FSCO vs. SPY
Compare and contrast key facts about FS Credit Opportunities Corp. (FSCO) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSCO or SPY.
Correlation
The correlation between FSCO and SPY is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FSCO vs. SPY - Performance Comparison
Key characteristics
FSCO:
1.10
SPY:
0.34
FSCO:
1.54
SPY:
0.62
FSCO:
1.24
SPY:
1.09
FSCO:
1.42
SPY:
0.35
FSCO:
8.04
SPY:
1.64
FSCO:
3.15%
SPY:
4.00%
FSCO:
23.00%
SPY:
19.55%
FSCO:
-25.11%
SPY:
-55.19%
FSCO:
-8.03%
SPY:
-12.02%
Returns By Period
In the year-to-date period, FSCO achieves a -1.58% return, which is significantly higher than SPY's -7.99% return.
FSCO
-1.58%
-5.59%
3.71%
26.41%
N/A
N/A
SPY
-7.99%
-4.19%
-6.68%
7.93%
15.74%
11.91%
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Risk-Adjusted Performance
FSCO vs. SPY — Risk-Adjusted Performance Rank
FSCO
SPY
FSCO vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and SPDR S&P 500 ETF (SPY). 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.
Dividends
FSCO vs. SPY - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 11.23%, more than SPY's 1.33% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 11.23% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.33% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
FSCO vs. SPY - Drawdown Comparison
The maximum FSCO drawdown since its inception was -25.11%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FSCO and SPY. For additional features, visit the drawdowns tool.
Volatility
FSCO vs. SPY - Volatility Comparison
FS Credit Opportunities Corp. (FSCO) has a higher volatility of 17.48% compared to SPDR S&P 500 ETF (SPY) at 14.47%. This indicates that FSCO's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.