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FSCO vs. VZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FSCO vs. VZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FS Credit Opportunities Corp. (FSCO) and Verizon Communications Inc. (VZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSCO achieves a -17.20% return, which is significantly lower than VZ's 15.03% return.


FSCO

1D
-0.60%
1M
-2.57%
YTD
-17.20%
6M
-13.96%
1Y
-22.70%
3Y*
14.91%
5Y*
10Y*

VZ

1D
-1.03%
1M
-6.16%
YTD
15.03%
6M
17.66%
1Y
16.13%
3Y*
15.05%
5Y*
2.08%
10Y*
3.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSCO vs. VZ - Yearly Performance Comparison


2026 (YTD)2025202420232022
FSCO
FS Credit Opportunities Corp.
-17.20%3.68%34.88%36.98%-3.98%
VZ
Verizon Communications Inc.
15.03%8.86%13.14%2.71%2.87%

Correlation

The correlation between FSCO and VZ is -0.05, 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

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2022

0.05

Fundamentals

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Return for Risk

FSCO vs. VZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSCO
FSCO Risk / Return Rank: 1212
Overall Rank
FSCO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FSCO Sortino Ratio Rank: 1111
Sortino Ratio Rank
FSCO Omega Ratio Rank: 1111
Omega Ratio Rank
FSCO Calmar Ratio Rank: 1919
Calmar Ratio Rank
FSCO Martin Ratio Rank: 1212
Martin Ratio Rank

VZ
VZ Risk / Return Rank: 6464
Overall Rank
VZ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VZ Sortino Ratio Rank: 6262
Sortino Ratio Rank
VZ Omega Ratio Rank: 6060
Omega Ratio Rank
VZ Calmar Ratio Rank: 6666
Calmar Ratio Rank
VZ Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSCO vs. VZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and Verizon Communications Inc. (VZ). 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.


FSCOVZDifference
Sharpe ratioReturn per unit of total volatility

-1.54

Sortino ratioReturn per unit of downside risk

-2.32

Omega ratioGain probability vs. loss probability

0.86

1.16

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.64

1.22

-1.86

Martin ratioReturn relative to average drawdown

-1.26

2.58

-3.84

FSCO vs. VZ - Sharpe Ratio Comparison

The current FSCO Sharpe Ratio is -0.83, which is lower than the VZ Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of FSCO and VZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSCO vs. VZ - Drawdown Comparison

The maximum FSCO drawdown since its inception was -35.53%, smaller than the maximum VZ drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for FSCO and VZ.


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Drawdown Indicators


FSCOVZDifference

Max Drawdown

Largest peak-to-trough decline

-35.53%

-50.66%

+15.13%

Max Drawdown (1Y)

Largest decline over 1 year

-35.53%

-13.32%

-22.21%

Max Drawdown (3Y)

Largest decline over 3 years

-35.53%

-14.93%

-20.60%

Max Drawdown (5Y)

Largest decline over 5 years

-38.38%

Max Drawdown (10Y)

Largest decline over 10 years

-41.21%

Current Drawdown

Current decline from peak

-27.71%

-10.37%

-17.34%

Average Drawdown

Average peak-to-trough decline

-8.11%

-14.82%

+6.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.93%

6.31%

+11.62%

Volatility

FSCO vs. VZ - Volatility Comparison

The current volatility for FS Credit Opportunities Corp. (FSCO) is 6.04%, while Verizon Communications Inc. (VZ) has a volatility of 7.00%. This indicates that FSCO experiences smaller price fluctuations and is considered to be less risky than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSCOVZDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

7.00%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

22.58%

18.16%

+4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

27.39%

22.88%

+4.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.18%

21.70%

+6.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.18%

20.38%

+7.80%

Dividends

FSCO vs. VZ - Dividend Comparison

FSCO's dividend yield for the trailing twelve months is around 15.92%, more than VZ's 6.09% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VZ
Verizon Communications Inc.
6.09%6.68%6.68%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%

Financials

FSCO vs. VZ - Financials Comparison

This section allows you to compare key financial metrics between FS Credit Opportunities Corp. and Verizon Communications Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


33.00B34.00B35.00B36.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
34.44B
(FSCO) Total Revenue
(VZ) Total Revenue
Values in USD except per share items

Frequently Asked Questions


FSCO and VZ have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VZ has higher volatility (7.00%) compared to FSCO (6.04%). In terms of maximum drawdown, FSCO dropped -35.53% vs VZ's -50.66%.

VZ currently has the higher Sharpe Ratio (0.71 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.

Portfolio Optimizer

Find the right allocation for FSCO and VZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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