SCM vs. WPC
SCM (Stellus Capital Investment Corporation) and WPC (W. P. Carey Inc.) are both stocks. SCM operates in Asset Management (Financial Services), while WPC operates in REIT - Diversified (Real Estate). Over the past 10 years, SCM returned 9.80%/yr vs 7.88%/yr for WPC. At a 0.20 correlation, their price movements are largely independent.
Performance
SCM vs. WPC - Performance Comparison
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Returns By Period
In the year-to-date period, SCM achieves a -27.58% return, which is significantly lower than WPC's 15.91% return. Over the past 10 years, SCM has outperformed WPC with an annualized return of 9.80%, while WPC has yielded a comparatively lower 7.88% annualized return.
SCM
- 1D
- -3.13%
- 1M
- -10.05%
- YTD
- -27.58%
- 6M
- -24.66%
- 1Y
- -25.51%
- 3Y*
- -3.65%
- 5Y*
- 2.19%
- 10Y*
- 9.80%
WPC
- 1D
- -0.28%
- 1M
- 1.59%
- YTD
- 15.91%
- 6M
- 13.63%
- 1Y
- 25.09%
- 3Y*
- 9.20%
- 5Y*
- 5.56%
- 10Y*
- 7.88%
SCM vs. WPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | -27.58% | 3.74% | 20.35% | 8.71% | 10.60% | 30.12% | -14.12% | 21.00% | 9.57% | 20.26% |
WPC W. P. Carey Inc. | 15.91% | 24.99% | -10.59% | -7.93% | 0.47% | 22.88% | -5.99% | 28.84% | 1.08% | 25.68% |
Correlation
The correlation between SCM and WPC is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2012 | 0.20 |
The correlation between SCM and WPC shifts across timeframes, from 0.10 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SCM:
$251.26M
WPC:
$16.31B
SCM:
$0.77
WPC:
$2.34
SCM:
11.24
WPC:
31.49
SCM:
1.61
WPC:
16.83
SCM:
0.00
WPC:
10.62
SCM:
0.00
WPC:
1.95
SCM:
$23.29T
WPC:
$1.53B
SCM:
$26.31M
WPC:
$942.27M
SCM:
$23.13M
WPC:
$1.21B
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Return for Risk
SCM vs. WPC — Risk / Return Rank
SCM
WPC
SCM vs. WPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellus Capital Investment Corporation (SCM) and W. P. Carey Inc. (WPC). 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 | WPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.59 | ||
| Sortino ratioReturn per unit of downside risk | -3.52 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.27 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 2.60 | -3.26 |
| Martin ratioReturn relative to average drawdown | -1.28 | 7.92 | -9.20 |
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 | WPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.02 | 1.57 | -2.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.27 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.31 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.46 | -0.25 |
Drawdowns
SCM vs. WPC - Drawdown Comparison
The maximum SCM drawdown since its inception was -66.06%, which is greater than WPC's maximum drawdown of -52.45%. Use the drawdown chart below to compare losses from any high point for SCM and WPC.
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Drawdown Indicators
| SCM | WPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.06% | -52.45% | -13.61% |
Max Drawdown (1Y)Largest decline over 1 year | -38.26% | -9.71% | -28.55% |
Max Drawdown (3Y)Largest decline over 3 years | -38.26% | -27.07% | -11.19% |
Max Drawdown (5Y)Largest decline over 5 years | -38.26% | -36.81% | -1.45% |
Max Drawdown (10Y)Largest decline over 10 years | -66.06% | -52.45% | -13.61% |
Current DrawdownCurrent decline from peak | -36.16% | -1.91% | -34.25% |
Average DrawdownAverage peak-to-trough decline | -9.66% | -10.27% | +0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.97% | 3.17% | +16.80% |
Volatility
SCM vs. WPC - Volatility Comparison
Stellus Capital Investment Corporation (SCM) has a higher volatility of 6.29% compared to W. P. Carey Inc. (WPC) at 4.03%. This indicates that SCM's price experiences larger fluctuations and is considered to be riskier than WPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCM | WPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 4.03% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 21.37% | 12.06% | +9.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.09% | 16.08% | +9.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.12% | 20.63% | +1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.76% | 25.79% | +10.97% |
Dividends
SCM vs. WPC - Dividend Comparison
SCM's dividend yield for the trailing twelve months is around 17.28%, more than WPC's 4.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCM Stellus Capital Investment Corporation | 17.28% | 12.62% | 11.62% | 12.45% | 8.14% | 8.29% | 10.57% | 9.55% | 10.50% | 10.35% | 11.27% | 14.10% |
WPC W. P. Carey Inc. | 4.97% | 5.62% | 6.41% | 7.93% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 7.26% | 6.65% | 6.48% |
Financials
SCM vs. WPC - Financials Comparison
This section allows you to compare key financial metrics between Stellus Capital Investment Corporation and W. P. Carey Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SCM and WPC have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCM has higher volatility (6.29%) compared to WPC (4.03%). In terms of maximum drawdown, SCM dropped -66.06% vs WPC's -52.45%.
WPC currently has the higher Sharpe Ratio (1.57 vs -1.02), 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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