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FSK vs. EWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSK vs. EWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FS KKR Capital Corp. (FSK) and iShares MSCI South Korea ETF (EWY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSK achieves a -20.47% return, which is significantly lower than EWY's 82.04% return. Over the past 10 years, FSK has underperformed EWY with an annualized return of 2.36%, while EWY has yielded a comparatively higher 14.68% annualized return.


FSK

1D
-0.19%
1M
1.51%
6M
-18.09%
YTD
-20.47%
1Y
-41.05%
3Y*
-4.48%
5Y*
1.27%
10Y*
2.36%

EWY

1D
5.33%
1M
-10.37%
6M
64.57%
YTD
82.04%
1Y
147.21%
3Y*
41.45%
5Y*
16.48%
10Y*
14.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSK vs. EWY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSK
FS KKR Capital Corp.
-20.47%-20.38%25.71%33.04%-4.71%41.59%-10.27%33.89%-20.23%-21.23%
EWY
iShares MSCI South Korea ETF
82.04%95.33%-20.48%19.05%-26.59%-7.58%39.43%7.97%-20.37%44.97%

Correlation

The correlation between FSK and EWY is 0.08, 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

0.08

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

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2014

0.28

Over the past year, the correlation between FSK and EWY has dropped to 0.08 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

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Return for Risk

FSK vs. EWY — Risk / Return Rank

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

FSK
FSK Risk / Return Rank: 88
Overall Rank
FSK Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FSK Sortino Ratio Rank: 44
Sortino Ratio Rank
FSK Omega Ratio Rank: 44
Omega Ratio Rank
FSK Calmar Ratio Rank: 1212
Calmar Ratio Rank
FSK Martin Ratio Rank: 1818
Martin Ratio Rank

EWY
EWY Risk / Return Rank: 9191
Overall Rank
EWY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EWY Sortino Ratio Rank: 8585
Sortino Ratio Rank
EWY Omega Ratio Rank: 8989
Omega Ratio Rank
EWY Calmar Ratio Rank: 9595
Calmar Ratio Rank
EWY Martin Ratio Rank: 9393
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.

FSK vs. EWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FS KKR Capital Corp. (FSK) and iShares MSCI South Korea ETF (EWY). 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.


FSKEWYDifference
Sharpe ratioReturn per unit of total volatility

-4.21

Sortino ratioReturn per unit of downside risk

-4.93

Omega ratioGain probability vs. loss probability

0.75

1.44

-0.69

Calmar ratioReturn relative to maximum drawdown

-0.81

6.34

-7.15

Martin ratioReturn relative to average drawdown

-1.17

19.66

-20.82

FSK vs. EWY - Sharpe Ratio Comparison

The current FSK Sharpe Ratio is -1.32, which is lower than the EWY Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of FSK and EWY, 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

FSK vs. EWY - Drawdown Comparison

The maximum FSK drawdown since its inception was -67.20%, smaller than the maximum EWY drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for FSK and EWY.


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Drawdown Indicators


FSKEWYDifference

Max Drawdown

Largest peak-to-trough decline

-67.20%

-74.14%

+6.94%

Max Drawdown (1Y)

Largest decline over 1 year

-51.01%

-23.35%

-27.66%

Max Drawdown (3Y)

Largest decline over 3 years

-51.03%

-27.36%

-23.67%

Max Drawdown (5Y)

Largest decline over 5 years

-51.03%

-47.15%

-3.88%

Max Drawdown (10Y)

Largest decline over 10 years

-67.20%

-49.73%

-17.47%

Current Drawdown

Current decline from peak

-42.84%

-19.26%

-23.58%

Average Drawdown

Average peak-to-trough decline

-13.73%

-20.09%

+6.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.21%

7.52%

+27.69%

Volatility

FSK vs. EWY - Volatility Comparison

The current volatility for FS KKR Capital Corp. (FSK) is 6.74%, while iShares MSCI South Korea ETF (EWY) has a volatility of 23.83%. This indicates that FSK experiences smaller price fluctuations and is considered to be less risky than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSKEWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

23.83%

-17.09%

Volatility (6M)

Calculated over the trailing 6-month period

26.85%

48.12%

-21.27%

Volatility (1Y)

Calculated over the trailing 1-year period

31.19%

51.25%

-20.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.17%

31.83%

-7.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.95%

28.84%

-0.89%

Dividends

FSK vs. EWY - Dividend Comparison

FSK's dividend yield for the trailing twelve months is around 21.32%, more than EWY's 1.15% yield.


PositionTTM20252024202320222021202020192018201720162015
EWY
iShares MSCI South Korea ETF
1.15%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%
FSK
FS KKR Capital Corp.
21.32%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 EWY have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWY has higher volatility (23.83%) compared to FSK (6.74%). In terms of maximum drawdown, FSK dropped -67.20% vs EWY's -74.14%.

EWY currently has the higher Sharpe Ratio (2.89 vs -1.32), 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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