FSK vs. SCM
Compare and contrast key facts about FS KKR Capital Corp. (FSK) and Stellus Capital Investment Corporation (SCM).
Performance
FSK vs. SCM - Performance Comparison
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FSK vs. SCM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | -27.89% | -20.38% | 25.71% | 33.04% | -4.71% | 41.59% | -10.27% | 33.89% | -20.23% | -21.23% |
SCM Stellus Capital Investment Corporation | -25.00% | 3.74% | 20.35% | 8.71% | 10.60% | 30.12% | -14.12% | 21.00% | 9.57% | 20.26% |
Fundamentals
FSK:
$0.67
SCM:
$1.07
FSK:
15.21
SCM:
8.58
FSK:
0.07
SCM:
0.72
FSK:
3.61
SCM:
3.77
FSK:
$527.00M
SCM:
$69.44M
FSK:
$178.00M
SCM:
$35.88M
FSK:
$140.00M
SCM:
$32.47M
Returns By Period
In the year-to-date period, FSK achieves a -27.89% return, which is significantly lower than SCM's -25.00% return. Over the past 10 years, FSK has underperformed SCM with an annualized return of 1.64%, while SCM has yielded a comparatively higher 10.03% annualized return.
FSK
- 1D
- 2.31%
- 1M
- -1.11%
- YTD
- -27.89%
- 6M
- -25.16%
- 1Y
- -42.44%
- 3Y*
- -4.44%
- 5Y*
- 0.62%
- 10Y*
- 1.64%
SCM
- 1D
- 2.03%
- 1M
- -6.93%
- YTD
- -25.00%
- 6M
- -24.75%
- 1Y
- -25.58%
- 3Y*
- -2.31%
- 5Y*
- 4.02%
- 10Y*
- 10.03%
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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.
| FSK | SCM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.35 | -0.93 | -0.42 |
Sortino ratioReturn per unit of downside risk | -1.94 | -1.18 | -0.75 |
Omega ratioGain probability vs. loss probability | 0.73 | 0.85 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | -0.83 | -0.68 | -0.15 |
Martin ratioReturn relative to average drawdown | -1.63 | -1.73 | +0.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSK | SCM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.35 | -0.93 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.18 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | 0.27 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.21 | -0.13 |
Correlation
The correlation between FSK and SCM is 0.40, 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.
Dividends
FSK vs. SCM - Dividend Comparison
FSK's dividend yield for the trailing twelve months is around 25.34%, more than SCM's 16.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | 25.34% | 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 | 16.72% | 12.62% | 11.62% | 12.45% | 8.14% | 8.29% | 10.57% | 9.55% | 10.50% | 10.35% | 11.27% | 14.10% |
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% | -38.26% | -12.75% |
Max Drawdown (5Y)Largest decline over 5 years | -51.03% | -38.26% | -12.77% |
Max Drawdown (10Y)Largest decline over 10 years | -67.20% | -66.06% | -1.14% |
Current DrawdownCurrent decline from peak | -48.17% | -33.90% | -14.27% |
Average DrawdownAverage peak-to-trough decline | -13.01% | -9.37% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.14% | 15.16% | +10.98% |
Volatility
FSK vs. SCM - Volatility Comparison
The current volatility for FS KKR Capital Corp. (FSK) is 9.94%, while Stellus Capital Investment Corporation (SCM) has a volatility of 14.36%. 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 | 9.94% | 14.36% | -4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 24.49% | 21.14% | +3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.59% | 27.66% | +3.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.44% | 21.91% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.60% | 36.77% | -9.17% |
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