FSCO vs. AMLP
FSCO (FS Credit Opportunities Corp.) is a stock, while AMLP (Alerian MLP ETF) is MLPs fund tracking the Alerian MLP Infrastructure Index. Over the past 3 years, FSCO returned 11.66%/yr vs 19.27%/yr for AMLP. Their 0.13 correlation means their historical movements had little consistent relationship.
Performance
FSCO vs. AMLP - Performance Comparison
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Returns By Period
In the year-to-date period, FSCO achieves a -14.85% return, which is significantly lower than AMLP's 22.35% return.
FSCO
- 1D
- -0.40%
- 1M
- 1.20%
- 6M
- -12.54%
- YTD
- -14.85%
- 1Y
- -24.26%
- 3Y*
- 11.66%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.86%
AMLP
- 1D
- 0.89%
- 1M
- 6.26%
- 6M
- 14.99%
- YTD
- 22.35%
- 1Y
- 21.27%
- 3Y*
- 19.27%
- 5Y*
- 19.50%
- 10Y*
- 7.29%
- ALL TIME*
- 5.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AMLP Alerian MLP ETF | $65.00M | $60.75M | $74.60M |
| $4.16M | $4.36M | $5.06M |
FSCO vs. AMLP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | -14.85% | 3.68% | 34.88% | 36.98% | -3.98% |
AMLP Alerian MLP ETF | 22.35% | 5.78% | 22.76% | 21.40% | -6.60% |
Correlation
The correlation between FSCO and AMLP is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.13 |
The correlation between FSCO and AMLP shifts across timeframes, from -0.04 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FSCO vs. AMLP — Risk / Return Rank
FSCO
AMLP
FSCO vs. AMLP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and Alerian MLP ETF (AMLP). 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.
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.
| FSCO | AMLP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -3.34 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.27 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 2.35 | -3.03 |
| Martin ratioReturn relative to average drawdown | -1.20 | 6.55 | -7.76 |
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Drawdowns
FSCO vs. AMLP - Drawdown Comparison
The maximum FSCO drawdown since its inception was -35.53%, smaller than the maximum AMLP drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for FSCO and AMLP.
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Drawdown Indicators
| FSCO | AMLP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -77.19% | +41.66% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -8.47% | -27.06% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | -14.27% | -21.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.92% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -72.62% | — |
Current DrawdownCurrent decline from peak | -25.65% | 0.00% | -25.65% |
Average DrawdownAverage peak-to-trough decline | -8.70% | -17.26% | +8.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.18% | 3.20% | +16.98% |
Volatility
FSCO vs. AMLP - Volatility Comparison
The current volatility for FS Credit Opportunities Corp. (FSCO) is 3.72%, while Alerian MLP ETF (AMLP) has a volatility of 3.98%. This indicates that FSCO experiences smaller price fluctuations and is considered to be less risky than AMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSCO | AMLP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 3.98% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 22.49% | 9.81% | +12.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.60% | 12.55% | +15.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.86% | 19.37% | +8.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.86% | 27.64% | +0.22% |
Dividends
FSCO vs. AMLP - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 15.48%, more than AMLP's 7.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMLP Alerian MLP ETF | 7.27% | 8.36% | 7.70% | 7.86% | 7.70% | 8.55% | 12.31% | 9.12% | 9.29% | 7.97% | 8.09% | 9.84% |
FSCO FS Credit Opportunities Corp. | 15.48% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FSCO and AMLP have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMLP has higher volatility (3.98%) compared to FSCO (3.72%). In terms of maximum drawdown, FSCO dropped -35.53% vs AMLP's -77.19%.
AMLP currently has the higher Sharpe Ratio (1.58 vs -0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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