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 7.14%/yr vs 15.14%/yr for VOO. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
SCM vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, SCM achieves a -35.87% return, which is significantly lower than VOO's 10.16% return. Over the past 10 years, SCM has underperformed VOO with an annualized return of 7.14%, while VOO has yielded a comparatively higher 15.14% annualized return.
SCM
- 1D
- 1.67%
- 1M
- -10.13%
- 6M
- -36.93%
- YTD
- -35.87%
- 1Y
- -38.93%
- 3Y*
- -10.38%
- 5Y*
- 0.09%
- 10Y*
- 7.14%
- ALL TIME*
- 5.81%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.20M | $1.97M | $1.78M | |
| $3.82B | $3.78B | $5.44B |
SCM vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | -35.87% | 3.74% | 20.35% | 8.71% | 10.60% | 30.12% | -14.12% | 21.00% | 9.57% | 20.26% |
VOO Vanguard S&P 500 ETF | 10.16% | 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 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
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 | -2.84 | ||
| Sortino ratioReturn per unit of downside risk | -4.01 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.28 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 2.21 | -3.02 |
| Martin ratioReturn relative to average drawdown | -1.52 | 9.44 | -10.96 |
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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 | -47.76% | -8.90% | -38.86% |
Max Drawdown (3Y)Largest decline over 3 years | -47.76% | -18.69% | -29.07% |
Max Drawdown (5Y)Largest decline over 5 years | -47.76% | -24.52% | -23.24% |
Max Drawdown (10Y)Largest decline over 10 years | -66.06% | -33.99% | -32.07% |
Current DrawdownCurrent decline from peak | -43.47% | -1.38% | -42.09% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -3.67% | -6.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.48% | 2.08% | +23.40% |
Volatility
SCM vs. VOO - Volatility Comparison
Stellus Capital Investment Corporation (SCM) has a higher volatility of 15.16% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. 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 | 15.16% | 3.54% | +11.62% |
Volatility (6M)Calculated over the trailing 6-month period | 26.52% | 10.10% | +16.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.89% | 12.82% | +17.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.10% | 16.93% | +6.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.14% | 18.01% | +19.13% |
Dividends
SCM vs. VOO - Dividend Comparison
SCM's dividend yield for the trailing twelve months is around 19.06%, 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 | 19.06% | 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 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCM has higher volatility (15.16%) compared to VOO (3.54%). In terms of maximum drawdown, SCM dropped -66.06% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -1.30), 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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