SNEX vs. FSK
SNEX (StoneX Group Inc.) and FSK (FS KKR Capital Corp.) are both stocks. Both are in the Financial Services sector — SNEX in Capital Markets, FSK in Asset Management. Over the past 10 years, SNEX returned 29.72%/yr vs 2.45%/yr for FSK. At a 0.27 correlation, their price movements are largely independent.
Performance
SNEX vs. FSK - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SNEX achieves a 71.98% return, which is significantly higher than FSK's -23.50% return. Over the past 10 years, SNEX has outperformed FSK with an annualized return of 29.72%, while FSK has yielded a comparatively lower 2.45% annualized return.
SNEX
- 1D
- 1.39%
- 1M
- 3.01%
- YTD
- 71.98%
- 6M
- 75.17%
- 1Y
- 92.57%
- 3Y*
- 63.59%
- 5Y*
- 40.37%
- 10Y*
- 29.72%
FSK
- 1D
- -0.92%
- 1M
- -7.06%
- YTD
- -23.50%
- 6M
- -26.57%
- 1Y
- -39.65%
- 3Y*
- -4.54%
- 5Y*
- -0.87%
- 10Y*
- 2.45%
SNEX vs. FSK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SNEX StoneX Group Inc. | 71.98% | 45.65% | 32.70% | 16.21% | 55.59% | 5.79% | 18.57% | 33.49% | -13.99% | 7.40% |
FSK FS KKR Capital Corp. | -23.50% | -20.38% | 25.71% | 33.04% | -4.71% | 41.59% | -10.27% | 33.89% | -20.23% | -21.23% |
Correlation
The correlation between SNEX and FSK is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2014 | 0.27 |
The correlation between SNEX and FSK shifts across timeframes, from 0.16 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SNEX:
$8.88B
FSK:
$3.02B
SNEX:
$7.78
FSK:
-$0.39
SNEX:
0.04
FSK:
3.79
SNEX:
3.29
FSK:
0.57
SNEX:
$152.34B
FSK:
$798.00M
SNEX:
$47.64B
FSK:
$172.00M
SNEX:
$2.46B
FSK:
$110.43M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SNEX vs. FSK — Risk / Return Rank
SNEX
FSK
SNEX vs. FSK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for StoneX Group Inc. (SNEX) and FS KKR Capital Corp. (FSK). 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.
| SNEX | FSK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.53 | ||
| Sortino ratioReturn per unit of downside risk | +4.47 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.75 | +0.63 |
| Calmar ratioReturn relative to maximum drawdown | 4.45 | -0.78 | +5.23 |
| Martin ratioReturn relative to average drawdown | 11.43 | -1.24 | +12.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SNEX | FSK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | -1.30 | +3.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.16 | -0.04 | +1.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.09 | +0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.10 | +0.11 |
Drawdowns
SNEX vs. FSK - Drawdown Comparison
The maximum SNEX drawdown since its inception was -97.89%, which is greater than FSK's maximum drawdown of -67.20%. Use the drawdown chart below to compare losses from any high point for SNEX and FSK.
Loading charts...
Drawdown Indicators
| SNEX | FSK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.89% | -67.20% | -30.69% |
Max Drawdown (1Y)Largest decline over 1 year | -20.91% | -51.01% | +30.10% |
Max Drawdown (3Y)Largest decline over 3 years | -20.91% | -51.03% | +30.12% |
Max Drawdown (5Y)Largest decline over 5 years | -24.07% | -51.03% | +26.96% |
Max Drawdown (10Y)Largest decline over 10 years | -48.65% | -67.20% | +18.55% |
Current DrawdownCurrent decline from peak | -10.54% | -45.02% | +34.48% |
Average DrawdownAverage peak-to-trough decline | -42.93% | -13.46% | -29.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.13% | 32.03% | -23.90% |
Volatility
SNEX vs. FSK - Volatility Comparison
StoneX Group Inc. (SNEX) has a higher volatility of 17.29% compared to FS KKR Capital Corp. (FSK) at 6.84%. This indicates that SNEX's price experiences larger fluctuations and is considered to be riskier than FSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SNEX | FSK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.29% | 6.84% | +10.45% |
Volatility (6M)Calculated over the trailing 6-month period | 30.77% | 26.48% | +4.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.87% | 30.52% | +11.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.99% | 24.05% | +10.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.43% | 27.90% | +8.53% |
Dividends
SNEX vs. FSK - Dividend Comparison
SNEX has not paid dividends to shareholders, while FSK's dividend yield for the trailing twelve months is around 23.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | 23.89% | 18.91% | 13.35% | 14.77% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.68% | 8.65% | 9.91% |
SNEX StoneX Group Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SNEX vs. FSK - Financials Comparison
This section allows you to compare key financial metrics between StoneX Group Inc. and FS KKR Capital Corp.. 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
SNEX vs. FSK - Profitability Comparison
SNEX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, StoneX Group Inc. reported a gross profit of 45.35B and revenue of 45.76B. Therefore, the gross margin over that period was 99.1%.
FSK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported a gross profit of 0.00 and revenue of 304.00M. Therefore, the gross margin over that period was 0.0%.
SNEX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, StoneX Group Inc. reported an operating income of 45.32B and revenue of 45.76B, resulting in an operating margin of 99.0%.
FSK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported an operating income of -1.57M and revenue of 304.00M, resulting in an operating margin of -0.5%.
SNEX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, StoneX Group Inc. reported a net income of 174.30M and revenue of 45.76B, resulting in a net margin of 0.4%.
FSK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported a net income of 0.00 and revenue of 304.00M, resulting in a net margin of 0.0%.
Frequently Asked Questions
SNEX and FSK have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNEX has higher volatility (17.29%) compared to FSK (6.84%). In terms of maximum drawdown, SNEX dropped -97.89% vs FSK's -67.20%.
SNEX currently has the higher Sharpe Ratio (2.22 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.
Find the right allocation for SNEX and FSK
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer