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 2.58%/yr vs 5.76%/yr for SEIX. At a 0.12 correlation, their price movements are largely independent.
Performance
SCM vs. SEIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SCM achieves a -28.97% return, which is significantly lower than SEIX's 2.82% return.
SCM
- 1D
- 0.60%
- 1M
- -3.27%
- 6M
- -32.99%
- YTD
- -28.97%
- 1Y
- -37.35%
- 3Y*
- -6.17%
- 5Y*
- 2.58%
- 10Y*
- 8.22%
SEIX
- 1D
- 0.09%
- 1M
- 0.48%
- 6M
- 2.44%
- YTD
- 2.82%
- 1Y
- 5.22%
- 3Y*
- 7.35%
- 5Y*
- 5.76%
- 10Y*
- —
SCM vs. SEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | -28.97% | 3.74% | 20.35% | 8.71% | 10.60% | 30.12% | -14.12% | 6.12% |
SEIX Virtus Seix Senior Loan ETF | 2.82% | 5.10% | 8.42% | 12.51% | -1.77% | 5.49% | 3.17% | 3.44% |
Correlation
The correlation between SCM and SEIX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -4.67 | ||
| Sortino ratioReturn per unit of downside risk | -7.27 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.72 | -0.95 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 4.64 | -5.54 |
| Martin ratioReturn relative to average drawdown | -1.58 | 18.48 | -20.06 |
Loading charts...
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.
Loading charts...
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 | -41.53% | -1.13% | -40.40% |
Max Drawdown (3Y)Largest decline over 3 years | -41.53% | -3.01% | -38.52% |
Max Drawdown (5Y)Largest decline over 5 years | -41.53% | -6.69% | -34.84% |
Max Drawdown (10Y)Largest decline over 10 years | -66.06% | — | — |
Current DrawdownCurrent decline from peak | -37.40% | 0.00% | -37.40% |
Average DrawdownAverage peak-to-trough decline | -9.89% | -0.86% | -9.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.65% | 0.28% | +23.37% |
Volatility
SCM vs. SEIX - Volatility Comparison
Stellus Capital Investment Corporation (SCM) has a higher volatility of 9.79% compared to Virtus Seix Senior Loan ETF (SEIX) at 0.46%. 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.
Loading charts...
Volatility by Period
| SCM | SEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.79% | 0.46% | +9.33% |
Volatility (6M)Calculated over the trailing 6-month period | 22.95% | 1.34% | +21.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.83% | 1.61% | +25.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.41% | 2.92% | +19.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.88% | 4.31% | +32.57% |
Dividends
SCM vs. SEIX - Dividend Comparison
SCM's dividend yield for the trailing twelve months is around 17.61%, more than SEIX's 7.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | 17.61% | 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 | 7.21% | 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 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCM has higher volatility (9.79%) compared to SEIX (0.46%). In terms of maximum drawdown, SCM dropped -66.06% vs SEIX's -17.51%.
SEIX currently has the higher Sharpe Ratio (3.27 vs -1.40), 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.
Find the right allocation for SCM and SEIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer