FSCO vs. JEPQ

In the year-to-date period, FSCO achieves a 6.70% return, which is significantly higher than JEPQ's -3.35% return.

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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.

The current FSCO Sharpe Ratio is 1.20, which is higher than the JEPQ Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of FSCO and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FSCO's dividend yield for the trailing twelve months is around 10.53%, less than JEPQ's 11.32% yield.

The maximum FSCO drawdown since its inception was -25.11%, 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. For additional features, visit the drawdowns tool.

FS Credit Opportunities Corp. (FSCO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 4.99% and 5.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.