%

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.68%

1M

7.17%

6M

-1.66%

1Y

11.63%

3Y*

12.51%

5Y*

14.34%

10Y*

10.88%

*Annualized

Monthly Returns

The table below presents the monthly returns of FSCO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.48%3.76%1.92%-0.30%1.79%7.83%
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%6.90%2.81%1.62%4.91%1.16%36.98%
202215.25%-7.01%7.17%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 84, FSCO is among the top 16% of stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FSCO is 8484
Overall Rank
The Sharpe Ratio Rank of FSCO is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCO is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FSCO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FSCO is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FSCO is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

FS Credit Opportunities Corp. Sharpe ratios as of May 28, 2025 (values are recalculated daily):

  • 1-Year: 1.13
  • All Time: 1.26

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of FS Credit Opportunities Corp. compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

FS Credit Opportunities Corp. provided a 10.58% dividend yield over the last twelve months, with an annual payout of $0.74 per share. The company has been increasing its dividends for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.20$0.40$0.60$0.80202220232024
Dividends
Dividend Yield
PeriodTTM202420232022
Dividend$0.74$0.71$0.64$0.09

Dividend yield

10.58%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
2025$0.06$0.06$0.06$0.06$0.06$0.32
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

Dividend Yield & Payout


Dividend Yield

FS Credit Opportunities Corp. has a dividend yield of 10.58%, which means its dividend payment is significantly above the market average.

Payout Ratio

FS Credit Opportunities Corp. has a payout ratio of 75.96%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

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 25.11%, occurring on Mar 28, 2023. Recovery took 98 trading sessions.

The current FS Credit Opportunities Corp. drawdown is 1.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-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
-5.8%Nov 15, 20222Nov 16, 20221Nov 17, 20223
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for FSCO, comparing it with other companies in the Asset Management industry. Currently, FSCO has a P/E ratio of 7.5. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for FSCO relative to other companies in the Asset Management industry. Currently, FSCO has a P/S ratio of 6.8. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for FSCO in comparison with other companies in the Asset Management industry. Currently, FSCO has a P/B value of 1.0. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

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