FSK (FS KKR Capital) 1-Year Sharpe Ratio: -2.00 (As of Jul. 08, 2026)


FSK FS KKR Capital Corp FSK
40 GF Score
Price $10.45
GF Value $22.85
Valuation Significantly Undervalued
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What is FS KKR Capital 1-Year Sharpe Ratio?

FS KKR Capital FSK +1.16% 40 1-Year Sharpe Ratio is -2.00 as of Jul. 08, 2026. GuruFocus rates FSK with a GF Score™ of 40/100 and a GF Value™ of $22.85 (Significantly Undervalued).

The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2026-07-08), FS KKR Capital's 1-Year Sharpe Ratio is -2.00.

FS KKR Capital  (NYSE:FSK) 1-Year Sharpe Ratio Explanation

The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.

FS KKR Capital 1-Year Sharpe Ratio Related Terms

FSK vs HTGC, JPC, EXG: 1-Year Sharpe Ratio Comparison

For the Asset Management subindustry, FS KKR Capital's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

FS KKR Capital 1-Year Sharpe Ratio vs Asset Management Industry

For the Asset Management industry and Financial Services sector, FS KKR Capital's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where FS KKR Capital's 1-Year Sharpe Ratio falls into.


FSK
40GF Score
FS KKR Capital Corp FSK
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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FS KKR Capital 1-Year Sharpe Ratio Calculation

The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.

Frequently Asked Questions Learn more about 1-Year Sharpe Ratio →
What does a 1-Year Sharpe Ratio of -2.00 mean?
FS KKR Capital (FSK) has a 1-Year Sharpe Ratio of -2.00 as of Jul. 08, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for FS KKR Capital and its competitors.
Is FS KKR Capital's 1-Year Sharpe Ratio too high?
FS KKR Capital's current 1-Year Sharpe Ratio is -2.00. Overall, FS KKR Capital has a GF Score™ of 40/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does FS KKR Capital's 1-Year Sharpe Ratio compare to HTGC and JPC?
FS KKR Capital's 1-Year Sharpe Ratio of -2.00 can be compared against companies in the Asset Management industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 1-Year Sharpe Ratio for an Asset Management company?
A good 1-Year Sharpe Ratio depends on the Asset Management industry context. However, 1-Year Sharpe Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 1-Year Sharpe Ratio mean?
A high 1-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for FS KKR Capital and its competitors. FS KKR Capital's current 1-Year Sharpe Ratio is -2.00. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is FS KKR Capital stock overvalued right now?
Based on GuruFocus' analysis, FS KKR Capital (FSK) is currently considered Significantly Undervalued. The stock's GF Value™ is $22.85, compared to a current price of $10.45 — trading 54.3% below its estimated fair value. The current 1-Year Sharpe Ratio is -2.00. FS KKR Capital's overall GF Score™ is 40/100. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 1-Year Sharpe Ratio calculated?
1-Year Sharpe Ratio is calculated from a company's financial statements. For FS KKR Capital (FSK), the current 1-Year Sharpe Ratio is -2.00 as of Jul. 08, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.

Is FS KKR Capital (FSK) Overvalued in 2026?

Based on GuruFocus' analysis, FS KKR Capital stock appears to be undervalued. The current stock price of $10.45 is trading 54.3% below its estimated GF Value™ of $22.85. GuruFocus considers FS KKR Capital to be Significantly Undervalued.

Key valuation signals for FSK:

  • 1-Year Sharpe Ratio: -2.00
  • GF Value™: $22.85 vs. price of $10.45 (54.3% below fair value)
  • GF Score™: 40/100

No single metric tells the full story. See the FSK stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

FS KKR Capital Business Description

Other Exchanges FS5A:Germany
Address 3025 JFK Boulevard, OFC 500, Philadelphia, PA, USA, 19104
FS KKR Capital Corp is an externally managed, non-diversified, closed-end management investment company that has elected to be regulated as a business development company. The company's investment objectives are to generate current income and, to a lesser extent, long-term capital appreciation. The company's portfolio is comprised of investments in senior secured loans and second lien secured loans of private middle market U.S. companies and, to a lesser extent, subordinated loans and certain asset-based financing loans of private U.S. companies.
40GF Score

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1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

$10.45
Price
$22.85
GF Value