FSK vs. SCM
FSK (FS KKR Capital Corp.) and SCM (Stellus Capital Investment Corporation) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, FSK returned 2.19%/yr vs 8.89%/yr for SCM. At a 0.40 correlation, their price movements are largely independent.
Performance
FSK vs. SCM - Performance Comparison
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Returns By Period
In the year-to-date period, FSK achieves a -24.60% return, which is significantly higher than SCM's -30.75% return. Over the past 10 years, FSK has underperformed SCM with an annualized return of 2.19%, while SCM has yielded a comparatively higher 8.89% annualized return.
FSK
- 1D
- 0.99%
- 1M
- -1.25%
- YTD
- -24.60%
- 6M
- -22.72%
- 1Y
- -39.90%
- 3Y*
- -4.13%
- 5Y*
- -0.45%
- 10Y*
- 2.19%
SCM
- 1D
- 0.73%
- 1M
- -7.45%
- YTD
- -30.75%
- 6M
- -28.83%
- 1Y
- -30.81%
- 3Y*
- -5.19%
- 5Y*
- 1.55%
- 10Y*
- 8.89%
FSK vs. SCM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | -24.60% | -20.38% | 25.71% | 33.04% | -4.71% | 41.59% | -10.27% | 33.89% | -20.23% | -21.23% |
SCM Stellus Capital Investment Corporation | -30.75% | 3.74% | 20.35% | 8.71% | 10.60% | 30.12% | -14.12% | 21.00% | 9.57% | 20.26% |
Correlation
The correlation between FSK and SCM is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2014 | 0.40 |
The correlation between FSK and SCM shifts across timeframes, from 0.40 (all time) to 0.58 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
FSK:
$2.87B
SCM:
$240.26M
FSK:
-$0.39
SCM:
$0.77
FSK:
3.59
SCM:
0.00
FSK:
0.54
SCM:
0.00
FSK:
$798.00M
SCM:
$23.29T
FSK:
$172.00M
SCM:
$26.31M
FSK:
$110.43M
SCM:
$23.13M
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Return for Risk
FSK vs. SCM — Risk / Return Rank
FSK
SCM
FSK vs. SCM - Risk-Adjusted Trends 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.
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 | SCM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 0.80 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | -0.78 | 0.00 |
| Martin ratioReturn relative to average drawdown | -1.19 | -1.43 | +0.24 |
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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.
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Drawdown Indicators
| FSK | SCM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.20% | -66.06% | -1.14% |
Max Drawdown (1Y)Largest decline over 1 year | -51.01% | -39.40% | -11.61% |
Max Drawdown (3Y)Largest decline over 3 years | -51.03% | -39.40% | -11.63% |
Max Drawdown (5Y)Largest decline over 5 years | -51.03% | -39.40% | -11.63% |
Max Drawdown (10Y)Largest decline over 10 years | -67.20% | -66.06% | -1.14% |
Current DrawdownCurrent decline from peak | -45.81% | -38.96% | -6.85% |
Average DrawdownAverage peak-to-trough decline | -13.59% | -9.75% | -3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.62% | 21.59% | +12.03% |
Volatility
FSK vs. SCM - Volatility Comparison
The current volatility for FS KKR Capital Corp. (FSK) is 5.97%, while Stellus Capital Investment Corporation (SCM) has a volatility of 7.89%. This indicates that FSK experiences smaller price fluctuations and is considered to be less risky than SCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSK | SCM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.97% | 7.89% | -1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 26.75% | 21.82% | +4.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.89% | 25.76% | +5.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.11% | 22.20% | +1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.95% | 36.82% | -8.87% |
Dividends
FSK vs. SCM - Dividend Comparison
FSK's dividend yield for the trailing twelve months is around 22.48%, more than SCM's 18.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | 22.48% | 18.91% | 13.35% | 14.77% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.68% | 8.65% | 9.91% |
SCM Stellus Capital Investment Corporation | 18.07% | 12.62% | 11.62% | 12.45% | 8.14% | 8.29% | 10.57% | 9.55% | 10.50% | 10.35% | 11.27% | 14.10% |
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.
Total Revenue: Total amount of money received from sales and other business activities
FSK vs. SCM - Profitability Comparison
FSK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported a gross profit of 0.00 and revenue of 304.00M. Therefore, the gross margin over that period was 0.0%.
SCM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stellus Capital Investment Corporation reported a gross profit of 0.00 and revenue of 23.29T. Therefore, the gross margin over that period was 0.0%.
FSK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported an operating income of -1.57M and revenue of 304.00M, resulting in an operating margin of -0.5%.
SCM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stellus Capital Investment Corporation reported an operating income of 0.00 and revenue of 23.29T, resulting in an operating margin of 0.0%.
FSK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported a net income of 0.00 and revenue of 304.00M, resulting in a net margin of 0.0%.
SCM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stellus Capital Investment Corporation reported a net income of 0.00 and revenue of 23.29T, resulting in a net margin of 0.0%.
Frequently Asked Questions
FSK and SCM have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCM has higher volatility (7.89%) compared to FSK (5.97%). In terms of maximum drawdown, FSK dropped -67.20% vs SCM's -66.06%.
SCM currently has the higher Sharpe Ratio (-1.20 vs -1.30), 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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