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ARDC vs. FSCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ARDC and FSCO is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ARDC vs. FSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ares Dynamic Credit Allocation Fund, Inc. (ARDC) and FS Credit Opportunities Corp. (FSCO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ARDC:

0.49

FSCO:

1.31

Sortino Ratio

ARDC:

0.66

FSCO:

1.77

Omega Ratio

ARDC:

1.11

FSCO:

1.28

Calmar Ratio

ARDC:

0.36

FSCO:

1.70

Martin Ratio

ARDC:

1.36

FSCO:

9.09

Ulcer Index

ARDC:

5.19%

FSCO:

3.35%

Daily Std Dev

ARDC:

15.67%

FSCO:

23.32%

Max Drawdown

ARDC:

-45.40%

FSCO:

-25.11%

Current Drawdown

ARDC:

-6.62%

FSCO:

-0.56%

Fundamentals

Returns By Period

In the year-to-date period, ARDC achieves a -2.72% return, which is significantly lower than FSCO's 8.98% return.


ARDC

YTD

-2.72%

1M

8.49%

6M

-0.60%

1Y

7.27%

5Y*

15.68%

10Y*

7.98%

FSCO

YTD

8.98%

1M

9.06%

6M

15.54%

1Y

29.80%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ARDC vs. FSCO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARDC
The Risk-Adjusted Performance Rank of ARDC is 6464
Overall Rank
The Sharpe Ratio Rank of ARDC is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ARDC is 5555
Sortino Ratio Rank
The Omega Ratio Rank of ARDC is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ARDC is 6767
Calmar Ratio Rank
The Martin Ratio Rank of ARDC is 6767
Martin Ratio Rank

FSCO
The Risk-Adjusted Performance Rank of FSCO is 8888
Overall Rank
The Sharpe Ratio Rank of FSCO is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCO is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FSCO is 8686
Omega Ratio Rank
The Calmar Ratio Rank of FSCO is 9191
Calmar Ratio Rank
The Martin Ratio Rank of FSCO is 9494
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.

ARDC vs. FSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ares Dynamic Credit Allocation Fund, Inc. (ARDC) and FS Credit Opportunities Corp. (FSCO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current ARDC Sharpe Ratio is 0.49, which is lower than the FSCO Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of ARDC and FSCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ARDC vs. FSCO - Dividend Comparison

ARDC's dividend yield for the trailing twelve months is around 9.80%, less than FSCO's 10.31% yield.


TTM20242023202220212020201920182017201620152014
ARDC
Ares Dynamic Credit Allocation Fund, Inc.
9.80%9.33%9.85%10.31%7.16%8.40%8.40%9.35%7.58%8.45%10.51%8.87%
FSCO
FS Credit Opportunities Corp.
10.31%10.47%11.26%1.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ARDC vs. FSCO - Drawdown Comparison

The maximum ARDC drawdown since its inception was -45.40%, which is greater than FSCO's maximum drawdown of -25.11%. Use the drawdown chart below to compare losses from any high point for ARDC and FSCO. For additional features, visit the drawdowns tool.


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Volatility

ARDC vs. FSCO - Volatility Comparison

The current volatility for Ares Dynamic Credit Allocation Fund, Inc. (ARDC) is 2.49%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 5.33%. This indicates that ARDC experiences smaller price fluctuations and is considered to be less risky than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ARDC vs. FSCO - Financials Comparison

This section allows you to compare key financial metrics between Ares Dynamic Credit Allocation Fund, Inc. and FS Credit Opportunities Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


(ARDC) Total Revenue
(FSCO) Total Revenue
Values in USD except per share items