SCM vs. VOO
SCM (Stellus Capital Investment Corporation) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SCM returned 8.01%/yr vs 15.16%/yr for VOO. At a 0.32 correlation, their price movements are largely independent.
Performance
SCM vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, SCM achieves a -31.09% return, which is significantly lower than VOO's 10.45% return. Over the past 10 years, SCM has underperformed VOO with an annualized return of 8.01%, while VOO has yielded a comparatively higher 15.16% annualized return.
SCM
- 1D
- -2.04%
- 1M
- -8.33%
- 6M
- -32.94%
- YTD
- -31.09%
- 1Y
- -37.91%
- 3Y*
- -6.74%
- 5Y*
- 1.85%
- 10Y*
- 8.01%
VOO
- 1D
- -0.77%
- 1M
- 1.25%
- 6M
- 8.34%
- YTD
- 10.45%
- 1Y
- 21.53%
- 3Y*
- 20.16%
- 5Y*
- 13.01%
- 10Y*
- 15.16%
SCM vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | -31.09% | 3.74% | 20.35% | 8.71% | 10.60% | 30.12% | -14.12% | 21.00% | 9.57% | 20.26% |
VOO Vanguard S&P 500 ETF | 10.45% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between SCM and VOO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2012 | 0.32 |
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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.
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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.15 | ||
| Sortino ratioReturn per unit of downside risk | -4.50 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.31 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 2.43 | -3.35 |
| Martin ratioReturn relative to average drawdown | -1.63 | 10.60 | -12.23 |
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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 | -41.53% | -8.90% | -32.63% |
Max Drawdown (3Y)Largest decline over 3 years | -41.53% | -18.69% | -22.84% |
Max Drawdown (5Y)Largest decline over 5 years | -41.53% | -24.52% | -17.01% |
Max Drawdown (10Y)Largest decline over 10 years | -66.06% | -33.99% | -32.07% |
Current DrawdownCurrent decline from peak | -39.26% | -1.11% | -38.15% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -3.68% | -6.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.30% | 2.04% | +21.26% |
Volatility
SCM vs. VOO - Volatility Comparison
Stellus Capital Investment Corporation (SCM) has a higher volatility of 9.71% compared to Vanguard S&P 500 ETF (VOO) at 4.16%. 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 | 9.71% | 4.16% | +5.55% |
Volatility (6M)Calculated over the trailing 6-month period | 22.77% | 9.97% | +12.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.76% | 12.53% | +14.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.41% | 16.93% | +5.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.89% | 18.00% | +18.89% |
Dividends
SCM vs. VOO - Dividend Comparison
SCM's dividend yield for the trailing twelve months is around 18.15%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | 18.15% | 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 | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
SCM and VOO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCM has higher volatility (9.71%) compared to VOO (4.16%). In terms of maximum drawdown, SCM dropped -66.06% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.73 vs -1.42), 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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