PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FSCO vs. ARDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FSCO and ARDC is 0.23, 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.


-0.50.00.51.00.2

Performance

FSCO vs. ARDC - Performance Comparison

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

40.00%50.00%60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
96.25%
54.96%
FSCO
ARDC

Key characteristics

Sharpe Ratio

FSCO:

1.91

ARDC:

2.11

Sortino Ratio

FSCO:

2.70

ARDC:

2.91

Omega Ratio

FSCO:

1.34

ARDC:

1.39

Calmar Ratio

FSCO:

3.49

ARDC:

5.55

Martin Ratio

FSCO:

12.49

ARDC:

15.52

Ulcer Index

FSCO:

2.46%

ARDC:

1.47%

Daily Std Dev

FSCO:

16.10%

ARDC:

10.81%

Max Drawdown

FSCO:

-25.11%

ARDC:

-45.40%

Current Drawdown

FSCO:

0.00%

ARDC:

-4.11%

Fundamentals

Returns By Period

In the year-to-date period, FSCO achieves a 33.69% return, which is significantly higher than ARDC's 18.79% return.


FSCO

YTD

33.69%

1M

4.92%

6M

11.69%

1Y

32.52%

5Y*

N/A

10Y*

N/A

ARDC

YTD

18.79%

1M

-1.40%

6M

5.88%

1Y

22.17%

5Y*

9.64%

10Y*

8.68%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FSCO vs. ARDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and Ares Dynamic Credit Allocation Fund, Inc. (ARDC). 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.


Sharpe ratio
The chart of Sharpe ratio for FSCO, currently valued at 1.91, compared to the broader market-4.00-2.000.002.001.912.11
The chart of Sortino ratio for FSCO, currently valued at 2.70, compared to the broader market-4.00-2.000.002.004.002.702.91
The chart of Omega ratio for FSCO, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.39
The chart of Calmar ratio for FSCO, currently valued at 3.49, compared to the broader market0.002.004.006.003.495.55
The chart of Martin ratio for FSCO, currently valued at 12.49, compared to the broader market-5.000.005.0010.0015.0020.0025.0012.4915.52
FSCO
ARDC

The current FSCO Sharpe Ratio is 1.91, which is comparable to the ARDC Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of FSCO and ARDC, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.91
2.11
FSCO
ARDC

Dividends

FSCO vs. ARDC - Dividend Comparison

FSCO's dividend yield for the trailing twelve months is around 9.59%, more than ARDC's 8.69% yield.


TTM20232022202120202019201820172016201520142013
FSCO
FS Credit Opportunities Corp.
9.59%11.22%1.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARDC
Ares Dynamic Credit Allocation Fund, Inc.
8.69%9.90%10.36%7.20%8.44%8.44%9.39%7.60%8.47%10.51%8.87%7.81%

Drawdowns

FSCO vs. ARDC - Drawdown Comparison

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


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-4.11%
FSCO
ARDC

Volatility

FSCO vs. ARDC - Volatility Comparison

FS Credit Opportunities Corp. (FSCO) has a higher volatility of 5.69% compared to Ares Dynamic Credit Allocation Fund, Inc. (ARDC) at 2.70%. This indicates that FSCO's price experiences larger fluctuations and is considered to be riskier than ARDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.69%
2.70%
FSCO
ARDC

Financials

FSCO vs. ARDC - Financials Comparison

This section allows you to compare key financial metrics between FS Credit Opportunities Corp. and Ares Dynamic Credit Allocation Fund, Inc.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab