SSSS vs. EPGIX
SSSS (SuRo Capital Corp.) is a stock, while EPGIX (EuroPac Gold Fund Class I) is Gold fund managed by Investment Managers Series Trust. Over the past 5 years, SSSS returned 6.89%/yr vs 14.37%/yr for EPGIX. At a 0.16 correlation, their price movements are largely independent.
Performance
SSSS vs. EPGIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SSSS achieves a 35.71% return, which is significantly higher than EPGIX's -1.55% return.
SSSS
- 1D
- -1.66%
- 1M
- -8.30%
- YTD
- 35.71%
- 6M
- 38.05%
- 1Y
- 84.72%
- 3Y*
- 61.65%
- 5Y*
- 6.89%
- 10Y*
- 18.79%
EPGIX
- 1D
- -1.40%
- 1M
- -3.77%
- YTD
- -1.55%
- 6M
- -5.30%
- 1Y
- 53.13%
- 3Y*
- 34.77%
- 5Y*
- 14.37%
- 10Y*
- —
SSSS vs. EPGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SSSS SuRo Capital Corp. | 35.71% | 69.91% | 49.24% | 3.68% | -70.31% | 72.62% | 116.63% | 31.56% | -22.78% |
EPGIX EuroPac Gold Fund Class I | -1.55% | 129.72% | 8.80% | 2.51% | -13.84% | -17.82% | 37.43% | 37.47% | 5.95% |
Correlation
The correlation between SSSS and EPGIX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2018 | 0.16 |
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
SSSS vs. EPGIX — Risk / Return Rank
SSSS
EPGIX
SSSS vs. EPGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SuRo Capital Corp. (SSSS) and EuroPac Gold Fund Class I (EPGIX). 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.
| SSSS | EPGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.25 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 6.05 | 1.80 | +4.25 |
| Martin ratioReturn relative to average drawdown | 17.22 | 4.76 | +12.46 |
Loading charts...
Drawdowns
SSSS vs. EPGIX - Drawdown Comparison
The maximum SSSS drawdown since its inception was -77.81%, which is greater than EPGIX's maximum drawdown of -50.71%. Use the drawdown chart below to compare losses from any high point for SSSS and EPGIX.
Loading charts...
Drawdown Indicators
| SSSS | EPGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.81% | -50.71% | -27.10% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -30.75% | +16.67% |
Max Drawdown (3Y)Largest decline over 3 years | -33.03% | -30.75% | -2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -77.81% | -44.85% | -32.96% |
Max Drawdown (10Y)Largest decline over 10 years | -77.81% | — | — |
Current DrawdownCurrent decline from peak | -14.08% | -24.95% | +10.87% |
Average DrawdownAverage peak-to-trough decline | -47.06% | -18.62% | -28.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 11.62% | -6.68% |
Volatility
SSSS vs. EPGIX - Volatility Comparison
The current volatility for SuRo Capital Corp. (SSSS) is 12.02%, while EuroPac Gold Fund Class I (EPGIX) has a volatility of 14.20%. This indicates that SSSS experiences smaller price fluctuations and is considered to be less risky than EPGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SSSS | EPGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.02% | 14.20% | -2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 33.11% | 33.85% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.05% | 40.33% | +3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.08% | 32.81% | +14.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.65% | 33.99% | +12.66% |
Dividends
SSSS vs. EPGIX - Dividend Comparison
SSSS's dividend yield for the trailing twelve months is around 7.02%, which matches EPGIX's 7.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EPGIX EuroPac Gold Fund Class I | 7.07% | 6.96% | 10.56% | 0.00% | 0.00% | 2.76% | 8.83% | 0.00% | 0.00% | 0.00% | 0.00% |
SSSS SuRo Capital Corp. | 7.02% | 5.30% | 0.00% | 0.00% | 2.89% | 61.78% | 6.65% | 4.89% | 0.00% | 0.00% | 55.67% |
Frequently Asked Questions
SSSS and EPGIX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPGIX has higher volatility (14.20%) compared to SSSS (12.02%). In terms of maximum drawdown, SSSS dropped -77.81% vs EPGIX's -50.71%.
SSSS currently has the higher Sharpe Ratio (1.93 vs 1.38), 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 SSSS and EPGIX
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