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SCM vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.3

Performance

SCM vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stellus Capital Investment Corporation (SCM) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
234.84%
403.59%
SCM
VOO

Key characteristics

Sharpe Ratio

SCM:

0.18

VOO:

0.54

Sortino Ratio

SCM:

0.35

VOO:

0.88

Omega Ratio

SCM:

1.06

VOO:

1.13

Calmar Ratio

SCM:

0.15

VOO:

0.55

Martin Ratio

SCM:

0.63

VOO:

2.27

Ulcer Index

SCM:

5.68%

VOO:

4.55%

Daily Std Dev

SCM:

20.55%

VOO:

19.19%

Max Drawdown

SCM:

-66.06%

VOO:

-33.99%

Current Drawdown

SCM:

-13.58%

VOO:

-9.90%

Returns By Period

In the year-to-date period, SCM achieves a -0.91% return, which is significantly higher than VOO's -5.74% return. Both investments have delivered pretty close results over the past 10 years, with SCM having a 12.55% annualized return and VOO not far behind at 12.12%.


SCM

YTD

-0.91%

1M

-7.62%

6M

-1.45%

1Y

5.14%

5Y*

24.10%

10Y*

12.55%

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

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Risk-Adjusted Performance

SCM vs. VOO — Risk-Adjusted Performance Rank

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

SCM
The Risk-Adjusted Performance Rank of SCM is 5656
Overall Rank
The Sharpe Ratio Rank of SCM is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SCM is 4747
Sortino Ratio Rank
The Omega Ratio Rank of SCM is 5151
Omega Ratio Rank
The Calmar Ratio Rank of SCM is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SCM is 6161
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCM vs. VOO - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for SCM, currently valued at 0.18, compared to the broader market-2.00-1.000.001.002.003.00
SCM: 0.18
VOO: 0.54
The chart of Sortino ratio for SCM, currently valued at 0.35, compared to the broader market-6.00-4.00-2.000.002.004.00
SCM: 0.35
VOO: 0.88
The chart of Omega ratio for SCM, currently valued at 1.06, compared to the broader market0.501.001.502.00
SCM: 1.06
VOO: 1.13
The chart of Calmar ratio for SCM, currently valued at 0.15, compared to the broader market0.001.002.003.004.005.00
SCM: 0.15
VOO: 0.55
The chart of Martin ratio for SCM, currently valued at 0.63, compared to the broader market-5.000.005.0010.0015.0020.00
SCM: 0.63
VOO: 2.27

The current SCM Sharpe Ratio is 0.18, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SCM and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.18
0.54
SCM
VOO

Dividends

SCM vs. VOO - Dividend Comparison

SCM's dividend yield for the trailing twelve months is around 12.03%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
SCM
Stellus Capital Investment Corporation
12.03%11.60%12.42%11.63%8.27%10.56%9.53%10.47%10.32%11.24%14.07%12.06%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.58%
-9.90%
SCM
VOO

Volatility

SCM vs. VOO - Volatility Comparison

Stellus Capital Investment Corporation (SCM) and Vanguard S&P 500 ETF (VOO) have volatilities of 14.38% and 13.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.38%
13.96%
SCM
VOO