SCM vs. FSK
SCM (Stellus Capital Investment Corporation) and FSK (FS KKR Capital Corp.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, SCM returned 9.80%/yr vs 2.45%/yr for FSK. At a 0.40 correlation, their price movements are largely independent.
Performance
SCM vs. FSK - Performance Comparison
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Returns By Period
In the year-to-date period, SCM achieves a -27.58% return, which is significantly lower than FSK's -23.50% return. Over the past 10 years, SCM has outperformed FSK with an annualized return of 9.80%, while FSK has yielded a comparatively lower 2.45% annualized return.
SCM
- 1D
- -3.13%
- 1M
- -10.05%
- YTD
- -27.58%
- 6M
- -24.66%
- 1Y
- -25.51%
- 3Y*
- -3.65%
- 5Y*
- 2.19%
- 10Y*
- 9.80%
FSK
- 1D
- -0.92%
- 1M
- -7.06%
- YTD
- -23.50%
- 6M
- -26.57%
- 1Y
- -39.65%
- 3Y*
- -4.54%
- 5Y*
- -0.87%
- 10Y*
- 2.45%
SCM vs. FSK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | -27.58% | 3.74% | 20.35% | 8.71% | 10.60% | 30.12% | -14.12% | 21.00% | 9.57% | 20.26% |
FSK FS KKR Capital Corp. | -23.50% | -20.38% | 25.71% | 33.04% | -4.71% | 41.59% | -10.27% | 33.89% | -20.23% | -21.23% |
Correlation
The correlation between SCM and FSK is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2014 | 0.40 |
The correlation between SCM and FSK shifts across timeframes, from 0.40 (all time) to 0.57 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SCM:
$251.26M
FSK:
$3.02B
SCM:
$0.77
FSK:
-$0.39
SCM:
0.00
FSK:
3.79
SCM:
0.00
FSK:
0.57
SCM:
$23.29T
FSK:
$798.00M
SCM:
$26.31M
FSK:
$172.00M
SCM:
$23.13M
FSK:
$110.43M
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Return for Risk
SCM vs. FSK — Risk / Return Rank
SCM
FSK
SCM vs. FSK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellus Capital Investment Corporation (SCM) 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.
| SCM | FSK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.75 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | -0.78 | +0.11 |
| Martin ratioReturn relative to average drawdown | -1.28 | -1.24 | -0.04 |
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
| SCM | FSK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.02 | -1.30 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | -0.04 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.09 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.10 | +0.11 |
Drawdowns
SCM vs. FSK - Drawdown Comparison
The maximum SCM drawdown since its inception was -66.06%, roughly equal to the maximum FSK drawdown of -67.20%. Use the drawdown chart below to compare losses from any high point for SCM and FSK.
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Drawdown Indicators
| SCM | FSK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.06% | -67.20% | +1.14% |
Max Drawdown (1Y)Largest decline over 1 year | -38.26% | -51.01% | +12.75% |
Max Drawdown (3Y)Largest decline over 3 years | -38.26% | -51.03% | +12.77% |
Max Drawdown (5Y)Largest decline over 5 years | -38.26% | -51.03% | +12.77% |
Max Drawdown (10Y)Largest decline over 10 years | -66.06% | -67.20% | +1.14% |
Current DrawdownCurrent decline from peak | -36.16% | -45.02% | +8.86% |
Average DrawdownAverage peak-to-trough decline | -9.66% | -13.46% | +3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.97% | 32.03% | -12.06% |
Volatility
SCM vs. FSK - Volatility Comparison
The current volatility for Stellus Capital Investment Corporation (SCM) is 6.29%, while FS KKR Capital Corp. (FSK) has a volatility of 6.84%. This indicates that SCM 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
| SCM | FSK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 6.84% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 21.37% | 26.48% | -5.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.09% | 30.52% | -5.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.12% | 24.05% | -1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.76% | 27.90% | +8.86% |
Dividends
SCM vs. FSK - Dividend Comparison
SCM's dividend yield for the trailing twelve months is around 17.28%, less than FSK's 23.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | 23.89% | 18.91% | 13.35% | 14.77% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.68% | 8.65% | 9.91% |
SCM Stellus Capital Investment Corporation | 17.28% | 12.62% | 11.62% | 12.45% | 8.14% | 8.29% | 10.57% | 9.55% | 10.50% | 10.35% | 11.27% | 14.10% |
Financials
SCM vs. FSK - Financials Comparison
This section allows you to compare key financial metrics between Stellus Capital Investment 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
SCM vs. FSK - Profitability Comparison
SCM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stellus Capital Investment Corporation reported a gross profit of 0.00 and revenue of 23.29T. Therefore, the gross margin over that period was 0.0%.
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%.
SCM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stellus Capital Investment Corporation reported an operating income of 0.00 and revenue of 23.29T, resulting in an operating margin of 0.0%.
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%.
SCM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stellus Capital Investment Corporation reported a net income of 0.00 and revenue of 23.29T, resulting in a net margin of 0.0%.
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%.
Frequently Asked Questions
SCM and FSK have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSK has higher volatility (6.84%) compared to SCM (6.29%). In terms of maximum drawdown, SCM dropped -66.06% vs FSK's -67.20%.
SCM currently has the higher Sharpe Ratio (-1.02 vs -1.30), 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.
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