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SPY vs. FSCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPY vs. FSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR S&P 500 ETF (SPY) and FS Credit Opportunities Corp. (FSCO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPY achieves a 10.09% return, which is significantly higher than FSCO's -17.20% return.


SPY

1D
1.04%
1M
0.41%
YTD
10.09%
6M
10.30%
1Y
27.05%
3Y*
20.82%
5Y*
14.00%
10Y*
15.48%

FSCO

1D
-0.60%
1M
-2.57%
YTD
-17.20%
6M
-13.96%
1Y
-22.70%
3Y*
14.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPY vs. FSCO - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPY
State Street SPDR S&P 500 ETF
10.09%17.72%24.89%26.18%-3.59%
FSCO
FS Credit Opportunities Corp.
-17.20%3.68%34.88%36.98%-3.98%

Correlation

The correlation between SPY and FSCO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2022

0.28

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Return for Risk

SPY vs. FSCO — Risk / Return Rank

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

SPY
SPY Risk / Return Rank: 7070
Overall Rank
SPY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6868
Sortino Ratio Rank
SPY Omega Ratio Rank: 7070
Omega Ratio Rank
SPY Calmar Ratio Rank: 6464
Calmar Ratio Rank
SPY Martin Ratio Rank: 7676
Martin Ratio Rank

FSCO
FSCO Risk / Return Rank: 1212
Overall Rank
FSCO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FSCO Sortino Ratio Rank: 1111
Sortino Ratio Rank
FSCO Omega Ratio Rank: 1111
Omega Ratio Rank
FSCO Calmar Ratio Rank: 1919
Calmar Ratio Rank
FSCO Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPY vs. FSCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 ETF (SPY) and FS Credit Opportunities Corp. (FSCO). 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.


SPYFSCODifference
Sharpe ratioReturn per unit of total volatility

+2.99

Sortino ratioReturn per unit of downside risk

+3.95

Omega ratioGain probability vs. loss probability

1.39

0.86

+0.53

Calmar ratioReturn relative to maximum drawdown

3.02

-0.64

+3.66

Martin ratioReturn relative to average drawdown

13.61

-1.26

+14.87

SPY vs. FSCO - Sharpe Ratio Comparison

The current SPY Sharpe Ratio is 2.17, which is higher than the FSCO Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of SPY and FSCO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPY vs. FSCO - Drawdown Comparison

The maximum SPY drawdown since its inception was -55.19%, which is greater than FSCO's maximum drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for SPY and FSCO.


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Drawdown Indicators


SPYFSCODifference

Max Drawdown

Largest peak-to-trough decline

-55.19%

-35.53%

-19.66%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-35.53%

+26.65%

Max Drawdown (3Y)

Largest decline over 3 years

-18.76%

-35.53%

+16.77%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

Current Drawdown

Current decline from peak

-1.44%

-27.71%

+26.27%

Average Drawdown

Average peak-to-trough decline

-9.04%

-8.11%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

17.93%

-15.96%

Volatility

SPY vs. FSCO - Volatility Comparison

The current volatility for State Street SPDR S&P 500 ETF (SPY) is 4.73%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 6.04%. This indicates that SPY experiences smaller price fluctuations and is considered to be less risky than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYFSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

6.04%

-1.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

22.58%

-12.77%

Volatility (1Y)

Calculated over the trailing 1-year period

12.41%

27.39%

-14.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

28.18%

-11.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

28.18%

-10.20%

Dividends

SPY vs. FSCO - Dividend Comparison

SPY's dividend yield for the trailing twelve months is around 1.24%, less than FSCO's 15.92% yield.


PositionTTM20252024202320222021202020192018201720162015
FSCO
FS Credit Opportunities Corp.
15.92%12.65%10.47%11.26%1.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
State Street SPDR S&P 500 ETF
1.01%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Frequently Asked Questions


SPY and FSCO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSCO has higher volatility (6.04%) compared to SPY (4.73%). In terms of maximum drawdown, SPY dropped -55.19% vs FSCO's -35.53%.

SPY currently has the higher Sharpe Ratio (2.17 vs -0.83), 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.

Portfolio Optimizer

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