FSK vs. ENFR
FSK (FS KKR Capital Corp.) is a stock, while ENFR (Alerian Energy Infrastructure ETF) is Infrastructure Equities fund tracking the Alerian Midstream Energy Select Index. Over the past 10 years, FSK returned 2.35%/yr vs 11.73%/yr for ENFR. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
FSK vs. ENFR - Performance Comparison
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Returns By Period
In the year-to-date period, FSK achieves a -18.26% return, which is significantly lower than ENFR's 27.46% return. Over the past 10 years, FSK has underperformed ENFR with an annualized return of 2.35%, while ENFR has yielded a comparatively higher 11.73% annualized return.
FSK
- 1D
- 4.92%
- 1M
- 6.33%
- 6M
- -10.59%
- YTD
- -18.26%
- 1Y
- -35.54%
- 3Y*
- -4.50%
- 5Y*
- 1.90%
- 10Y*
- 2.35%
- ALL TIME*
- 3.31%
ENFR
- 1D
- -0.63%
- 1M
- 3.26%
- 6M
- 20.04%
- YTD
- 27.46%
- 1Y
- 28.20%
- 3Y*
- 26.81%
- 5Y*
- 22.10%
- 10Y*
- 11.73%
- ALL TIME*
- 8.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.48M | $4.07M | $3.20M | |
| $25.81M | $25.87M | $32.11M |
FSK vs. ENFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | -18.26% | -20.38% | 25.71% | 33.04% | -4.71% | 41.59% | -10.27% | 33.89% | -20.23% | -21.23% |
ENFR Alerian Energy Infrastructure ETF | 27.46% | 5.88% | 42.17% | 15.63% | 17.48% | 39.97% | -24.14% | 21.60% | -18.67% | -0.19% |
Correlation
The correlation between FSK and ENFR is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2014 | 0.39 |
Over the past year, the correlation between FSK and ENFR has dropped to 0.01 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
FSK vs. ENFR — Risk / Return Rank
FSK
ENFR
FSK vs. ENFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS KKR Capital Corp. (FSK) and Alerian Energy Infrastructure ETF (ENFR). 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.
| FSK | ENFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.98 | ||
| Sortino ratioReturn per unit of downside risk | -4.11 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.32 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 3.28 | -4.06 |
| Martin ratioReturn relative to average drawdown | -1.18 | 8.01 | -9.19 |
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Drawdowns
FSK vs. ENFR - Drawdown Comparison
The maximum FSK drawdown since its inception was -67.20%, roughly equal to the maximum ENFR drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for FSK and ENFR.
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Drawdown Indicators
| FSK | ENFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.20% | -68.28% | +1.08% |
Max Drawdown (1Y)Largest decline over 1 year | -45.59% | -8.64% | -36.95% |
Max Drawdown (3Y)Largest decline over 3 years | -51.03% | -15.58% | -35.45% |
Max Drawdown (5Y)Largest decline over 5 years | -51.03% | -20.29% | -30.74% |
Max Drawdown (10Y)Largest decline over 10 years | -67.20% | -62.64% | -4.56% |
Current DrawdownCurrent decline from peak | -41.25% | -3.18% | -38.07% |
Average DrawdownAverage peak-to-trough decline | -13.87% | -15.82% | +1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.94% | 3.53% | +27.41% |
Volatility
FSK vs. ENFR - Volatility Comparison
FS KKR Capital Corp. (FSK) has a higher volatility of 8.03% compared to Alerian Energy Infrastructure ETF (ENFR) at 5.48%. This indicates that FSK's price experiences larger fluctuations and is considered to be riskier than ENFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSK | ENFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.03% | 5.48% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 27.65% | 12.31% | +15.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.83% | 15.26% | +16.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.37% | 19.20% | +5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.04% | 24.65% | +3.39% |
Dividends
FSK vs. ENFR - Dividend Comparison
FSK's dividend yield for the trailing twelve months is around 20.74%, more than ENFR's 3.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENFR Alerian Energy Infrastructure ETF | 3.94% | 4.77% | 4.41% | 5.48% | 5.23% | 7.86% | 7.57% | 5.81% | 3.98% | 2.98% | 3.31% | 3.34% |
FSK FS KKR Capital Corp. | 20.74% | 18.91% | 13.35% | 14.77% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.68% | 8.65% | 9.91% |
Frequently Asked Questions
FSK and ENFR have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSK has higher volatility (8.03%) compared to ENFR (5.48%). In terms of maximum drawdown, FSK dropped -67.20% vs ENFR's -68.28%.
ENFR currently has the higher Sharpe Ratio (1.86 vs -1.12), 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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