SSSS vs. OWL
SSSS (SuRo Capital Corp.) and OWL (Blue Owl Capital Inc.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 5 years, SSSS returned 8.05%/yr vs -3.88%/yr for OWL. At a 0.29 correlation, their price movements are largely independent.
Performance
SSSS vs. OWL - 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 OWL's -40.47% 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%
OWL
- 1D
- -0.58%
- 1M
- -17.12%
- YTD
- -40.47%
- 6M
- -41.68%
- 1Y
- -53.07%
- 3Y*
- -5.39%
- 5Y*
- -3.88%
- 10Y*
- —
SSSS vs. OWL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SSSS SuRo Capital Corp. | 39.08% | 69.91% | 49.24% | 3.68% | -70.31% | 72.62% | 5.29% |
OWL Blue Owl Capital Inc. | -40.47% | -32.83% | 61.76% | 47.40% | -26.29% | 32.18% | 5.86% |
Correlation
The correlation between SSSS and OWL is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2020 | 0.29 |
Fundamentals
SSSS:
$385.14M
OWL:
$5.80B
SSSS:
$1.69
OWL:
$0.13
SSSS:
7.54
OWL:
65.98
SSSS:
0.03
OWL:
0.24
SSSS:
0.00
OWL:
1.95
SSSS:
0.00
OWL:
2.76
SSSS:
$732.03B
OWL:
$2.94B
SSSS:
$59.82M
OWL:
$1.99B
SSSS:
$57.61B
OWL:
$876.72M
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Return for Risk
SSSS vs. OWL — Risk / Return Rank
SSSS
OWL
SSSS vs. OWL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SuRo Capital Corp. (SSSS) and Blue Owl Capital Inc. (OWL). 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 | OWL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.85 | ||
| Sortino ratioReturn per unit of downside risk | +4.53 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.78 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | -0.91 | +4.72 |
| Martin ratioReturn relative to average drawdown | 13.26 | -1.52 | +14.77 |
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Drawdowns
SSSS vs. OWL - Drawdown Comparison
The maximum SSSS drawdown since its inception was -77.81%, which is greater than OWL's maximum drawdown of -67.10%. Use the drawdown chart below to compare losses from any high point for SSSS and OWL.
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Drawdown Indicators
| SSSS | OWL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.81% | -67.10% | -10.71% |
Max Drawdown (1Y)Largest decline over 1 year | -18.63% | -58.59% | +39.96% |
Max Drawdown (3Y)Largest decline over 3 years | -33.03% | -67.10% | +34.07% |
Max Drawdown (5Y)Largest decline over 5 years | -77.81% | -67.10% | -10.71% |
Max Drawdown (10Y)Largest decline over 10 years | -77.81% | — | — |
Current DrawdownCurrent decline from peak | -11.94% | -65.14% | +53.20% |
Average DrawdownAverage peak-to-trough decline | -47.02% | -24.41% | -22.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.35% | 35.05% | -29.70% |
Volatility
SSSS vs. OWL - Volatility Comparison
SuRo Capital Corp. (SSSS) has a higher volatility of 14.85% compared to Blue Owl Capital Inc. (OWL) at 13.41%. This indicates that SSSS's price experiences larger fluctuations and is considered to be riskier than OWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSSS | OWL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.85% | 13.41% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 33.84% | 34.97% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.18% | 44.46% | -1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.23% | 42.07% | +5.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.65% | 42.76% | +3.89% |
Dividends
SSSS vs. OWL - Dividend Comparison
SSSS's dividend yield for the trailing twelve months is around 6.85%, less than OWL's 10.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
OWL Blue Owl Capital Inc. | 10.62% | 5.72% | 2.92% | 3.69% | 4.06% | 0.87% | 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% |
Financials
SSSS vs. OWL - Financials Comparison
This section allows you to compare key financial metrics between SuRo Capital Corp. and Blue Owl Capital Inc.. 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
SSSS vs. OWL - Profitability Comparison
SSSS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SuRo Capital Corp. reported a gross profit of 0.00 and revenue of 731.96B. Therefore, the gross margin over that period was 0.0%.
OWL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Blue Owl Capital Inc. reported a gross profit of 753.81M and revenue of 753.81M. Therefore, the gross margin over that period was 100.0%.
SSSS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SuRo Capital Corp. reported an operating income of 57.56B and revenue of 731.96B, resulting in an operating margin of 7.9%.
OWL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Blue Owl Capital Inc. reported an operating income of 109.49M and revenue of 753.81M, resulting in an operating margin of 14.5%.
SSSS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SuRo Capital Corp. reported a net income of 0.00 and revenue of 731.96B, resulting in a net margin of 0.0%.
OWL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Blue Owl Capital Inc. reported a net income of 15.54M and revenue of 753.81M, resulting in a net margin of 2.1%.
Frequently Asked Questions
SSSS and OWL have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSSS has higher volatility (14.85%) compared to OWL (13.41%). In terms of maximum drawdown, SSSS dropped -77.81% vs OWL's -67.10%.
SSSS currently has the higher Sharpe Ratio (1.65 vs -1.20), 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.
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