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BIPS.L vs. FSCO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BIPS.L vs. FSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Bond Income Plus Limited (BIPS.L) and FS Credit Opportunities Corp. (FSCO). The values are adjusted to include any dividend payments, if applicable.

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BIPS.L vs. FSCO - Yearly Performance Comparison


2026 (YTD)2025202420232022
BIPS.L
Invesco Bond Income Plus Limited
0.03%8.04%8.84%10.52%2.15%
FSCO
FS Credit Opportunities Corp.
-14.08%-3.70%37.24%30.13%4.17%
Different Trading Currencies

BIPS.L is traded in GBp, while FSCO is traded in USD. To make them comparable, the FSCO values have been converted to GBp using the latest available exchange rates.

Fundamentals

Returns By Period

In the year-to-date period, BIPS.L achieves a 0.03% return, which is significantly higher than FSCO's -14.08% return.


BIPS.L

1D
0.29%
1M
-1.99%
YTD
0.03%
6M
1.22%
1Y
6.75%
3Y*
9.40%
5Y*
5.07%
10Y*
43.42%

FSCO

1D
0.75%
1M
0.33%
YTD
-14.08%
6M
-18.37%
1Y
-20.16%
3Y*
15.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BIPS.L vs. FSCO — Risk / Return Rank

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

BIPS.L
BIPS.L Risk / Return Rank: 7474
Overall Rank
BIPS.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BIPS.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
BIPS.L Omega Ratio Rank: 7373
Omega Ratio Rank
BIPS.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
BIPS.L Martin Ratio Rank: 8787
Martin Ratio Rank

FSCO
FSCO Risk / Return Rank: 1717
Overall Rank
FSCO Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FSCO Sortino Ratio Rank: 1717
Sortino Ratio Rank
FSCO Omega Ratio Rank: 1515
Omega Ratio Rank
FSCO Calmar Ratio Rank: 2525
Calmar Ratio Rank
FSCO Martin Ratio Rank: 1414
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.

BIPS.L vs. FSCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bond Income Plus Limited (BIPS.L) 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.


BIPS.LFSCODifference

Sharpe ratio

Return per unit of total volatility

0.93

-0.64

+1.57

Sortino ratio

Return per unit of downside risk

1.29

-0.72

+2.02

Omega ratio

Gain probability vs. loss probability

1.24

0.90

+0.34

Calmar ratio

Return relative to maximum drawdown

1.96

-0.54

+2.50

Martin ratio

Return relative to average drawdown

9.26

-1.44

+10.70

BIPS.L vs. FSCO - Sharpe Ratio Comparison

The current BIPS.L Sharpe Ratio is 0.93, which is higher than the FSCO Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of BIPS.L 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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Sharpe Ratios by Period


BIPS.LFSCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

-0.64

+1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

Correlation

The correlation between BIPS.L and FSCO is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BIPS.L vs. FSCO - Dividend Comparison

BIPS.L's dividend yield for the trailing twelve months is around 7.12%, less than FSCO's 15.49% yield.


TTM20252024202320222021202020192018201720162015
BIPS.L
Invesco Bond Income Plus Limited
7.12%7.00%6.61%6.73%6.70%5.61%5.27%98.33%5.71%5.01%5.24%5.53%
FSCO
FS Credit Opportunities Corp.
15.49%12.65%10.47%11.26%1.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BIPS.L vs. FSCO - Drawdown Comparison

The maximum BIPS.L drawdown since its inception was -54,066,487.21%, which is greater than FSCO's maximum drawdown of -36.23%. Use the drawdown chart below to compare losses from any high point for BIPS.L and FSCO.


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Drawdown Indicators


BIPS.LFSCODifference

Max Drawdown

Largest peak-to-trough decline

-54,066,487.21%

-35.53%

-54,066,451.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.76%

-35.53%

+31.77%

Max Drawdown (5Y)

Largest decline over 5 years

-23.39%

Max Drawdown (10Y)

Largest decline over 10 years

-38.38%

Current Drawdown

Current decline from peak

-52,912,865.86%

-26.20%

-52,912,839.66%

Average Drawdown

Average peak-to-trough decline

-13,337,504.36%

-6.89%

-13,337,497.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

13.16%

-12.36%

Volatility

BIPS.L vs. FSCO - Volatility Comparison

The current volatility for Invesco Bond Income Plus Limited (BIPS.L) is 2.41%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 16.34%. This indicates that BIPS.L 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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Volatility by Period


BIPS.LFSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

16.34%

-13.93%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

25.26%

-21.36%

Volatility (1Y)

Calculated over the trailing 1-year period

7.24%

31.44%

-24.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.25%

28.74%

-10.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

627.79%

28.74%

+599.05%

Financials

BIPS.L vs. FSCO - Financials Comparison

This section allows you to compare key financial metrics between Invesco Bond Income Plus Limited 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


-30.00M-20.00M-10.00M0.0010.00M20.00M30.00M2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025April
15.94M
(BIPS.L) Total Revenue
(FSCO) Total Revenue
Please note, different currencies. BIPS.L values in GBp, FSCO values in USD