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FSK vs. SCM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FSK and SCM is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

FSK vs. SCM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FS KKR Capital Corp. (FSK) and Stellus Capital Investment Corporation (SCM). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
91.73%
222.92%
FSK
SCM

Key characteristics

Sharpe Ratio

FSK:

0.92

SCM:

0.18

Sortino Ratio

FSK:

1.35

SCM:

0.35

Omega Ratio

FSK:

1.20

SCM:

1.06

Calmar Ratio

FSK:

0.85

SCM:

0.15

Martin Ratio

FSK:

3.53

SCM:

0.63

Ulcer Index

FSK:

5.48%

SCM:

5.68%

Daily Std Dev

FSK:

21.02%

SCM:

20.55%

Max Drawdown

FSK:

-67.20%

SCM:

-66.06%

Current Drawdown

FSK:

-13.31%

SCM:

-13.58%

Fundamentals

Market Cap

FSK:

$5.65B

SCM:

$377.08M

EPS

FSK:

$2.09

SCM:

$1.79

PE Ratio

FSK:

9.65

SCM:

7.41

PS Ratio

FSK:

3.28

SCM:

3.60

PB Ratio

FSK:

0.85

SCM:

1.01

Total Revenue (TTM)

FSK:

$740.00M

SCM:

$65.65M

Gross Profit (TTM)

FSK:

$917.00M

SCM:

$26.50T

EBITDA (TTM)

FSK:

$216.57M

SCM:

$10.26T

Returns By Period

In the year-to-date period, FSK achieves a -3.97% return, which is significantly lower than SCM's -0.91% return. Over the past 10 years, FSK has underperformed SCM with an annualized return of 5.41%, while SCM has yielded a comparatively higher 12.55% annualized return.


FSK

YTD

-3.97%

1M

-4.36%

6M

4.22%

1Y

19.91%

5Y*

24.03%

10Y*

5.41%

SCM

YTD

-0.91%

1M

-7.62%

6M

-1.45%

1Y

5.14%

5Y*

24.10%

10Y*

12.55%

*Annualized

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Risk-Adjusted Performance

FSK vs. SCM — Risk-Adjusted Performance Rank

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

FSK
The Risk-Adjusted Performance Rank of FSK is 8080
Overall Rank
The Sharpe Ratio Rank of FSK is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FSK is 7575
Sortino Ratio Rank
The Omega Ratio Rank of FSK is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FSK is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FSK is 8282
Martin Ratio Rank

SCM
The Risk-Adjusted Performance Rank of SCM is 5656
Overall Rank
The Sharpe Ratio Rank of SCM is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SCM is 4747
Sortino Ratio Rank
The Omega Ratio Rank of SCM is 5151
Omega Ratio Rank
The Calmar Ratio Rank of SCM is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SCM is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSK vs. SCM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FS KKR Capital Corp. (FSK) and Stellus Capital Investment Corporation (SCM). 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.


The chart of Sharpe ratio for FSK, currently valued at 0.92, compared to the broader market-2.00-1.000.001.002.003.00
FSK: 0.92
SCM: 0.18
The chart of Sortino ratio for FSK, currently valued at 1.35, compared to the broader market-6.00-4.00-2.000.002.004.00
FSK: 1.35
SCM: 0.35
The chart of Omega ratio for FSK, currently valued at 1.20, compared to the broader market0.501.001.502.00
FSK: 1.20
SCM: 1.06
The chart of Calmar ratio for FSK, currently valued at 0.85, compared to the broader market0.001.002.003.004.005.00
FSK: 0.85
SCM: 0.15
The chart of Martin ratio for FSK, currently valued at 3.53, compared to the broader market-5.000.005.0010.0015.0020.00
FSK: 3.53
SCM: 0.63

The current FSK Sharpe Ratio is 0.92, which is higher than the SCM Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of FSK and SCM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.92
0.18
FSK
SCM

Dividends

FSK vs. SCM - Dividend Comparison

FSK's dividend yield for the trailing twelve months is around 14.13%, more than SCM's 12.03% yield.


TTM20242023202220212020201920182017201620152014
FSK
FS KKR Capital Corp.
14.13%13.35%15.02%15.20%11.80%15.46%12.40%16.41%11.69%8.66%9.92%8.91%
SCM
Stellus Capital Investment Corporation
12.03%11.60%12.42%11.63%8.27%10.56%9.53%10.47%10.32%11.24%14.07%12.06%

Drawdowns

FSK vs. SCM - Drawdown Comparison

The maximum FSK drawdown since its inception was -67.20%, roughly equal to the maximum SCM drawdown of -66.06%. Use the drawdown chart below to compare losses from any high point for FSK and SCM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.31%
-13.58%
FSK
SCM

Volatility

FSK vs. SCM - Volatility Comparison

FS KKR Capital Corp. (FSK) and Stellus Capital Investment Corporation (SCM) have volatilities of 14.96% and 14.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.96%
14.38%
FSK
SCM

Financials

FSK vs. SCM - Financials Comparison

This section allows you to compare key financial metrics between FS KKR Capital Corp. and Stellus Capital Investment Corporation. 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


Values in USD except per share items