FSCO vs. JEPQ
FSCO (FS Credit Opportunities Corp.) is a stock, while JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index. Over the past 3 years, FSCO returned 11.66%/yr vs 17.49%/yr for JEPQ. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
FSCO vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, FSCO achieves a -14.85% return, which is significantly lower than JEPQ's 6.05% 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%
JEPQ
- 1D
- 0.57%
- 1M
- -1.92%
- 6M
- 3.71%
- YTD
- 6.05%
- 1Y
- 19.59%
- 3Y*
- 17.49%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.16M | $4.36M | $5.06M | |
| $439.89M | $417.31M | $422.49M |
FSCO vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | -14.85% | 3.68% | 34.88% | 36.98% | -3.98% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 6.05% | 15.18% | 24.85% | 36.28% | -3.50% |
Correlation
The correlation between FSCO and JEPQ is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.24 |
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Return for Risk
FSCO vs. JEPQ — Risk / Return Rank
FSCO
JEPQ
FSCO vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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 | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.84 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.23 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 2.02 | -2.71 |
| Martin ratioReturn relative to average drawdown | -1.20 | 8.30 | -9.51 |
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Drawdowns
FSCO vs. JEPQ - Drawdown Comparison
The maximum FSCO drawdown since its inception was -35.53%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for FSCO and JEPQ.
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Drawdown Indicators
| FSCO | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -20.07% | -15.46% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -8.82% | -26.71% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | -20.07% | -15.46% |
Current DrawdownCurrent decline from peak | -25.65% | -4.23% | -21.42% |
Average DrawdownAverage peak-to-trough decline | -8.70% | -3.38% | -5.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.18% | 2.14% | +18.04% |
Volatility
FSCO vs. JEPQ - Volatility Comparison
The current volatility for FS Credit Opportunities Corp. (FSCO) is 3.72%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.09%. This indicates that FSCO experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSCO | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 6.09% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 22.49% | 12.15% | +10.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.60% | 14.65% | +12.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.86% | 16.90% | +10.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.86% | 16.90% | +10.96% |
Dividends
FSCO vs. JEPQ - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 15.48%, more than JEPQ's 10.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 15.48% | 12.65% | 10.47% | 11.26% | 1.95% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.99% | 10.53% | 9.65% | 10.03% | 9.44% |
Frequently Asked Questions
FSCO and JEPQ have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JEPQ has higher volatility (6.09%) compared to FSCO (3.72%). In terms of maximum drawdown, FSCO dropped -35.53% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.22 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.
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