FSCO vs. YYY
FSCO (FS Credit Opportunities Corp.) is a stock, while YYY (Amplify CEF High Income ETF) is Diversified Portfolio fund tracking the Nasdaq CEF High Income™ Index. Over the past 3 years, FSCO returned 13.89%/yr vs 12.43%/yr for YYY. At a 0.34 correlation, their price movements are largely independent.
Performance
FSCO vs. YYY - 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 YYY's 4.19% return.
FSCO
- 1D
- -1.64%
- 1M
- -5.14%
- YTD
- -19.22%
- 6M
- -17.27%
- 1Y
- -24.79%
- 3Y*
- 13.89%
- 5Y*
- —
- 10Y*
- —
YYY
- 1D
- 0.62%
- 1M
- -0.53%
- YTD
- 4.19%
- 6M
- 5.00%
- 1Y
- 10.50%
- 3Y*
- 12.43%
- 5Y*
- 2.81%
- 10Y*
- 5.68%
FSCO vs. YYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | -19.22% | 3.68% | 34.88% | 36.98% | -3.98% |
YYY Amplify CEF High Income ETF | 4.19% | 13.08% | 11.86% | 12.98% | -1.45% |
Correlation
The correlation between FSCO and YYY is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.34 |
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Return for Risk
FSCO vs. YYY — Risk / Return Rank
FSCO
YYY
FSCO vs. YYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and Amplify CEF High Income ETF (YYY). 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 | YYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.12 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.23 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 1.31 | -2.01 |
| Martin ratioReturn relative to average drawdown | -1.41 | 5.65 | -7.06 |
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Drawdowns
FSCO vs. YYY - Drawdown Comparison
The maximum FSCO drawdown since its inception was -35.53%, smaller than the maximum YYY drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for FSCO and YYY.
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Drawdown Indicators
| FSCO | YYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -42.52% | +6.99% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -8.07% | -27.46% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | -13.47% | -22.06% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.92% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.52% | — |
Current DrawdownCurrent decline from peak | -29.47% | -1.56% | -27.91% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -6.83% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.59% | 1.87% | +15.72% |
Volatility
FSCO vs. YYY - Volatility Comparison
FS Credit Opportunities Corp. (FSCO) has a higher volatility of 5.86% compared to Amplify CEF High Income ETF (YYY) at 2.92%. This indicates that FSCO's price experiences larger fluctuations and is considered to be riskier than YYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSCO | YYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 2.92% | +2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 22.49% | 7.26% | +15.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.31% | 8.71% | +18.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 11.38% | +16.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.22% | 13.90% | +14.32% |
Dividends
FSCO vs. YYY - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 16.32%, more than YYY's 12.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 16.32% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
YYY Amplify CEF High Income ETF | 12.65% | 12.51% | 12.50% | 12.39% | 12.36% | 9.08% | 9.79% | 9.10% | 9.73% | 8.16% | 10.34% | 10.77% |
Frequently Asked Questions
FSCO and YYY have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (5.86%) compared to YYY (2.92%). In terms of maximum drawdown, FSCO dropped -35.53% vs YYY's -42.52%.
YYY currently has the higher Sharpe Ratio (1.21 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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