SCM vs. VOO
Compare and contrast key facts about Stellus Capital Investment Corporation (SCM) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
SCM vs. VOO - Performance Comparison
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SCM vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | -25.00% | 3.74% | 20.35% | 8.71% | 10.60% | 30.12% | -14.12% | 21.00% | 9.57% | 20.26% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, SCM achieves a -25.00% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, SCM has underperformed VOO with an annualized return of 10.03%, while VOO has yielded a comparatively higher 14.05% annualized return.
SCM
- 1D
- 2.03%
- 1M
- -6.93%
- YTD
- -25.00%
- 6M
- -24.75%
- 1Y
- -25.58%
- 3Y*
- -2.31%
- 5Y*
- 4.02%
- 10Y*
- 10.03%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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Return for Risk
SCM vs. VOO — Risk / Return Rank
SCM
VOO
SCM vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellus Capital Investment Corporation (SCM) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.93 | 0.98 | -1.91 |
Sortino ratioReturn per unit of downside risk | -1.18 | 1.50 | -2.68 |
Omega ratioGain probability vs. loss probability | 0.85 | 1.23 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | -0.68 | 1.53 | -2.22 |
Martin ratioReturn relative to average drawdown | -1.73 | 7.29 | -9.02 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.93 | 0.98 | -1.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.70 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.78 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.83 | -0.62 |
Correlation
The correlation between SCM and VOO is 0.32, 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.
Dividends
SCM vs. VOO - Dividend Comparison
SCM's dividend yield for the trailing twelve months is around 16.72%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | 16.72% | 12.62% | 11.62% | 12.45% | 8.14% | 8.29% | 10.57% | 9.55% | 10.50% | 10.35% | 11.27% | 14.10% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
SCM vs. VOO - Drawdown Comparison
The maximum SCM drawdown since its inception was -66.06%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SCM and VOO.
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Drawdown Indicators
| SCM | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.06% | -33.99% | -32.07% |
Max Drawdown (1Y)Largest decline over 1 year | -38.26% | -11.98% | -26.28% |
Max Drawdown (5Y)Largest decline over 5 years | -38.26% | -24.52% | -13.74% |
Max Drawdown (10Y)Largest decline over 10 years | -66.06% | -33.99% | -32.07% |
Current DrawdownCurrent decline from peak | -33.90% | -6.29% | -27.61% |
Average DrawdownAverage peak-to-trough decline | -9.37% | -3.72% | -5.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.16% | 2.52% | +12.64% |
Volatility
SCM vs. VOO - Volatility Comparison
Stellus Capital Investment Corporation (SCM) has a higher volatility of 14.36% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that SCM's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCM | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.36% | 5.29% | +9.07% |
Volatility (6M)Calculated over the trailing 6-month period | 21.14% | 9.44% | +11.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.66% | 18.10% | +9.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.91% | 16.82% | +5.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.77% | 17.99% | +18.78% |