FSCO vs. RLTY
FSCO (FS Credit Opportunities Corp.) and RLTY (Cohen & Steers Real Estate Opportunities & Income Fund) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 3 years, FSCO returned 14.91%/yr vs 14.37%/yr for RLTY. At a 0.22 correlation, their price movements are largely independent.
Performance
FSCO vs. RLTY - 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 RLTY's 9.57% return.
FSCO
- 1D
- -0.60%
- 1M
- -2.57%
- YTD
- -17.20%
- 6M
- -13.96%
- 1Y
- -22.70%
- 3Y*
- 14.91%
- 5Y*
- —
- 10Y*
- —
RLTY
- 1D
- 0.19%
- 1M
- -1.27%
- YTD
- 9.57%
- 6M
- 11.78%
- 1Y
- 11.76%
- 3Y*
- 14.37%
- 5Y*
- —
- 10Y*
- —
FSCO vs. RLTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | -17.20% | 3.68% | 34.88% | 36.98% | -3.98% |
RLTY Cohen & Steers Real Estate Opportunities & Income Fund | 9.57% | 8.56% | 15.40% | 14.05% | -2.82% |
Correlation
The correlation between FSCO and RLTY 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 | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.22 |
Fundamentals
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Return for Risk
FSCO vs. RLTY — Risk / Return Rank
FSCO
RLTY
FSCO vs. RLTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and Cohen & Steers Real Estate Opportunities & Income Fund (RLTY). 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 | RLTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.16 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 1.05 | -1.69 |
| Martin ratioReturn relative to average drawdown | -1.26 | 3.48 | -4.74 |
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Drawdowns
FSCO vs. RLTY - Drawdown Comparison
The maximum FSCO drawdown since its inception was -35.53%, roughly equal to the maximum RLTY drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for FSCO and RLTY.
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Drawdown Indicators
| FSCO | RLTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -35.44% | -0.09% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -11.40% | -24.13% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | -20.81% | -14.72% |
Current DrawdownCurrent decline from peak | -27.71% | -1.97% | -25.74% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -13.62% | +5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.93% | 3.43% | +14.50% |
Volatility
FSCO vs. RLTY - Volatility Comparison
FS Credit Opportunities Corp. (FSCO) has a higher volatility of 6.04% compared to Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) at 3.99%. This indicates that FSCO's price experiences larger fluctuations and is considered to be riskier than RLTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSCO | RLTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 3.99% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 22.58% | 10.30% | +12.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.39% | 13.32% | +14.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.18% | 22.67% | +5.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.18% | 22.67% | +5.51% |
Dividends
FSCO vs. RLTY - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 15.92%, more than RLTY's 8.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 15.92% | 12.65% | 10.47% | 11.26% | 1.95% |
RLTY Cohen & Steers Real Estate Opportunities & Income Fund | 8.55% | 8.98% | 8.93% | 9.18% | 6.94% |
Financials
FSCO vs. RLTY - Financials Comparison
This section allows you to compare key financial metrics between FS Credit Opportunities Corp. and Cohen & Steers Real Estate Opportunities & Income Fund. 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 RLTY 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 (6.04%) compared to RLTY (3.99%). In terms of maximum drawdown, FSCO dropped -35.53% vs RLTY's -35.44%.
RLTY currently has the higher Sharpe Ratio (0.90 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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