FSK vs. USFR
FSK (FS KKR Capital Corp.) is a stock, while USFR (WisdomTree Floating Rate Treasury Fund) is Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Over the past 10 years, FSK returned 2.35%/yr vs 2.48%/yr for USFR. Their -0.01 correlation means they have often moved in opposite directions in the past.
Performance
FSK vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, FSK achieves a -18.26% return, which is significantly lower than USFR's 2.29% return. Over the past 10 years, FSK has underperformed USFR with an annualized return of 2.35%, while USFR has yielded a comparatively higher 2.48% annualized return.
FSK
- 1D
- 4.92%
- 1M
- 6.33%
- 6M
- -10.59%
- YTD
- -18.26%
- 1Y
- -35.54%
- 3Y*
- -4.50%
- 5Y*
- 1.90%
- 10Y*
- 2.35%
- ALL TIME*
- 3.31%
USFR
- 1D
- 0.02%
- 1M
- 0.36%
- 6M
- 1.91%
- YTD
- 2.29%
- 1Y
- 3.97%
- 3Y*
- 4.68%
- 5Y*
- 3.81%
- 10Y*
- 2.48%
- ALL TIME*
- 1.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $25.81M | $25.87M | $32.11M | |
| $329.70M | $258.22M | $246.25M |
FSK vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | -18.26% | -20.38% | 25.71% | 33.04% | -4.71% | 41.59% | -10.27% | 33.89% | -20.23% | -21.23% |
USFR WisdomTree Floating Rate Treasury Fund | 2.29% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 1.03% |
Correlation
The correlation between FSK and USFR is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.03 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2014 | -0.01 |
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Return for Risk
FSK vs. USFR — Risk / Return Rank
FSK
USFR
FSK vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS KKR Capital Corp. (FSK) and WisdomTree Floating Rate Treasury Fund (USFR). 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 | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -15.77 | ||
| Sortino ratioReturn per unit of downside risk | -53.14 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 14.07 | -13.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 200.37 | -201.15 |
| Martin ratioReturn relative to average drawdown | -1.18 | 800.41 | -801.60 |
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Drawdowns
FSK vs. USFR - Drawdown Comparison
The maximum FSK drawdown since its inception was -67.20%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for FSK and USFR.
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Drawdown Indicators
| FSK | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.20% | -1.36% | -65.84% |
Max Drawdown (1Y)Largest decline over 1 year | -45.59% | -0.02% | -45.57% |
Max Drawdown (3Y)Largest decline over 3 years | -51.03% | -0.06% | -50.97% |
Max Drawdown (5Y)Largest decline over 5 years | -51.03% | -0.18% | -50.85% |
Max Drawdown (10Y)Largest decline over 10 years | -67.20% | -0.80% | -66.40% |
Current DrawdownCurrent decline from peak | -41.25% | 0.00% | -41.25% |
Average DrawdownAverage peak-to-trough decline | -13.87% | -0.15% | -13.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.94% | 0.00% | +30.94% |
Volatility
FSK vs. USFR - Volatility Comparison
FS KKR Capital Corp. (FSK) has a higher volatility of 8.03% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that FSK's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSK | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.03% | 0.09% | +7.94% |
Volatility (6M)Calculated over the trailing 6-month period | 27.65% | 0.20% | +27.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.83% | 0.27% | +31.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.37% | 0.39% | +23.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.04% | 0.76% | +27.28% |
Dividends
FSK vs. USFR - Dividend Comparison
FSK's dividend yield for the trailing twelve months is around 20.74%, more than USFR's 3.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | 20.74% | 18.91% | 13.35% | 14.77% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.68% | 8.65% | 9.91% |
USFR WisdomTree Floating Rate Treasury Fund | 3.79% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% |
Frequently Asked Questions
FSK and USFR have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSK has higher volatility (8.03%) compared to USFR (0.09%). In terms of maximum drawdown, FSK dropped -67.20% vs USFR's -1.36%.
USFR currently has the higher Sharpe Ratio (14.64 vs -1.12), 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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