PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SSSS vs. EXV1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SSSS vs. EXV1.DE

Last updated Jun 30, 2026
See Documentation

SSSS (SuRo Capital Corp.) is a stock, while EXV1.DE (iShares STOXX Europe 600 Banks UCITS ETF (DE)) is Financials Equities fund tracking the STOXX® Europe 600 Banks. Over the past 10 years, SSSS returned 18.46%/yr vs 17.00%/yr for EXV1.DE. At a 0.17 correlation, their price movements are largely independent.

Performance

SSSS vs. EXV1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SuRo Capital Corp. (SSSS) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SSSS is traded in USD, while EXV1.DE is traded in EUR. To make them comparable, the EXV1.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SSSS achieves a 39.08% return, which is significantly higher than EXV1.DE's 11.15% return. Over the past 10 years, SSSS has outperformed EXV1.DE with an annualized return of 18.46%, while EXV1.DE has yielded a comparatively lower 17.00% annualized return.

SSSS

1D
7.76%
1M
-5.41%
YTD
39.08%
6M
39.53%
1Y
70.71%
3Y*
63.23%
5Y*
8.05%
10Y*
18.46%

EXV1.DE

1D
0.13%
1M
3.27%
YTD
11.15%
6M
12.06%
1Y
45.77%
3Y*
45.71%
5Y*
29.85%
10Y*
17.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSSS vs. EXV1.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SSSS
SuRo Capital Corp.		39.08%69.91%49.24%3.68%-70.31%72.62%116.63%31.56%-4.22%8.35%
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)		11.15%99.82%25.39%30.30%-3.93%27.32%-17.18%12.73%-29.33%27.43%

Correlation

The correlation between SSSS and EXV1.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.27

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

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2011

0.17

The correlation between SSSS and EXV1.DE shifts across timeframes, from 0.16 (10 years) to 0.27 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SuRo Capital Corp.

iShares STOXX Europe 600 Banks UCITS ETF (DE)

Often compared with SSSS:
SSSS vs. VOOSSSS vs. SPYSSSS vs. EPGIXSSSS vs. APOSSSS vs. HRZNSSSS vs. VTISSSS vs. RWAY
Often compared with EXV1.DE:
EXV1.DE vs. BNKE.LEXV1.DE vs. LYBK.DEEXV1.DE vs. BNKS.LEXV1.DE vs. XSX6.DEEXV1.DE vs. IU5C.DEEXV1.DE vs. LYMS.DEEXV1.DE vs. IUS2.DE

Return for Risk

SSSS vs. EXV1.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SSSS
SSSS Risk / Return Rank: 8787
Overall Rank
SSSS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SSSS Sortino Ratio Rank: 8686
Sortino Ratio Rank
SSSS Omega Ratio Rank: 8181
Omega Ratio Rank
SSSS Calmar Ratio Rank: 8989
Calmar Ratio Rank
SSSS Martin Ratio Rank: 9393
Martin Ratio Rank
EXV1.DE
EXV1.DE Risk / Return Rank: 7575
Overall Rank
EXV1.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EXV1.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EXV1.DE Omega Ratio Rank: 7474
Omega Ratio Rank
EXV1.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
EXV1.DE Martin Ratio Rank: 6868
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.

SSSS vs. EXV1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SuRo Capital Corp. (SSSS) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE). 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.

SSSSEXV1.DEDifference
Sharpe ratioReturn per unit of total volatility
1.65
1.93

-0.28

Sortino ratioReturn per unit of downside risk
2.53
2.65

-0.12

Omega ratioGain probability vs. loss probability

1.29

1.33

-0.04

Calmar ratioReturn relative to maximum drawdown

3.81

2.56

+1.25

Martin ratioReturn relative to average drawdown

13.26

8.46

+4.79

SSSS vs. EXV1.DE - Sharpe Ratio Comparison

The current SSSS Sharpe Ratio is 1.65, which is comparable to the EXV1.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of SSSS and EXV1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

SSSS vs. EXV1.DE - Drawdown Comparison

The maximum SSSS drawdown since its inception was -77.81%, smaller than the maximum EXV1.DE drawdown of -83.96%. Use the drawdown chart below to compare losses from any high point for SSSS and EXV1.DE.

Loading charts...

Drawdown Indicators

SSSSEXV1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-77.81%

-83.96%

+6.15%

Max Drawdown (1Y)

Largest decline over 1 year

-18.63%

-17.78%

-0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-33.03%

-19.60%

-13.43%

Max Drawdown (5Y)

Largest decline over 5 years

-77.81%

-37.51%

-40.30%

Max Drawdown (10Y)

Largest decline over 10 years

-77.81%

-61.46%

-16.35%

Current Drawdown

Current decline from peak

-11.94%

-2.54%

-9.40%

Average Drawdown

Average peak-to-trough decline

-47.02%

-58.33%

+11.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

5.39%

-0.04%

Volatility

SSSS vs. EXV1.DE - Volatility Comparison

SuRo Capital Corp. (SSSS) has a higher volatility of 14.85% compared to iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) at 6.51%. This indicates that SSSS's price experiences larger fluctuations and is considered to be riskier than EXV1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

SSSSEXV1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.85%

6.51%

+8.34%

Volatility (6M)

Calculated over the trailing 6-month period

33.84%

20.07%

+13.77%

Volatility (1Y)

Calculated over the trailing 1-year period

43.18%

23.66%

+19.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.23%

25.58%

+21.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.65%

26.07%

+20.58%

Dividends

SSSS vs. EXV1.DE - Dividend Comparison

SSSS's dividend yield for the trailing twelve months is around 6.85%, more than EXV1.DE's 3.37% yield.

PositionTTM20252024202320222021202020192018201720162015
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)		3.37%3.63%5.51%4.53%6.37%1.06%1.52%4.31%4.03%6.01%3.49%3.41%
SSSS
SuRo Capital Corp.		6.85%5.30%0.00%0.00%2.89%61.78%6.65%4.89%0.00%0.00%55.67%0.00%

Frequently Asked Questions

SSSS and EXV1.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for SSSS and EXV1.DE

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