SCM vs. SEIX
SCM (Stellus Capital Investment Corporation) is a stock, while SEIX (Virtus Seix Senior Loan ETF) is Bank Loan fund tracking the Credit Suisse Leveraged Loan Index. Over the past 5 years, SCM returned 2.53%/yr vs 5.77%/yr for SEIX. At a 0.12 correlation, their price movements are largely independent.
Performance
SCM vs. SEIX - Performance Comparison
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Returns By Period
In the year-to-date period, SCM achieves a -30.33% return, which is significantly lower than SEIX's 2.33% return.
SCM
- 1D
- -1.18%
- 1M
- -6.99%
- YTD
- -30.33%
- 6M
- -29.03%
- 1Y
- -31.00%
- 3Y*
- -5.07%
- 5Y*
- 2.53%
- 10Y*
- 8.92%
SEIX
- 1D
- 0.09%
- 1M
- 0.34%
- YTD
- 2.33%
- 6M
- 2.52%
- 1Y
- 6.06%
- 3Y*
- 7.75%
- 5Y*
- 5.77%
- 10Y*
- —
SCM vs. SEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | -30.33% | 3.74% | 20.35% | 8.71% | 10.60% | 30.12% | -14.12% | 6.12% |
SEIX Virtus Seix Senior Loan ETF | 2.33% | 5.10% | 8.42% | 12.51% | -1.77% | 5.49% | 3.17% | 3.44% |
Correlation
The correlation between SCM and SEIX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2019 | 0.12 |
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Return for Risk
SCM vs. SEIX — Risk / Return Rank
SCM
SEIX
SCM vs. SEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellus Capital Investment Corporation (SCM) and Virtus Seix Senior Loan ETF (SEIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SCM | SEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.04 | ||
| Sortino ratioReturn per unit of downside risk | -7.90 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.87 | -1.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 5.41 | -6.22 |
| Martin ratioReturn relative to average drawdown | -1.46 | 21.65 | -23.11 |
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Drawdowns
SCM vs. SEIX - Drawdown Comparison
The maximum SCM drawdown since its inception was -66.06%, which is greater than SEIX's maximum drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for SCM and SEIX.
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Drawdown Indicators
| SCM | SEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.06% | -17.51% | -48.55% |
Max Drawdown (1Y)Largest decline over 1 year | -38.59% | -1.13% | -37.46% |
Max Drawdown (3Y)Largest decline over 3 years | -38.59% | -3.01% | -35.58% |
Max Drawdown (5Y)Largest decline over 5 years | -38.59% | -6.69% | -31.90% |
Max Drawdown (10Y)Largest decline over 10 years | -66.06% | — | — |
Current DrawdownCurrent decline from peak | -38.59% | -0.00% | -38.59% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -0.87% | -8.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.31% | 0.28% | +21.03% |
Volatility
SCM vs. SEIX - Volatility Comparison
Stellus Capital Investment Corporation (SCM) has a higher volatility of 8.01% compared to Virtus Seix Senior Loan ETF (SEIX) at 0.34%. This indicates that SCM's price experiences larger fluctuations and is considered to be riskier than SEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCM | SEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.01% | 0.34% | +7.67% |
Volatility (6M)Calculated over the trailing 6-month period | 21.78% | 1.30% | +20.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.74% | 1.60% | +24.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.23% | 2.92% | +19.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.81% | 4.32% | +32.49% |
Dividends
SCM vs. SEIX - Dividend Comparison
SCM's dividend yield for the trailing twelve months is around 17.96%, more than SEIX's 7.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | 17.96% | 12.62% | 11.62% | 12.45% | 8.14% | 8.29% | 10.57% | 9.55% | 10.50% | 10.35% | 11.27% | 14.10% |
SEIX Virtus Seix Senior Loan ETF | 6.60% | 7.52% | 8.09% | 8.74% | 5.76% | 4.16% | 3.75% | 3.82% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SCM and SEIX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCM has higher volatility (8.01%) compared to SEIX (0.34%). In terms of maximum drawdown, SCM dropped -66.06% vs SEIX's -17.51%.
SEIX currently has the higher Sharpe Ratio (3.82 vs -1.21), 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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