FSCO vs. URA
FSCO (FS Credit Opportunities Corp.) is a stock, while URA (Global X Uranium ETF) is Uranium fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index. Over the past 3 years, FSCO returned 14.91%/yr vs 34.26%/yr for URA. At a 0.18 correlation, their price movements are largely independent.
Performance
FSCO vs. URA - 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 URA's 11.82% return.
FSCO
- 1D
- -0.60%
- 1M
- -2.57%
- YTD
- -17.20%
- 6M
- -13.96%
- 1Y
- -22.70%
- 3Y*
- 14.91%
- 5Y*
- —
- 10Y*
- —
URA
- 1D
- 1.44%
- 1M
- -2.41%
- YTD
- 11.82%
- 6M
- 9.09%
- 1Y
- 36.15%
- 3Y*
- 34.26%
- 5Y*
- 22.77%
- 10Y*
- 16.35%
FSCO vs. URA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | -17.20% | 3.68% | 34.88% | 36.98% | -3.98% |
URA Global X Uranium ETF | 11.82% | 67.18% | -0.58% | 46.25% | -7.49% |
Correlation
The correlation between FSCO and URA is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.18 |
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Return for Risk
FSCO vs. URA — Risk / Return Rank
FSCO
URA
FSCO vs. URA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and Global X Uranium ETF (URA). 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 | URA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.14 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 1.04 | -1.68 |
| Martin ratioReturn relative to average drawdown | -1.26 | 2.26 | -3.53 |
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Drawdowns
FSCO vs. URA - Drawdown Comparison
The maximum FSCO drawdown since its inception was -35.53%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for FSCO and URA.
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Drawdown Indicators
| FSCO | URA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -93.54% | +58.01% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -31.48% | -4.05% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | -37.81% | +2.28% |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.90% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.45% | — |
Current DrawdownCurrent decline from peak | -27.71% | -45.78% | +18.07% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -74.91% | +66.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.93% | 14.41% | +3.52% |
Volatility
FSCO vs. URA - Volatility Comparison
The current volatility for FS Credit Opportunities Corp. (FSCO) is 6.04%, while Global X Uranium ETF (URA) has a volatility of 17.77%. This indicates that FSCO experiences smaller price fluctuations and is considered to be less risky than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSCO | URA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 17.77% | -11.73% |
Volatility (6M)Calculated over the trailing 6-month period | 22.58% | 39.65% | -17.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.39% | 51.29% | -23.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.18% | 43.88% | -15.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.18% | 37.94% | -9.76% |
Dividends
FSCO vs. URA - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 15.92%, more than URA's 4.36% 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% |
URA Global X Uranium ETF | 4.36% | 4.88% | 2.86% | 6.07% | 0.76% | 5.84% | 1.69% | 1.66% | 0.44% | 2.03% | 7.28% | 1.96% |
Frequently Asked Questions
FSCO and URA have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
URA has higher volatility (17.77%) compared to FSCO (6.04%). In terms of maximum drawdown, FSCO dropped -35.53% vs URA's -93.54%.
URA currently has the higher Sharpe Ratio (0.64 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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