FSCO vs. ARCC
Compare and contrast key facts about FS Credit Opportunities Corp. (FSCO) and Ares Capital Corporation (ARCC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSCO or ARCC.
Key characteristics
| FSCO | ARCC | |
|---|---|---|
| YTD Return | 26.84% | 15.25% |
| 1Y Return | 26.71% | 20.64% |
| Sharpe Ratio | 1.67 | 1.81 |
| Sortino Ratio | 2.38 | 2.55 |
| Omega Ratio | 1.31 | 1.33 |
| Calmar Ratio | 3.06 | 2.96 |
| Martin Ratio | 10.96 | 12.55 |
| Ulcer Index | 2.46% | 1.64% |
| Daily Std Dev | 16.17% | 11.38% |
| Max Drawdown | -25.11% | -79.36% |
| Current Drawdown | -2.10% | -0.87% |
Fundamentals
| FSCO | ARCC | |
|---|---|---|
| Market Cap | $1.30B | $13.91B |
| EPS | $1.16 | $2.60 |
| PE Ratio | 5.63 | 8.28 |
Correlation
The correlation between FSCO and ARCC is 0.25, 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
FSCO vs. ARCC - Performance Comparison
In the year-to-date period, FSCO achieves a 26.84% return, which is significantly higher than ARCC's 15.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FSCO vs. ARCC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and Ares Capital Corporation (ARCC). 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.
Dividends
FSCO vs. ARCC - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 10.84%, more than ARCC's 8.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 10.84% | 11.22% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ARCC Ares Capital Corporation | 8.92% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% | 10.06% | 8.84% |
Drawdowns
FSCO vs. ARCC - Drawdown Comparison
The maximum FSCO drawdown since its inception was -25.11%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for FSCO and ARCC. For additional features, visit the drawdowns tool.
Volatility
FSCO vs. ARCC - Volatility Comparison
The current volatility for FS Credit Opportunities Corp. (FSCO) is 2.57%, while Ares Capital Corporation (ARCC) has a volatility of 3.27%. This indicates that FSCO experiences smaller price fluctuations and is considered to be less risky than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FSCO vs. ARCC - Financials Comparison
This section allows you to compare key financial metrics between FS Credit Opportunities Corp. and Ares Capital 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.
Total Revenue: Total amount of money received from sales and other business activities