FSCO vs. IBIT
FSCO (FS Credit Opportunities Corp.) is a stock, while IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Over the past year, FSCO returned -24.79% vs -40.63% for IBIT. At a 0.19 correlation, their price movements are largely independent.
Performance
FSCO vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, FSCO achieves a -19.22% return, which is significantly higher than IBIT's -27.41% return.
FSCO
- 1D
- -1.64%
- 1M
- -5.14%
- YTD
- -19.22%
- 6M
- -17.27%
- 1Y
- -24.79%
- 3Y*
- 13.89%
- 5Y*
- —
- 10Y*
- —
IBIT
- 1D
- -0.03%
- 1M
- -20.12%
- YTD
- -27.41%
- 6M
- -29.61%
- 1Y
- -40.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FSCO vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FSCO FS Credit Opportunities Corp. | -19.22% | 3.68% | 37.80% |
IBIT iShares Bitcoin Trust ETF | -27.41% | -6.41% | 89.87% |
Correlation
The correlation between FSCO and IBIT is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.19 |
The correlation between FSCO and IBIT shifts across timeframes, from 0.19 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FSCO vs. IBIT — Risk / Return Rank
FSCO
IBIT
FSCO vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and iShares Bitcoin Trust ETF (IBIT). 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 | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.85 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | -0.78 | +0.08 |
| Martin ratioReturn relative to average drawdown | -1.41 | -1.37 | -0.04 |
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Drawdowns
FSCO vs. IBIT - Drawdown Comparison
The maximum FSCO drawdown since its inception was -35.53%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for FSCO and IBIT.
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Drawdown Indicators
| FSCO | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -52.11% | +16.58% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -52.11% | +16.58% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | — | — |
Current DrawdownCurrent decline from peak | -29.47% | -49.45% | +19.98% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -16.53% | +8.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.59% | 29.64% | -12.05% |
Volatility
FSCO vs. IBIT - Volatility Comparison
The current volatility for FS Credit Opportunities Corp. (FSCO) is 5.86%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that FSCO experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSCO | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 12.07% | -6.21% |
Volatility (6M)Calculated over the trailing 6-month period | 22.49% | 34.45% | -11.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.31% | 44.10% | -16.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 50.26% | -22.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.22% | 50.26% | -22.04% |
Dividends
FSCO vs. IBIT - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 16.32%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 16.32% | 12.65% | 10.47% | 11.26% | 1.95% |
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FSCO and IBIT have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (12.07%) compared to FSCO (5.86%). In terms of maximum drawdown, FSCO dropped -35.53% vs IBIT's -52.11%.
FSCO currently has the higher Sharpe Ratio (-0.91 vs -0.92), 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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