SSSS vs. IQSA.L
SSSS (SuRo Capital Corp.) is a stock, while IQSA.L (Invesco Global Active ESG Equity UCITS ETF USD Acc) is Global Equities fund actively managed by Invesco. Over the past 5 years, SSSS returned 8.05%/yr vs 14.53%/yr for IQSA.L. At a 0.24 correlation, their price movements are largely independent.
Performance
SSSS vs. IQSA.L - Performance Comparison
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Returns By Period
In the year-to-date period, SSSS achieves a 39.08% return, which is significantly higher than IQSA.L's 14.47% 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%
IQSA.L
- 1D
- 0.33%
- 1M
- 0.94%
- YTD
- 14.47%
- 6M
- 14.29%
- 1Y
- 28.97%
- 3Y*
- 23.37%
- 5Y*
- 14.53%
- 10Y*
- —
SSSS vs. IQSA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SSSS SuRo Capital Corp. | 39.08% | 69.91% | 49.24% | 3.68% | -70.31% | 72.62% | 116.63% | 3.43% |
IQSA.L Invesco Global Active ESG Equity UCITS ETF USD Acc | 14.47% | 22.67% | 22.82% | 24.38% | -14.00% | 24.95% | 10.20% | 8.32% |
Correlation
The correlation between SSSS and IQSA.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2019 | 0.24 |
The correlation between SSSS and IQSA.L shifts across timeframes, from 0.22 (3 years) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SSSS vs. IQSA.L — Risk / Return Rank
SSSS
IQSA.L
SSSS vs. IQSA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SuRo Capital Corp. (SSSS) and Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.L). 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 | IQSA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.39 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 3.33 | +0.48 |
| Martin ratioReturn relative to average drawdown | 13.26 | 14.21 | -0.95 |
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Drawdowns
SSSS vs. IQSA.L - Drawdown Comparison
The maximum SSSS drawdown since its inception was -77.81%, which is greater than IQSA.L's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for SSSS and IQSA.L.
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Drawdown Indicators
| SSSS | IQSA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.81% | -34.64% | -43.17% |
Max Drawdown (1Y)Largest decline over 1 year | -18.63% | -8.65% | -9.98% |
Max Drawdown (3Y)Largest decline over 3 years | -33.03% | -16.99% | -16.04% |
Max Drawdown (5Y)Largest decline over 5 years | -77.81% | -25.67% | -52.14% |
Max Drawdown (10Y)Largest decline over 10 years | -77.81% | — | — |
Current DrawdownCurrent decline from peak | -11.94% | -1.18% | -10.76% |
Average DrawdownAverage peak-to-trough decline | -47.02% | -4.88% | -42.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.35% | 2.03% | +3.32% |
Volatility
SSSS vs. IQSA.L - Volatility Comparison
SuRo Capital Corp. (SSSS) has a higher volatility of 14.85% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.L) at 4.06%. This indicates that SSSS's price experiences larger fluctuations and is considered to be riskier than IQSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSSS | IQSA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.85% | 4.06% | +10.79% |
Volatility (6M)Calculated over the trailing 6-month period | 33.84% | 10.68% | +23.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.18% | 13.30% | +29.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.23% | 16.56% | +30.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.65% | 18.03% | +28.62% |
Dividends
SSSS vs. IQSA.L - Dividend Comparison
SSSS's dividend yield for the trailing twelve months is around 6.85%, while IQSA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IQSA.L Invesco Global Active ESG Equity UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
SSSS and IQSA.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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