FSK vs. SCM
Compare and contrast key facts about FS KKR Capital Corp. (FSK) and Stellus Capital Investment Corporation (SCM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSK or SCM.
Key characteristics
| FSK | SCM | |
|---|---|---|
| YTD Return | 17.71% | 17.76% |
| 1Y Return | 23.90% | 21.92% |
| 3Y Return (Ann) | 13.85% | 10.38% |
| 5Y Return (Ann) | 12.55% | 10.83% |
| 10Y Return (Ann) | 5.50% | 11.05% |
| Sharpe Ratio | 1.60 | 1.74 |
| Sortino Ratio | 2.06 | 2.47 |
| Omega Ratio | 1.31 | 1.31 |
| Calmar Ratio | 2.12 | 1.70 |
| Martin Ratio | 6.88 | 10.17 |
| Ulcer Index | 3.40% | 2.30% |
| Daily Std Dev | 14.65% | 13.47% |
| Max Drawdown | -67.20% | -66.06% |
| Current Drawdown | -0.33% | -3.28% |
Fundamentals
| FSK | SCM | |
|---|---|---|
| Market Cap | $5.88B | $371.50M |
| EPS | $1.88 | $1.28 |
| PE Ratio | 11.18 | 10.73 |
| Total Revenue (TTM) | $1.47B | $26.50T |
| Gross Profit (TTM) | $1.17B | $26.50T |
| EBITDA (TTM) | $726.57M | $10.26T |
Correlation
The correlation between FSK and SCM is 0.37, 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.
Performance
FSK vs. SCM - Performance Comparison
The year-to-date returns for both investments are quite close, with FSK having a 17.71% return and SCM slightly higher at 17.76%. Over the past 10 years, FSK has underperformed SCM with an annualized return of 5.50%, while SCM has yielded a comparatively higher 11.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
FSK vs. SCM - Dividend Comparison
FSK's dividend yield for the trailing twelve months is around 14.28%, more than SCM's 11.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | 14.28% | 15.02% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.69% | 8.66% | 9.92% | 8.91% | 0.00% |
SCM Stellus Capital Investment Corporation | 11.63% | 12.42% | 11.63% | 8.27% | 10.56% | 9.51% | 10.47% | 10.32% | 11.24% | 14.07% | 12.06% | 9.06% |
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.
Volatility
FSK vs. SCM - Volatility Comparison
FS KKR Capital Corp. (FSK) has a higher volatility of 4.42% compared to Stellus Capital Investment Corporation (SCM) at 4.11%. This indicates that FSK's price experiences larger fluctuations and is considered to be riskier than SCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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