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FDUS vs. SCM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FDUS and SCM is 0.32, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

FDUS vs. SCM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidus Investment Corporation (FDUS) and Stellus Capital Investment Corporation (SCM). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
370.21%
234.84%
FDUS
SCM

Key characteristics

Sharpe Ratio

FDUS:

0.32

SCM:

0.18

Sortino Ratio

FDUS:

0.55

SCM:

0.35

Omega Ratio

FDUS:

1.08

SCM:

1.06

Calmar Ratio

FDUS:

0.25

SCM:

0.15

Martin Ratio

FDUS:

1.04

SCM:

0.63

Ulcer Index

FDUS:

5.68%

SCM:

5.68%

Daily Std Dev

FDUS:

18.82%

SCM:

20.55%

Max Drawdown

FDUS:

-69.51%

SCM:

-66.06%

Current Drawdown

FDUS:

-15.56%

SCM:

-13.58%

Fundamentals

Market Cap

FDUS:

$667.89M

SCM:

$377.08M

EPS

FDUS:

$2.40

SCM:

$1.79

PE Ratio

FDUS:

8.01

SCM:

7.41

PEG Ratio

FDUS:

3.59

SCM:

0.00

PS Ratio

FDUS:

4.57

SCM:

3.60

PB Ratio

FDUS:

1.02

SCM:

1.02

Total Revenue (TTM)

FDUS:

$111.50M

SCM:

$65.65M

Gross Profit (TTM)

FDUS:

$111.50M

SCM:

$26.50T

EBITDA (TTM)

FDUS:

$54.95M

SCM:

$10.26T

Returns By Period

In the year-to-date period, FDUS achieves a -6.12% return, which is significantly lower than SCM's -0.91% return. Over the past 10 years, FDUS has outperformed SCM with an annualized return of 13.07%, while SCM has yielded a comparatively lower 12.23% annualized return.


FDUS

YTD

-6.12%

1M

-6.47%

6M

4.06%

1Y

5.56%

5Y*

31.30%

10Y*

13.07%

SCM

YTD

-0.91%

1M

-6.00%

6M

-1.45%

1Y

5.14%

5Y*

25.34%

10Y*

12.23%

*Annualized

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Risk-Adjusted Performance

FDUS vs. SCM — Risk-Adjusted Performance Rank

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

FDUS
The Risk-Adjusted Performance Rank of FDUS is 6161
Overall Rank
The Sharpe Ratio Rank of FDUS is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FDUS is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FDUS is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FDUS is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FDUS is 6565
Martin Ratio Rank

SCM
The Risk-Adjusted Performance Rank of SCM is 5656
Overall Rank
The Sharpe Ratio Rank of SCM is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SCM is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SCM is 5151
Omega Ratio Rank
The Calmar Ratio Rank of SCM is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SCM is 6161
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.

FDUS vs. SCM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidus Investment Corporation (FDUS) and Stellus Capital Investment Corporation (SCM). 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 chart of Sharpe ratio for FDUS, currently valued at 0.32, compared to the broader market-2.00-1.000.001.002.003.00
FDUS: 0.32
SCM: 0.18
The chart of Sortino ratio for FDUS, currently valued at 0.55, compared to the broader market-6.00-4.00-2.000.002.004.00
FDUS: 0.55
SCM: 0.35
The chart of Omega ratio for FDUS, currently valued at 1.08, compared to the broader market0.501.001.502.00
FDUS: 1.08
SCM: 1.06
The chart of Calmar ratio for FDUS, currently valued at 0.25, compared to the broader market0.001.002.003.004.005.00
FDUS: 0.25
SCM: 0.15
The chart of Martin ratio for FDUS, currently valued at 1.04, compared to the broader market-5.000.005.0010.0015.0020.00
FDUS: 1.04
SCM: 0.63

The current FDUS Sharpe Ratio is 0.32, which is higher than the SCM Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of FDUS and SCM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.32
0.18
FDUS
SCM

Dividends

FDUS vs. SCM - Dividend Comparison

FDUS's dividend yield for the trailing twelve months is around 12.01%, which matches SCM's 12.03% yield.


TTM20242023202220212020201920182017201620152014
FDUS
Fidus Investment Corporation
12.01%11.51%14.63%10.51%8.90%10.15%8.17%13.69%10.54%10.17%11.66%11.51%
SCM
Stellus Capital Investment Corporation
12.03%11.60%12.42%11.63%8.27%10.56%9.53%10.47%10.32%11.24%14.07%12.06%

Drawdowns

FDUS vs. SCM - Drawdown Comparison

The maximum FDUS drawdown since its inception was -69.51%, which is greater than SCM's maximum drawdown of -66.06%. Use the drawdown chart below to compare losses from any high point for FDUS and SCM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.56%
-13.58%
FDUS
SCM

Volatility

FDUS vs. SCM - Volatility Comparison

Fidus Investment Corporation (FDUS) and Stellus Capital Investment Corporation (SCM) have volatilities of 14.47% and 14.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.47%
14.38%
FDUS
SCM

Financials

FDUS vs. SCM - Financials Comparison

This section allows you to compare key financial metrics between Fidus Investment Corporation and Stellus Capital Investment Corporation. 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


Values in USD except per share items