ASST vs. CSWC
ASST (Asset Entities Inc. Class B Common Stock) and CSWC (Capital Southwest Corporation) are both stocks. ASST operates in Internet Content & Information (Communication Services), while CSWC operates in Asset Management (Financial Services). Over the past 3 years, ASST returned -59.43%/yr vs 18.48%/yr for CSWC. At a 0.12 correlation, their price movements are largely independent.
Performance
ASST vs. CSWC - Performance Comparison
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Returns By Period
In the year-to-date period, ASST achieves a -21.27% return, which is significantly lower than CSWC's 12.25% return.
ASST
- 1D
- 2.47%
- 1M
- -34.24%
- YTD
- -21.27%
- 6M
- -24.88%
- 1Y
- -85.14%
- 3Y*
- -59.43%
- 5Y*
- —
- 10Y*
- —
CSWC
- 1D
- 1.60%
- 1M
- 2.39%
- YTD
- 12.25%
- 6M
- 13.58%
- 1Y
- 20.53%
- 3Y*
- 18.48%
- 5Y*
- 12.18%
- 10Y*
- 17.25%
ASST vs. CSWC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ASST Asset Entities Inc. Class B Common Stock | -21.27% | 50.46% | -84.65% | -89.13% |
CSWC Capital Southwest Corporation | 12.25% | 14.28% | 2.14% | 35.49% |
Correlation
The correlation between ASST and CSWC is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2023 | 0.12 |
Over the past year, ASST and CSWC have become more correlated (0.34) than their long-term average of 0.12, meaning their price movements have been converging.
Fundamentals
ASST:
$716.14M
CSWC:
$1.47B
ASST:
-$19.16
CSWC:
$1.75
ASST:
72.97
CSWC:
6.85
ASST:
$5.73M
CSWC:
$222.04M
ASST:
-$7.43M
CSWC:
$172.70M
ASST:
-$304.63M
CSWC:
$142.78M
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Return for Risk
ASST vs. CSWC — Risk / Return Rank
ASST
CSWC
ASST vs. CSWC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Asset Entities Inc. Class B Common Stock (ASST) and Capital Southwest Corporation (CSWC). 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.
| ASST | CSWC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.20 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 1.31 | -2.20 |
| Martin ratioReturn relative to average drawdown | -1.06 | 4.18 | -5.24 |
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Drawdowns
ASST vs. CSWC - Drawdown Comparison
The maximum ASST drawdown since its inception was -98.78%, which is greater than CSWC's maximum drawdown of -68.33%. Use the drawdown chart below to compare losses from any high point for ASST and CSWC.
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Drawdown Indicators
| ASST | CSWC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.78% | -68.33% | -30.45% |
Max Drawdown (1Y)Largest decline over 1 year | -95.98% | -15.75% | -80.23% |
Max Drawdown (3Y)Largest decline over 3 years | -97.25% | -27.74% | -69.51% |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.15% | — |
Current DrawdownCurrent decline from peak | -98.02% | -1.36% | -96.66% |
Average DrawdownAverage peak-to-trough decline | -90.48% | -18.33% | -72.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 80.34% | 4.92% | +75.42% |
Volatility
ASST vs. CSWC - Volatility Comparison
Asset Entities Inc. Class B Common Stock (ASST) has a higher volatility of 25.82% compared to Capital Southwest Corporation (CSWC) at 5.07%. This indicates that ASST's price experiences larger fluctuations and is considered to be riskier than CSWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASST | CSWC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.82% | 5.07% | +20.75% |
Volatility (6M)Calculated over the trailing 6-month period | 81.19% | 14.21% | +66.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 162.89% | 18.93% | +143.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 320.82% | 22.51% | +298.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 320.82% | 27.42% | +293.40% |
Dividends
ASST vs. CSWC - Dividend Comparison
ASST has not paid dividends to shareholders, while CSWC's dividend yield for the trailing twelve months is around 10.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASST Asset Entities Inc. Class B Common Stock | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSWC Capital Southwest Corporation | 10.89% | 11.56% | 11.59% | 10.21% | 12.46% | 10.13% | 11.49% | 13.07% | 10.77% | 7.01% | 2.35% | 216.86% |
Financials
ASST vs. CSWC - Financials Comparison
This section allows you to compare key financial metrics between Asset Entities Inc. Class B Common Stock and Capital Southwest Corporation. 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
Frequently Asked Questions
ASST and CSWC have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASST has higher volatility (25.82%) compared to CSWC (5.07%). In terms of maximum drawdown, ASST dropped -98.78% vs CSWC's -68.33%.
CSWC currently has the higher Sharpe Ratio (1.09 vs -0.52), 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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