PortfoliosLab logo
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.


-0.50.00.51.0
Correlation: 0.3

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.

1,500.00%2,000.00%2,500.00%3,000.00%December2025FebruaryMarchAprilMay
2,472.49%
1,541.04%
CSWC
^GSPC

Key characteristics

Sharpe Ratio

CSWC:

-0.55

^GSPC:

0.49

Sortino Ratio

CSWC:

-0.60

^GSPC:

0.81

Omega Ratio

CSWC:

0.91

^GSPC:

1.12

Calmar Ratio

CSWC:

-0.49

^GSPC:

0.50

Martin Ratio

CSWC:

-1.26

^GSPC:

2.00

Ulcer Index

CSWC:

10.81%

^GSPC:

4.76%

Daily Std Dev

CSWC:

24.59%

^GSPC:

19.36%

Max Drawdown

CSWC:

-69.30%

^GSPC:

-56.78%

Current Drawdown

CSWC:

-19.11%

^GSPC:

-8.79%

Returns By Period

The year-to-date returns for both investments are quite close, with CSWC having a -4.91% return and ^GSPC slightly higher at -4.72%. Over the past 10 years, CSWC has outperformed ^GSPC with an annualized return of 10.84%, while ^GSPC has yielded a comparatively lower 10.26% annualized return.


CSWC

YTD

-4.91%

1M

-10.25%

6M

-11.72%

1Y

-14.29%

5Y*

23.18%

10Y*

10.84%

^GSPC

YTD

-4.72%

1M

-0.51%

6M

-1.78%

1Y

11.67%

5Y*

14.69%

10Y*

10.26%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 2020
Overall Rank
The Sharpe Ratio Rank of CSWC is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of CSWC is 2121
Sortino Ratio Rank
The Omega Ratio Rank of CSWC is 2020
Omega Ratio Rank
The Calmar Ratio Rank of CSWC is 2121
Calmar Ratio Rank
The Martin Ratio Rank of CSWC is 1717
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7070
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7575
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.


The chart of Sharpe ratio for CSWC, currently valued at -0.55, compared to the broader market-2.00-1.000.001.002.003.00
CSWC: -0.55
^GSPC: 0.49
The chart of Sortino ratio for CSWC, currently valued at -0.60, compared to the broader market-6.00-4.00-2.000.002.004.00
CSWC: -0.60
^GSPC: 0.81
The chart of Omega ratio for CSWC, currently valued at 0.91, compared to the broader market0.501.001.502.00
CSWC: 0.91
^GSPC: 1.12
The chart of Calmar ratio for CSWC, currently valued at -0.49, compared to the broader market0.001.002.003.004.005.00
CSWC: -0.49
^GSPC: 0.50
The chart of Martin ratio for CSWC, currently valued at -1.26, compared to the broader market-10.000.0010.0020.00
CSWC: -1.26
^GSPC: 2.00

The current CSWC Sharpe Ratio is -0.55, which is lower than the ^GSPC Sharpe Ratio of 0.49. 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.55
0.49
CSWC
^GSPC

Drawdowns

CSWC vs. ^GSPC - Drawdown Comparison

The maximum CSWC drawdown since its inception was -69.30%, 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-19.11%
-8.79%
CSWC
^GSPC

Volatility

CSWC vs. ^GSPC - Volatility Comparison

Capital Southwest Corporation (CSWC) has a higher volatility of 16.62% compared to S&P 500 (^GSPC) at 14.11%. This indicates that CSWC's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
16.62%
14.11%
CSWC
^GSPC