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CSWC vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CSWC and ^GSPC is 0.29, 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.


-0.50.00.51.00.3

Performance

CSWC vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Southwest Corporation (CSWC) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-7.59%
8.88%
CSWC
^GSPC

Key characteristics

Sharpe Ratio

CSWC:

-0.04

^GSPC:

2.06

Sortino Ratio

CSWC:

0.07

^GSPC:

2.74

Omega Ratio

CSWC:

1.01

^GSPC:

1.38

Calmar Ratio

CSWC:

-0.04

^GSPC:

3.13

Martin Ratio

CSWC:

-0.10

^GSPC:

12.83

Ulcer Index

CSWC:

7.95%

^GSPC:

2.07%

Daily Std Dev

CSWC:

19.38%

^GSPC:

12.85%

Max Drawdown

CSWC:

-69.40%

^GSPC:

-56.78%

Current Drawdown

CSWC:

-11.62%

^GSPC:

-0.67%

Returns By Period

In the year-to-date period, CSWC achieves a 3.90% return, which is significantly higher than ^GSPC's 2.85% return. Over the past 10 years, CSWC has outperformed ^GSPC with an annualized return of 13.12%, while ^GSPC has yielded a comparatively lower 11.45% annualized return.


CSWC

YTD

3.90%

1M

7.70%

6M

-7.59%

1Y

-0.51%

5Y*

13.46%

10Y*

13.12%

^GSPC

YTD

2.85%

1M

2.00%

6M

8.88%

1Y

24.72%

5Y*

12.77%

10Y*

11.45%

*Annualized

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Risk-Adjusted Performance

CSWC vs. ^GSPC — Risk-Adjusted Performance Rank

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

CSWC
The Risk-Adjusted Performance Rank of CSWC is 3939
Overall Rank
The Sharpe Ratio Rank of CSWC is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of CSWC is 3333
Sortino Ratio Rank
The Omega Ratio Rank of CSWC is 3333
Omega Ratio Rank
The Calmar Ratio Rank of CSWC is 4242
Calmar Ratio Rank
The Martin Ratio Rank of CSWC is 4343
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 9191
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8888
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9595
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.

CSWC vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Southwest Corporation (CSWC) and S&P 500 (^GSPC). 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 CSWC, currently valued at -0.04, compared to the broader market-2.000.002.004.00-0.042.06
The chart of Sortino ratio for CSWC, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.006.000.072.74
The chart of Omega ratio for CSWC, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.38
The chart of Calmar ratio for CSWC, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.043.13
The chart of Martin ratio for CSWC, currently valued at -0.10, compared to the broader market0.0010.0020.0030.00-0.1012.83
CSWC
^GSPC

The current CSWC Sharpe Ratio is -0.04, which is lower than the ^GSPC Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of CSWC and ^GSPC, 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.04
2.06
CSWC
^GSPC

Drawdowns

CSWC vs. ^GSPC - Drawdown Comparison

The maximum CSWC drawdown since its inception was -69.40%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CSWC and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.62%
-0.67%
CSWC
^GSPC

Volatility

CSWC vs. ^GSPC - Volatility Comparison

The current volatility for Capital Southwest Corporation (CSWC) is 4.03%, while S&P 500 (^GSPC) has a volatility of 5.14%. This indicates that CSWC experiences smaller price fluctuations and is considered to be less risky than ^GSPC 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%AugustSeptemberOctoberNovemberDecember2025
4.03%
5.14%
CSWC
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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