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FSCO vs. HYBI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSCO vs. HYBI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FS Credit Opportunities Corp. (FSCO) and NEOS Enhanced Income Credit Select ETF (HYBI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSCO achieves a -14.85% return, which is significantly lower than HYBI's 2.00% 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%

HYBI

1D
0.08%
1M
-0.14%
6M
1.31%
YTD
2.00%
1Y
5.80%
3Y*
5Y*
10Y*
ALL TIME*
4.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.16M$4.36M$5.06M
$1.18M$1.25M$1.61M

FSCO vs. HYBI - Yearly Performance Comparison


2026 (YTD)20252024
FSCO
FS Credit Opportunities Corp.
-14.85%3.68%9.49%
HYBI
NEOS Enhanced Income Credit Select ETF
2.00%6.97%-0.53%

Correlation

The correlation between FSCO and HYBI is 0.23, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.23

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2024

0.21

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Return for Risk

FSCO vs. HYBI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSCO
FSCO Risk / Return Rank: 1212
Overall Rank
FSCO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FSCO Sortino Ratio Rank: 1111
Sortino Ratio Rank
FSCO Omega Ratio Rank: 1010
Omega Ratio Rank
FSCO Calmar Ratio Rank: 1818
Calmar Ratio Rank
FSCO Martin Ratio Rank: 1515
Martin Ratio Rank

HYBI
HYBI Risk / Return Rank: 8181
Overall Rank
HYBI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
HYBI Sortino Ratio Rank: 7979
Sortino Ratio Rank
HYBI Omega Ratio Rank: 7777
Omega Ratio Rank
HYBI Calmar Ratio Rank: 9191
Calmar Ratio Rank
HYBI Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSCO vs. HYBI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and NEOS Enhanced Income Credit Select ETF (HYBI). 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.


FSCOHYBIDifference
Sharpe ratioReturn per unit of total volatility

-2.55

Sortino ratioReturn per unit of downside risk

-3.66

Omega ratioGain probability vs. loss probability

0.85

1.32

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.69

3.96

-4.64

Martin ratioReturn relative to average drawdown

-1.20

12.35

-13.55

FSCO vs. HYBI - Sharpe Ratio Comparison

The current FSCO Sharpe Ratio is -0.88, which is lower than the HYBI Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of FSCO and HYBI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSCO vs. HYBI - Drawdown Comparison

The maximum FSCO drawdown since its inception was -35.53%, which is greater than HYBI's maximum drawdown of -4.68%. Use the drawdown chart below to compare losses from any high point for FSCO and HYBI.


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Drawdown Indicators


FSCOHYBIDifference

Max Drawdown

Largest peak-to-trough decline

-35.53%

-4.68%

-30.85%

Max Drawdown (1Y)

Largest decline over 1 year

-35.53%

-1.43%

-34.10%

Max Drawdown (3Y)

Largest decline over 3 years

-35.53%

Current Drawdown

Current decline from peak

-25.65%

-0.35%

-25.30%

Average Drawdown

Average peak-to-trough decline

-8.70%

-0.59%

-8.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.18%

0.46%

+19.72%

Volatility

FSCO vs. HYBI - Volatility Comparison

FS Credit Opportunities Corp. (FSCO) has a higher volatility of 3.72% compared to NEOS Enhanced Income Credit Select ETF (HYBI) at 0.89%. This indicates that FSCO's price experiences larger fluctuations and is considered to be riskier than HYBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSCOHYBIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

0.89%

+2.83%

Volatility (6M)

Calculated over the trailing 6-month period

22.49%

2.39%

+20.10%

Volatility (1Y)

Calculated over the trailing 1-year period

27.60%

3.38%

+24.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.86%

4.84%

+23.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.86%

4.84%

+23.02%

Dividends

FSCO vs. HYBI - Dividend Comparison

FSCO's dividend yield for the trailing twelve months is around 15.48%, more than HYBI's 8.31% yield.


PositionTTM2025202420232022
FSCO
FS Credit Opportunities Corp.
15.48%12.65%10.47%11.26%1.95%
HYBI
NEOS Enhanced Income Credit Select ETF
8.31%8.48%2.21%0.00%0.00%

Frequently Asked Questions


FSCO and HYBI have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSCO has higher volatility (3.72%) compared to HYBI (0.89%). In terms of maximum drawdown, FSCO dropped -35.53% vs HYBI's -4.68%.

HYBI currently has the higher Sharpe Ratio (1.67 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.

Portfolio Optimizer

Find the right allocation for FSCO and HYBI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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