FSCO vs. ULTY
FSCO (FS Credit Opportunities Corp.) is a stock, while ULTY (YieldMax Ultra Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, FSCO returned -24.79% vs 3.61% for ULTY. At a 0.22 correlation, their price movements are largely independent.
Performance
FSCO vs. ULTY - Performance Comparison
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Returns By Period
In the year-to-date period, FSCO achieves a -19.22% return, which is significantly lower than ULTY's 8.80% return.
FSCO
- 1D
- -1.64%
- 1M
- -5.14%
- YTD
- -19.22%
- 6M
- -17.27%
- 1Y
- -24.79%
- 3Y*
- 13.89%
- 5Y*
- —
- 10Y*
- —
ULTY
- 1D
- 1.04%
- 1M
- -0.81%
- YTD
- 8.80%
- 6M
- 8.04%
- 1Y
- 3.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FSCO vs. ULTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FSCO FS Credit Opportunities Corp. | -19.22% | 3.68% | 33.43% |
ULTY YieldMax Ultra Option Income Strategy ETF | 8.80% | -0.84% | -4.73% |
Correlation
The correlation between FSCO and ULTY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Feb 29, 2024 | 0.22 |
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Return for Risk
FSCO vs. ULTY — Risk / Return Rank
FSCO
ULTY
FSCO vs. ULTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and YieldMax Ultra Option Income Strategy ETF (ULTY). 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 | ULTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.05 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 0.15 | -0.85 |
| Martin ratioReturn relative to average drawdown | -1.41 | 0.29 | -1.70 |
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Drawdowns
FSCO vs. ULTY - Drawdown Comparison
The maximum FSCO drawdown since its inception was -35.53%, which is greater than ULTY's maximum drawdown of -26.85%. Use the drawdown chart below to compare losses from any high point for FSCO and ULTY.
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Drawdown Indicators
| FSCO | ULTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -26.85% | -8.68% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -24.16% | -11.37% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | — | — |
Current DrawdownCurrent decline from peak | -29.47% | -10.79% | -18.68% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -9.90% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.59% | 12.47% | +5.12% |
Volatility
FSCO vs. ULTY - Volatility Comparison
The current volatility for FS Credit Opportunities Corp. (FSCO) is 5.86%, while YieldMax Ultra Option Income Strategy ETF (ULTY) has a volatility of 8.04%. This indicates that FSCO experiences smaller price fluctuations and is considered to be less risky than ULTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSCO | ULTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 8.04% | -2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 22.49% | 16.40% | +6.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.31% | 21.55% | +5.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 27.32% | +0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.22% | 27.32% | +0.90% |
Dividends
FSCO vs. ULTY - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 16.32%, less than ULTY's 113.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 16.32% | 12.65% | 10.47% | 11.26% | 1.95% |
ULTY YieldMax Ultra Option Income Strategy ETF | 113.38% | 142.99% | 111.70% | 0.00% | 0.00% |
Frequently Asked Questions
FSCO and ULTY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ULTY has higher volatility (8.04%) compared to FSCO (5.86%). In terms of maximum drawdown, FSCO dropped -35.53% vs ULTY's -26.85%.
ULTY currently has the higher Sharpe Ratio (0.17 vs -0.91), 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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