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 14.30%/yr vs 20.80%/yr for JEPQ. At a 0.24 correlation, their price movements are largely independent.
Performance
FSCO vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, FSCO achieves a -18.71% return, which is significantly lower than JEPQ's 10.59% return.
FSCO
- 1D
- -1.83%
- 1M
- -4.35%
- YTD
- -18.71%
- 6M
- -16.22%
- 1Y
- -24.11%
- 3Y*
- 14.30%
- 5Y*
- —
- 10Y*
- —
JEPQ
- 1D
- 0.07%
- 1M
- 2.89%
- YTD
- 10.59%
- 6M
- 10.22%
- 1Y
- 29.42%
- 3Y*
- 20.80%
- 5Y*
- —
- 10Y*
- —
FSCO vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | -18.71% | 3.68% | 34.88% | 36.98% | -3.98% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.59% | 15.18% | 24.85% | 36.28% | -3.50% |
Correlation
The correlation between FSCO and JEPQ is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 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 | -3.19 | ||
| Sortino ratioReturn per unit of downside risk | -4.17 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.46 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | 3.35 | -4.03 |
| Martin ratioReturn relative to average drawdown | -1.34 | 15.94 | -17.28 |
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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 | -29.03% | 0.00% | -29.03% |
Average DrawdownAverage peak-to-trough decline | -8.13% | -3.40% | -4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.03% | 1.85% | +16.18% |
Volatility
FSCO vs. JEPQ - Volatility Comparison
FS Credit Opportunities Corp. (FSCO) has a higher volatility of 6.28% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 5.68%. This indicates that FSCO's price experiences larger fluctuations and is considered to be riskier 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 | 6.28% | 5.68% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 22.64% | 10.33% | +12.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.50% | 12.85% | +14.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.18% | 16.75% | +11.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.18% | 16.75% | +11.43% |
Dividends
FSCO vs. JEPQ - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 16.22%, more than JEPQ's 9.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 16.22% | 12.65% | 10.47% | 11.26% | 1.95% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.97% | 10.53% | 9.65% | 10.03% | 9.44% |
Frequently Asked Questions
FSCO and JEPQ have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (6.28%) compared to JEPQ (5.68%). In terms of maximum drawdown, FSCO dropped -35.53% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (2.30 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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