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RWAY vs. FSCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RWAY and FSCO is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

RWAY vs. FSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Runway Growth Finance Corp. (RWAY) and FS Credit Opportunities Corp. (FSCO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RWAY:

-0.08

FSCO:

1.23

Sortino Ratio

RWAY:

0.11

FSCO:

1.67

Omega Ratio

RWAY:

1.01

FSCO:

1.27

Calmar Ratio

RWAY:

-0.04

FSCO:

1.57

Martin Ratio

RWAY:

-0.13

FSCO:

8.41

Ulcer Index

RWAY:

9.31%

FSCO:

3.35%

Daily Std Dev

RWAY:

25.02%

FSCO:

23.11%

Max Drawdown

RWAY:

-26.13%

FSCO:

-25.11%

Current Drawdown

RWAY:

-12.06%

FSCO:

0.00%

Fundamentals

Market Cap

RWAY:

$370.86M

FSCO:

$1.43B

EPS

RWAY:

$1.64

FSCO:

$0.95

PE Ratio

RWAY:

6.05

FSCO:

7.60

PS Ratio

RWAY:

2.65

FSCO:

6.96

PB Ratio

RWAY:

0.74

FSCO:

1.00

Returns By Period

In the year-to-date period, RWAY achieves a -2.90% return, which is significantly lower than FSCO's 10.90% return.


RWAY

YTD

-2.90%

1M

13.28%

6M

2.23%

1Y

-3.48%

3Y*

4.00%

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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Runway Growth Finance Corp.

FS Credit Opportunities Corp.

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

Risk-Adjusted Performance

RWAY vs. FSCO — Risk-Adjusted Performance Rank

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

RWAY
The Risk-Adjusted Performance Rank of RWAY is 4444
Overall Rank
The Sharpe Ratio Rank of RWAY is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of RWAY is 3939
Sortino Ratio Rank
The Omega Ratio Rank of RWAY is 3939
Omega Ratio Rank
The Calmar Ratio Rank of RWAY is 4747
Calmar Ratio Rank
The Martin Ratio Rank of RWAY is 4848
Martin Ratio Rank

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.

RWAY vs. FSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Runway Growth Finance Corp. (RWAY) 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.


The current RWAY Sharpe Ratio is -0.08, which is lower than the FSCO Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of RWAY and FSCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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

RWAY vs. FSCO - Dividend Comparison

RWAY's dividend yield for the trailing twelve months is around 15.71%, more than FSCO's 10.28% yield.


TTM2024202320222021
RWAY
Runway Growth Finance Corp.
15.71%16.33%14.34%10.87%1.95%
FSCO
FS Credit Opportunities Corp.
10.28%10.47%11.26%1.95%0.00%

Drawdowns

RWAY vs. FSCO - Drawdown Comparison

The maximum RWAY drawdown since its inception was -26.13%, roughly equal to the maximum FSCO drawdown of -25.11%. Use the drawdown chart below to compare losses from any high point for RWAY and FSCO.


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

Volatility

RWAY vs. FSCO - Volatility Comparison

Runway Growth Finance Corp. (RWAY) has a higher volatility of 8.35% compared to FS Credit Opportunities Corp. (FSCO) at 5.22%. This indicates that RWAY's price experiences larger fluctuations and is considered to be riskier than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

RWAY vs. FSCO - Financials Comparison

This section allows you to compare key financial metrics between Runway Growth Finance Corp. and FS Credit Opportunities 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


0.0010.00M20.00M30.00M40.00M20212022202320242025
35.40M
(RWAY) Total Revenue
(FSCO) Total Revenue
Values in USD except per share items