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OBDC vs. FSK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OBDC and FSK is 0.57, 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.


-0.50.00.51.00.6

Performance

OBDC vs. FSK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blue Owl Capital Corporation (OBDC) and FS KKR Capital Corp. (FSK). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
63.73%
93.02%
OBDC
FSK

Key characteristics

Sharpe Ratio

OBDC:

0.97

FSK:

1.66

Sortino Ratio

OBDC:

1.41

FSK:

2.14

Omega Ratio

OBDC:

1.18

FSK:

1.32

Calmar Ratio

OBDC:

0.97

FSK:

2.24

Martin Ratio

OBDC:

2.29

FSK:

7.24

Ulcer Index

OBDC:

5.61%

FSK:

3.41%

Daily Std Dev

OBDC:

13.25%

FSK:

14.82%

Max Drawdown

OBDC:

-56.16%

FSK:

-67.20%

Current Drawdown

OBDC:

-4.69%

FSK:

-1.16%

Fundamentals

Market Cap

OBDC:

$5.89B

FSK:

$5.96B

EPS

OBDC:

$1.61

FSK:

$1.88

PE Ratio

OBDC:

9.37

FSK:

11.32

Total Revenue (TTM)

OBDC:

$1.36B

FSK:

$1.47B

Gross Profit (TTM)

OBDC:

$1.10B

FSK:

$1.17B

EBITDA (TTM)

OBDC:

$1.08B

FSK:

$726.57M

Returns By Period

In the year-to-date period, OBDC achieves a 12.46% return, which is significantly lower than FSK's 23.23% return.


OBDC

YTD

12.46%

1M

1.20%

6M

2.49%

1Y

13.28%

5Y*

6.40%

10Y*

N/A

FSK

YTD

23.23%

1M

2.33%

6M

17.49%

1Y

23.78%

5Y*

12.17%

10Y*

6.26%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

OBDC vs. FSK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Corporation (OBDC) 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.


Sharpe ratio
The chart of Sharpe ratio for OBDC, currently valued at 0.97, compared to the broader market-4.00-2.000.002.000.971.66
The chart of Sortino ratio for OBDC, currently valued at 1.41, compared to the broader market-4.00-2.000.002.004.001.412.14
The chart of Omega ratio for OBDC, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.32
The chart of Calmar ratio for OBDC, currently valued at 0.97, compared to the broader market0.002.004.006.000.972.24
The chart of Martin ratio for OBDC, currently valued at 2.29, compared to the broader market-5.000.005.0010.0015.0020.0025.002.297.24
OBDC
FSK

The current OBDC Sharpe Ratio is 0.97, which is lower than the FSK Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of OBDC and FSK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.97
1.66
OBDC
FSK

Dividends

OBDC vs. FSK - Dividend Comparison

OBDC's dividend yield for the trailing twelve months is around 11.19%, less than FSK's 13.62% yield.


TTM2023202220212020201920182017201620152014
OBDC
Blue Owl Capital Corporation
11.19%10.77%11.17%8.76%7.98%3.47%0.00%0.00%0.00%0.00%0.00%
FSK
FS KKR Capital Corp.
13.62%15.02%15.20%11.80%15.46%12.40%16.41%11.69%8.66%9.92%8.91%

Drawdowns

OBDC vs. FSK - Drawdown Comparison

The maximum OBDC drawdown since its inception was -56.16%, smaller than the maximum FSK drawdown of -67.20%. Use the drawdown chart below to compare losses from any high point for OBDC and FSK. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.69%
-1.16%
OBDC
FSK

Volatility

OBDC vs. FSK - Volatility Comparison

Blue Owl Capital Corporation (OBDC) and FS KKR Capital Corp. (FSK) have volatilities of 3.35% and 3.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.35%
3.40%
OBDC
FSK

Financials

OBDC vs. FSK - Financials Comparison

This section allows you to compare key financial metrics between Blue Owl Capital 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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