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CCD vs. CSWC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CCD vs. CSWC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Dynamic Convertible and Income Fund (CCD) and Capital Southwest Corporation (CSWC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.79%
-4.75%
CCD
CSWC

Returns By Period

In the year-to-date period, CCD achieves a 34.95% return, which is significantly higher than CSWC's 4.52% return.


CCD

YTD

34.95%

1M

-2.00%

6M

14.80%

1Y

43.29%

5Y (annualized)

14.01%

10Y (annualized)

N/A

CSWC

YTD

4.52%

1M

-11.11%

6M

-4.75%

1Y

13.51%

5Y (annualized)

14.74%

10Y (annualized)

14.52%

Fundamentals


CCDCSWC

Key characteristics


CCDCSWC
Sharpe Ratio2.760.72
Sortino Ratio3.750.99
Omega Ratio1.471.14
Calmar Ratio1.450.92
Martin Ratio16.402.47
Ulcer Index2.72%5.71%
Daily Std Dev16.12%19.60%
Max Drawdown-55.42%-69.40%
Current Drawdown-3.96%-12.95%

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Correlation

-0.50.00.51.00.3

The correlation between CCD and CSWC is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

CCD vs. CSWC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Dynamic Convertible and Income Fund (CCD) 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.


Sharpe ratio
The chart of Sharpe ratio for CCD, currently valued at 2.76, compared to the broader market-4.00-2.000.002.004.002.760.72
The chart of Sortino ratio for CCD, currently valued at 3.75, compared to the broader market-4.00-2.000.002.004.003.750.99
The chart of Omega ratio for CCD, currently valued at 1.47, compared to the broader market0.501.001.502.001.471.14
The chart of Calmar ratio for CCD, currently valued at 1.45, compared to the broader market0.002.004.006.001.450.92
The chart of Martin ratio for CCD, currently valued at 16.40, compared to the broader market0.0010.0020.0030.0016.402.47
CCD
CSWC

The current CCD Sharpe Ratio is 2.76, which is higher than the CSWC Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of CCD and CSWC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.76
0.72
CCD
CSWC

Dividends

CCD vs. CSWC - Dividend Comparison

CCD's dividend yield for the trailing twelve months is around 9.54%, less than CSWC's 11.01% yield.


TTM202320222021202020192018201720162015
CCD
Calamos Dynamic Convertible and Income Fund
9.54%11.83%11.42%7.43%7.11%9.47%12.21%9.99%11.43%7.40%
CSWC
Capital Southwest Corporation
11.01%10.21%12.75%10.13%11.49%13.07%5.88%7.01%2.31%0.00%

Drawdowns

CCD vs. CSWC - Drawdown Comparison

The maximum CCD drawdown since its inception was -55.42%, smaller than the maximum CSWC drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for CCD and CSWC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.96%
-12.95%
CCD
CSWC

Volatility

CCD vs. CSWC - Volatility Comparison

The current volatility for Calamos Dynamic Convertible and Income Fund (CCD) is 4.54%, while Capital Southwest Corporation (CSWC) has a volatility of 9.45%. This indicates that CCD experiences smaller price fluctuations and is considered to be less risky than CSWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.54%
9.45%
CCD
CSWC

Financials

CCD vs. CSWC - Financials Comparison

This section allows you to compare key financial metrics between Calamos Dynamic Convertible and Income Fund 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items