NTRS vs. FSK
Compare and contrast key facts about Northern Trust Corporation (NTRS) and FS KKR Capital Corp. (FSK).
Performance
NTRS vs. FSK - Performance Comparison
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NTRS vs. FSK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NTRS Northern Trust Corporation | 4.11% | 36.92% | 25.63% | -1.02% | -23.82% | 31.65% | -9.29% | 30.59% | -14.68% | 14.18% |
FSK FS KKR Capital Corp. | -28.38% | -20.38% | 25.71% | 33.04% | -4.71% | 41.59% | -10.27% | 33.89% | -20.23% | -21.23% |
Fundamentals
NTRS:
$8.98
FSK:
$0.67
NTRS:
15.74
FSK:
15.10
NTRS:
0.69
FSK:
0.07
NTRS:
1.89
FSK:
3.58
NTRS:
$14.37B
FSK:
$527.00M
NTRS:
$7.93B
FSK:
$178.00M
NTRS:
$3.07B
FSK:
$140.00M
Returns By Period
In the year-to-date period, NTRS achieves a 4.11% return, which is significantly higher than FSK's -28.38% return. Over the past 10 years, NTRS has outperformed FSK with an annualized return of 10.91%, while FSK has yielded a comparatively lower 1.57% annualized return.
NTRS
- 1D
- 1.32%
- 1M
- -2.08%
- YTD
- 4.11%
- 6M
- 9.04%
- 1Y
- 48.01%
- 3Y*
- 20.86%
- 5Y*
- 9.26%
- 10Y*
- 10.91%
FSK
- 1D
- -0.69%
- 1M
- -2.25%
- YTD
- -28.38%
- 6M
- -25.12%
- 1Y
- -43.93%
- 3Y*
- -4.66%
- 5Y*
- 0.49%
- 10Y*
- 1.57%
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Return for Risk
NTRS vs. FSK — Risk / Return Rank
NTRS
FSK
NTRS vs. FSK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Trust Corporation (NTRS) and FS KKR Capital Corp. (FSK). 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.
| NTRS | FSK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | -1.40 | +3.02 |
Sortino ratioReturn per unit of downside risk | 2.28 | -2.04 | +4.32 |
Omega ratioGain probability vs. loss probability | 1.31 | 0.72 | +0.58 |
Calmar ratioReturn relative to maximum drawdown | 3.25 | -0.84 | +4.09 |
Martin ratioReturn relative to average drawdown | 9.25 | -1.63 | +10.88 |
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
| NTRS | FSK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | -1.40 | +3.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.02 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.06 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.08 | +0.29 |
Correlation
The correlation between NTRS and FSK is 0.42, 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.
Dividends
NTRS vs. FSK - Dividend Comparison
NTRS's dividend yield for the trailing twelve months is around 2.23%, less than FSK's 25.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTRS Northern Trust Corporation | 2.23% | 2.27% | 2.93% | 3.56% | 3.28% | 2.34% | 3.01% | 2.45% | 2.32% | 1.60% | 1.66% | 1.96% |
FSK FS KKR Capital Corp. | 25.52% | 18.91% | 13.35% | 14.77% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.68% | 8.65% | 9.91% |
Drawdowns
NTRS vs. FSK - Drawdown Comparison
The maximum NTRS drawdown since its inception was -67.67%, roughly equal to the maximum FSK drawdown of -67.20%. Use the drawdown chart below to compare losses from any high point for NTRS and FSK.
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Drawdown Indicators
| NTRS | FSK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.67% | -67.20% | -0.47% |
Max Drawdown (1Y)Largest decline over 1 year | -14.46% | -51.01% | +36.55% |
Max Drawdown (5Y)Largest decline over 5 years | -50.03% | -51.03% | +1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -50.03% | -67.20% | +17.17% |
Current DrawdownCurrent decline from peak | -8.14% | -48.53% | +40.39% |
Average DrawdownAverage peak-to-trough decline | -21.05% | -13.02% | -8.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.07% | 26.31% | -21.24% |
Volatility
NTRS vs. FSK - Volatility Comparison
The current volatility for Northern Trust Corporation (NTRS) is 7.17%, while FS KKR Capital Corp. (FSK) has a volatility of 9.91%. This indicates that NTRS experiences smaller price fluctuations and is considered to be less risky than FSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTRS | FSK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 9.91% | -2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 18.32% | 24.50% | -6.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.82% | 31.60% | -1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.33% | 23.42% | +5.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.34% | 27.60% | +2.74% |
Financials
NTRS vs. FSK - Financials Comparison
This section allows you to compare key financial metrics between Northern Trust Corporation and FS KKR Capital Corp.. 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