FSCO vs. MPLX
FSCO (FS Credit Opportunities Corp.) and MPLX (MPLX LP) are both stocks. FSCO operates in Asset Management (Financial Services), while MPLX operates in Oil & Gas Midstream (Energy). Over the past 3 years, FSCO returned 14.91%/yr vs 28.75%/yr for MPLX. At a 0.10 correlation, their price movements are largely independent.
Performance
FSCO vs. MPLX - Performance Comparison
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Returns By Period
In the year-to-date period, FSCO achieves a -17.20% return, which is significantly lower than MPLX's 10.71% return.
FSCO
- 1D
- -0.60%
- 1M
- -2.57%
- YTD
- -17.20%
- 6M
- -13.96%
- 1Y
- -22.70%
- 3Y*
- 14.91%
- 5Y*
- —
- 10Y*
- —
MPLX
- 1D
- 1.66%
- 1M
- 0.66%
- YTD
- 10.71%
- 6M
- 10.03%
- 1Y
- 19.67%
- 3Y*
- 28.75%
- 5Y*
- 24.50%
- 10Y*
- 15.31%
FSCO vs. MPLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | -17.20% | 3.68% | 34.88% | 36.98% | -3.98% |
MPLX MPLX LP | 10.71% | 20.54% | 41.72% | 22.46% | -0.95% |
Correlation
The correlation between FSCO and MPLX is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.10 |
The correlation between FSCO and MPLX shifts across timeframes, from -0.04 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
Fundamentals
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Return for Risk
FSCO vs. MPLX — Risk / Return Rank
FSCO
MPLX
FSCO vs. MPLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and MPLX LP (MPLX). 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 | MPLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.21 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 2.55 | -3.19 |
| Martin ratioReturn relative to average drawdown | -1.26 | 5.92 | -7.18 |
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Drawdowns
FSCO vs. MPLX - Drawdown Comparison
The maximum FSCO drawdown since its inception was -35.53%, smaller than the maximum MPLX drawdown of -85.72%. Use the drawdown chart below to compare losses from any high point for FSCO and MPLX.
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Drawdown Indicators
| FSCO | MPLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -85.72% | +50.19% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -7.71% | -27.82% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | -14.58% | -20.95% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.21% | — |
Current DrawdownCurrent decline from peak | -27.71% | -2.06% | -25.65% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -29.91% | +21.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.93% | 3.32% | +14.61% |
Volatility
FSCO vs. MPLX - Volatility Comparison
FS Credit Opportunities Corp. (FSCO) has a higher volatility of 6.04% compared to MPLX LP (MPLX) at 4.72%. This indicates that FSCO's price experiences larger fluctuations and is considered to be riskier than MPLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSCO | MPLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 4.72% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 22.58% | 11.52% | +11.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.39% | 15.77% | +11.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.18% | 19.37% | +8.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.18% | 30.63% | -2.45% |
Dividends
FSCO vs. MPLX - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 15.92%, more than MPLX's 7.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 15.92% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MPLX MPLX LP | 7.36% | 7.39% | 7.33% | 8.65% | 8.80% | 11.30% | 12.70% | 10.41% | 8.22% | 6.23% | 5.86% | 4.33% |
Financials
FSCO vs. MPLX - Financials Comparison
This section allows you to compare key financial metrics between FS Credit Opportunities Corp. and MPLX LP. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
FSCO and MPLX have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (6.04%) compared to MPLX (4.72%). In terms of maximum drawdown, FSCO dropped -35.53% vs MPLX's -85.72%.
MPLX currently has the higher Sharpe Ratio (1.25 vs -0.83), 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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