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COPY vs. CSWC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COPY vs. CSWC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tweedy, Browne Insider + Value ETF (COPY) and Capital Southwest Corporation (CSWC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COPY achieves a 19.69% return, which is significantly higher than CSWC's 13.31% return.


COPY

1D
0.59%
1M
4.61%
6M
12.45%
YTD
19.69%
1Y
28.82%
3Y*
5Y*
10Y*
ALL TIME*
32.02%

CSWC

1D
0.43%
1M
2.56%
6M
7.89%
YTD
13.31%
1Y
13.10%
3Y*
16.33%
5Y*
10.59%
10Y*
16.84%
ALL TIME*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.55M$1.98M$1.87M
$17.58M$15.63M$15.96M

COPY vs. CSWC - Yearly Performance Comparison


2026 (YTD)20252024
COPY
Tweedy, Browne Insider + Value ETF
19.69%29.52%0.05%
CSWC
Capital Southwest Corporation
13.31%14.28%2.11%

Correlation

The correlation between COPY and CSWC is 0.42, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.42

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2024

0.47

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Return for Risk

COPY vs. CSWC — Risk / Return Rank

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

COPY
COPY Risk / Return Rank: 8888
Overall Rank
COPY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
COPY Sortino Ratio Rank: 9191
Sortino Ratio Rank
COPY Omega Ratio Rank: 8888
Omega Ratio Rank
COPY Calmar Ratio Rank: 8484
Calmar Ratio Rank
COPY Martin Ratio Rank: 8787
Martin Ratio Rank

CSWC
CSWC Risk / Return Rank: 6666
Overall Rank
CSWC Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CSWC Sortino Ratio Rank: 6363
Sortino Ratio Rank
CSWC Omega Ratio Rank: 6161
Omega Ratio Rank
CSWC Calmar Ratio Rank: 6565
Calmar Ratio Rank
CSWC Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COPY vs. CSWC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne Insider + Value ETF (COPY) 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.


COPYCSWCDifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+2.13

Omega ratioGain probability vs. loss probability

1.39

1.13

+0.26

Calmar ratioReturn relative to maximum drawdown

3.19

0.84

+2.36

Martin ratioReturn relative to average drawdown

12.92

2.68

+10.24

COPY vs. CSWC - Sharpe Ratio Comparison

The current COPY Sharpe Ratio is 2.21, which is higher than the CSWC Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of COPY and CSWC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

COPY vs. CSWC - Drawdown Comparison

The maximum COPY drawdown since its inception was -14.05%, smaller than the maximum CSWC drawdown of -68.33%. Use the drawdown chart below to compare losses from any high point for COPY and CSWC.


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Drawdown Indicators


COPYCSWCDifference

Max Drawdown

Largest peak-to-trough decline

-14.05%

-68.33%

+54.28%

Max Drawdown (1Y)

Largest decline over 1 year

-9.07%

-15.75%

+6.68%

Max Drawdown (3Y)

Largest decline over 3 years

-27.74%

Max Drawdown (5Y)

Largest decline over 5 years

-33.66%

Max Drawdown (10Y)

Largest decline over 10 years

-61.15%

Current Drawdown

Current decline from peak

0.00%

-3.09%

+3.09%

Average Drawdown

Average peak-to-trough decline

-1.50%

-18.30%

+16.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

4.94%

-2.65%

Volatility

COPY vs. CSWC - Volatility Comparison

The current volatility for Tweedy, Browne Insider + Value ETF (COPY) is 2.89%, while Capital Southwest Corporation (CSWC) has a volatility of 4.70%. This indicates that COPY 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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Volatility by Period


COPYCSWCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

4.70%

-1.81%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

13.26%

-3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.12%

19.08%

-5.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

22.22%

-5.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

27.42%

-10.50%

Dividends

COPY vs. CSWC - Dividend Comparison

COPY's dividend yield for the trailing twelve months is around 0.80%, less than CSWC's 10.87% yield.


PositionTTM20252024202320222021202020192018201720162015
COPY
Tweedy, Browne Insider + Value ETF
0.80%0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSWC
Capital Southwest Corporation
10.87%11.56%11.59%10.21%12.46%10.13%11.49%13.07%10.77%7.01%2.35%216.86%

Frequently Asked Questions


COPY and CSWC have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSWC has higher volatility (4.70%) compared to COPY (2.89%). In terms of maximum drawdown, COPY dropped -14.05% vs CSWC's -68.33%.

COPY currently has the higher Sharpe Ratio (2.21 vs 0.69), 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.

Portfolio Optimizer

Find the right allocation for COPY and CSWC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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