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SCM vs. SEIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCM vs. SEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stellus Capital Investment Corporation (SCM) and Virtus Seix Senior Loan ETF (SEIX). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCM vs. SEIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

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

SCM
SCM Risk / Return Rank: 66
Overall Rank
SCM Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SCM Sortino Ratio Rank: 55
Sortino Ratio Rank
SCM Omega Ratio Rank: 66
Omega Ratio Rank
SCM Calmar Ratio Rank: 1111
Calmar Ratio Rank
SCM Martin Ratio Rank: 77
Martin Ratio Rank

SEIX
SEIX Risk / Return Rank: 9595
Overall Rank
SEIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SEIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEIX Omega Ratio Rank: 9797
Omega Ratio Rank
SEIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
SEIX Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


SCMSEIXDifference
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

SCM vs. SEIX - Sharpe Ratio Comparison

The current SCM Sharpe Ratio is -1.21, which is lower than the SEIX Sharpe Ratio of 3.82. The chart below compares the historical Sharpe Ratios of SCM and SEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


SCMSEIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-38.59%

-0.00%

-38.59%

Average Drawdown

Average peak-to-trough decline

-9.74%

-0.87%

-8.87%

Ulcer Index

Depth 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


SCMSEIXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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