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FSCO vs. BXSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FSCO and BXSL is 0.22, 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. BXSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FS Credit Opportunities Corp. (FSCO) and Blackstone Secured Lending Fund (BXSL). 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%
66.44%
FSCO
BXSL

Key characteristics

Sharpe Ratio

FSCO:

1.91

BXSL:

2.00

Sortino Ratio

FSCO:

2.70

BXSL:

2.69

Omega Ratio

FSCO:

1.34

BXSL:

1.35

Calmar Ratio

FSCO:

3.49

BXSL:

2.94

Martin Ratio

FSCO:

12.49

BXSL:

8.62

Ulcer Index

FSCO:

2.46%

BXSL:

3.19%

Daily Std Dev

FSCO:

16.10%

BXSL:

13.76%

Max Drawdown

FSCO:

-25.11%

BXSL:

-36.80%

Current Drawdown

FSCO:

0.00%

BXSL:

-1.04%

Fundamentals

Market Cap

FSCO:

$1.32B

BXSL:

$6.89B

EPS

FSCO:

$1.16

BXSL:

$3.59

PE Ratio

FSCO:

5.72

BXSL:

8.86

Returns By Period

In the year-to-date period, FSCO achieves a 33.69% return, which is significantly higher than BXSL's 25.74% return.


FSCO

YTD

33.69%

1M

4.92%

6M

11.69%

1Y

32.52%

5Y*

N/A

10Y*

N/A

BXSL

YTD

25.74%

1M

2.71%

6M

6.55%

1Y

27.56%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FSCO vs. BXSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and Blackstone Secured Lending Fund (BXSL). 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-4.00-2.000.002.001.912.00
The chart of Sortino ratio for FSCO, currently valued at 2.70, compared to the broader market-4.00-2.000.002.004.002.702.69
The chart of Omega ratio for FSCO, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.35
The chart of Calmar ratio for FSCO, currently valued at 3.49, compared to the broader market0.002.004.006.003.492.94
The chart of Martin ratio for FSCO, currently valued at 12.49, compared to the broader market-5.000.005.0010.0015.0020.0025.0012.498.62
FSCO
BXSL

The current FSCO Sharpe Ratio is 1.91, which is comparable to the BXSL Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of FSCO and BXSL, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.91
2.00
FSCO
BXSL

Dividends

FSCO vs. BXSL - Dividend Comparison

FSCO's dividend yield for the trailing twelve months is around 9.59%, which matches BXSL's 9.55% yield.


TTM202320222021
FSCO
FS Credit Opportunities Corp.
9.59%11.22%1.95%0.00%
BXSL
Blackstone Secured Lending Fund
9.55%10.64%13.02%1.56%

Drawdowns

FSCO vs. BXSL - Drawdown Comparison

The maximum FSCO drawdown since its inception was -25.11%, smaller than the maximum BXSL drawdown of -36.80%. Use the drawdown chart below to compare losses from any high point for FSCO and BXSL. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-1.04%
FSCO
BXSL

Volatility

FSCO vs. BXSL - Volatility Comparison

FS Credit Opportunities Corp. (FSCO) has a higher volatility of 5.69% compared to Blackstone Secured Lending Fund (BXSL) at 4.55%. This indicates that FSCO's price experiences larger fluctuations and is considered to be riskier than BXSL 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%
4.55%
FSCO
BXSL

Financials

FSCO vs. BXSL - Financials Comparison

This section allows you to compare key financial metrics between FS Credit Opportunities Corp. and Blackstone Secured Lending Fund. 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
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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.

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