FSK vs. XOM
FSK (FS KKR Capital Corp.) and XOM (Exxon Mobil Corporation) are both stocks. FSK operates in Asset Management (Financial Services), while XOM operates in Oil & Gas Integrated (Energy). Over the past 10 years, FSK returned 2.27%/yr vs 10.04%/yr for XOM. At a 0.32 correlation, their price movements are largely independent.
Performance
FSK vs. XOM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FSK achieves a -24.63% return, which is significantly lower than XOM's 27.80% return. Over the past 10 years, FSK has underperformed XOM with an annualized return of 2.27%, while XOM has yielded a comparatively higher 10.04% annualized return.
FSK
- 1D
- -0.56%
- 1M
- -1.85%
- YTD
- -24.63%
- 6M
- -28.17%
- 1Y
- -40.83%
- 3Y*
- -5.35%
- 5Y*
- -1.31%
- 10Y*
- 2.27%
XOM
- 1D
- 1.22%
- 1M
- 5.68%
- YTD
- 27.80%
- 6M
- 32.61%
- 1Y
- 50.17%
- 3Y*
- 16.03%
- 5Y*
- 23.83%
- 10Y*
- 10.04%
FSK vs. XOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | -24.63% | -20.38% | 25.71% | 33.04% | -4.71% | 41.59% | -10.27% | 33.89% | -20.23% | -21.23% |
XOM Exxon Mobil Corporation | 27.80% | 15.98% | 11.26% | -6.26% | 87.41% | 57.58% | -36.21% | 7.23% | -15.09% | -3.81% |
Correlation
The correlation between FSK and XOM is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2014 | 0.32 |
Over the past year, the correlation between FSK and XOM has dropped to 0.05 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
Fundamentals
FSK:
$2.98B
XOM:
$634.77B
FSK:
-$0.39
XOM:
$5.93
FSK:
3.73
XOM:
1.99
FSK:
0.57
XOM:
2.50
FSK:
$798.00M
XOM:
$326.01B
FSK:
$172.00M
XOM:
$83.11B
FSK:
$110.43M
XOM:
$60.44B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FSK vs. XOM — Risk / Return Rank
FSK
XOM
FSK vs. XOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS KKR Capital Corp. (FSK) and Exxon Mobil Corporation (XOM). 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 | XOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.40 | ||
| Sortino ratioReturn per unit of downside risk | -4.55 | ||
| Omega ratioGain probability vs. loss probability | 0.75 | 1.34 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 3.21 | -4.02 |
| Martin ratioReturn relative to average drawdown | -1.26 | 8.97 | -10.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FSK | XOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.34 | 2.07 | -3.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.90 | -0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.36 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.48 | -0.38 |
Drawdowns
FSK vs. XOM - Drawdown Comparison
The maximum FSK drawdown since its inception was -67.20%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for FSK and XOM.
Loading charts...
Drawdown Indicators
| FSK | XOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.20% | -62.40% | -4.80% |
Max Drawdown (1Y)Largest decline over 1 year | -51.01% | -15.69% | -35.32% |
Max Drawdown (3Y)Largest decline over 3 years | -51.03% | -18.92% | -32.11% |
Max Drawdown (5Y)Largest decline over 5 years | -51.03% | -20.51% | -30.52% |
Max Drawdown (10Y)Largest decline over 10 years | -67.20% | -61.34% | -5.86% |
Current DrawdownCurrent decline from peak | -45.83% | -10.90% | -34.93% |
Average DrawdownAverage peak-to-trough decline | -13.50% | -10.20% | -3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.40% | 5.61% | +26.79% |
Volatility
FSK vs. XOM - Volatility Comparison
The current volatility for FS KKR Capital Corp. (FSK) is 6.18%, while Exxon Mobil Corporation (XOM) has a volatility of 9.20%. This indicates that FSK experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FSK | XOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 9.20% | -3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 26.52% | 20.29% | +6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.67% | 24.44% | +6.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.07% | 26.73% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.92% | 28.19% | -0.27% |
Dividends
FSK vs. XOM - Dividend Comparison
FSK's dividend yield for the trailing twelve months is around 24.25%, more than XOM's 2.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | 24.25% | 18.91% | 13.35% | 14.77% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.68% | 8.65% | 9.91% |
XOM Exxon Mobil Corporation | 2.69% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
Financials
FSK vs. XOM - Financials Comparison
This section allows you to compare key financial metrics between FS KKR Capital Corp. and Exxon Mobil 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. XOM - 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%.
XOM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Exxon Mobil Corporation reported a gross profit of 31.36B and revenue of 83.16B. Therefore, the gross margin over that period was 37.7%.
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%.
XOM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Exxon Mobil Corporation reported an operating income of 5.29B and revenue of 83.16B, resulting in an operating margin of 6.4%.
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%.
XOM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Exxon Mobil Corporation reported a net income of 4.18B and revenue of 83.16B, resulting in a net margin of 5.0%.
Frequently Asked Questions
FSK and XOM have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOM has higher volatility (9.20%) compared to FSK (6.18%). In terms of maximum drawdown, FSK dropped -67.20% vs XOM's -62.40%.
XOM currently has the higher Sharpe Ratio (2.07 vs -1.34), 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.
Find the right allocation for FSK and XOM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer