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

Correlation

The correlation between CCD and CSWC is 0.35, 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.


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.

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Key characteristics

Sharpe Ratio

CCD:

0.02

CSWC:

-0.34

Sortino Ratio

CCD:

0.08

CSWC:

-0.29

Omega Ratio

CCD:

1.01

CSWC:

0.96

Calmar Ratio

CCD:

-0.04

CSWC:

-0.29

Martin Ratio

CCD:

-0.12

CSWC:

-0.70

Ulcer Index

CCD:

7.36%

CSWC:

11.71%

Daily Std Dev

CCD:

19.93%

CSWC:

24.72%

Max Drawdown

CCD:

-55.42%

CSWC:

-69.34%

Current Drawdown

CCD:

-17.04%

CSWC:

-16.38%

Fundamentals

Returns By Period

In the year-to-date period, CCD achieves a -14.21% return, which is significantly lower than CSWC's -1.70% return. Over the past 10 years, CCD has underperformed CSWC with an annualized return of 8.30%, while CSWC has yielded a comparatively higher 10.66% annualized return.


CCD

YTD

-14.21%

1M

-5.55%

6M

-10.86%

1Y

0.41%

3Y*

5.92%

5Y*

9.88%

10Y*

8.30%

CSWC

YTD

-1.70%

1M

2.16%

6M

-6.34%

1Y

-8.46%

3Y*

9.49%

5Y*

21.25%

10Y*

10.66%

*Annualized

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Capital Southwest Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CCD vs. CSWC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CCD
The Risk-Adjusted Performance Rank of CCD is 4444
Overall Rank
The Sharpe Ratio Rank of CCD is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of CCD is 3838
Sortino Ratio Rank
The Omega Ratio Rank of CCD is 3737
Omega Ratio Rank
The Calmar Ratio Rank of CCD is 4848
Calmar Ratio Rank
The Martin Ratio Rank of CCD is 4747
Martin Ratio Rank

CSWC
The Risk-Adjusted Performance Rank of CSWC is 3030
Overall Rank
The Sharpe Ratio Rank of CSWC is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of CSWC is 2727
Sortino Ratio Rank
The Omega Ratio Rank of CSWC is 2626
Omega Ratio Rank
The Calmar Ratio Rank of CSWC is 3232
Calmar Ratio Rank
The Martin Ratio Rank of CSWC is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current CCD Sharpe Ratio is 0.02, which is higher than the CSWC Sharpe Ratio of -0.34. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CCD vs. CSWC - Dividend Comparison

CCD's dividend yield for the trailing twelve months is around 11.62%, less than CSWC's 12.20% yield.


TTM20242023202220212020201920182017201620152014
CCD
Calamos Dynamic Convertible and Income Fund
11.62%9.63%11.83%11.42%7.43%7.11%9.47%12.21%9.99%11.43%7.40%0.00%
CSWC
Capital Southwest Corporation
12.20%11.59%10.21%12.75%10.13%11.49%13.07%5.88%7.01%2.35%0.01%0.03%

Drawdowns

CCD vs. CSWC - Drawdown Comparison

The maximum CCD drawdown since its inception was -55.42%, smaller than the maximum CSWC drawdown of -69.34%. Use the drawdown chart below to compare losses from any high point for CCD and CSWC.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CCD vs. CSWC - Volatility Comparison

The current volatility for Calamos Dynamic Convertible and Income Fund (CCD) is 4.93%, while Capital Southwest Corporation (CSWC) has a volatility of 7.26%. 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.


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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


0.0020.00M40.00M60.00M80.00MJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
88.44M
(CCD) Total Revenue
(CSWC) Total Revenue
Values in USD except per share items