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HYBI vs. FSCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYBI and FSCO is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

HYBI vs. FSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Enhanced Income Credit Select ETF (HYBI) and FS Credit Opportunities Corp. (FSCO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

HYBI:

6.82%

FSCO:

23.11%

Max Drawdown

HYBI:

-4.68%

FSCO:

-25.11%

Current Drawdown

HYBI:

-0.88%

FSCO:

0.00%

Returns By Period

In the year-to-date period, HYBI achieves a 0.95% return, which is significantly lower than FSCO's 10.90% return.


HYBI

YTD

0.95%

1M

1.59%

6M

-0.04%

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

FSCO

YTD

10.90%

1M

4.09%

6M

12.22%

1Y

27.74%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FS Credit Opportunities Corp.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HYBI vs. FSCO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HYBI

FSCO
The Risk-Adjusted Performance Rank of FSCO is 8686
Overall Rank
The Sharpe Ratio Rank of FSCO is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of FSCO is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FSCO is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FSCO is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HYBI vs. FSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Enhanced Income Credit Select ETF (HYBI) and FS Credit Opportunities Corp. (FSCO). 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HYBI vs. FSCO - Dividend Comparison

HYBI's dividend yield for the trailing twelve months is around 5.29%, less than FSCO's 10.28% yield.


TTM202420232022
HYBI
NEOS Enhanced Income Credit Select ETF
5.29%1.62%0.00%0.00%
FSCO
FS Credit Opportunities Corp.
10.28%10.47%11.26%1.95%

Drawdowns

HYBI vs. FSCO - Drawdown Comparison

The maximum HYBI drawdown since its inception was -4.68%, smaller than the maximum FSCO drawdown of -25.11%. Use the drawdown chart below to compare losses from any high point for HYBI and FSCO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HYBI vs. FSCO - Volatility Comparison


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