COPY vs. CSWC
COPY (Tweedy, Browne Insider + Value ETF) is Global Equities fund actively managed by Tweedy, Browne, while CSWC (Capital Southwest Corporation) is a stock. Over the past year, COPY returned 28.82% vs 13.10% for CSWC. Their 0.47 correlation means their historical movements had little consistent relationship.
Performance
COPY vs. CSWC - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | |
|---|---|---|---|
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
COPY
CSWC
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.
| COPY | CSWC | Difference | |
|---|---|---|---|
| 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 |
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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
| COPY | CSWC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -3.09% | +3.09% |
Average DrawdownAverage peak-to-trough decline | -1.50% | -18.30% | +16.80% |
Ulcer IndexDepth 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
| COPY | CSWC | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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