CSWC vs. ^GSPC
Compare and contrast key facts about Capital Southwest Corporation (CSWC) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSWC or ^GSPC.
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.
Performance
CSWC vs. ^GSPC - Performance Comparison
Key characteristics
CSWC:
-0.55
^GSPC:
0.49
CSWC:
-0.60
^GSPC:
0.81
CSWC:
0.91
^GSPC:
1.12
CSWC:
-0.49
^GSPC:
0.50
CSWC:
-1.26
^GSPC:
2.00
CSWC:
10.81%
^GSPC:
4.76%
CSWC:
24.59%
^GSPC:
19.36%
CSWC:
-69.30%
^GSPC:
-56.78%
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
-4.91%
-10.25%
-11.72%
-14.29%
23.18%
10.84%
^GSPC
-4.72%
-0.51%
-1.78%
11.67%
14.69%
10.26%
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Risk-Adjusted Performance
CSWC vs. ^GSPC — Risk-Adjusted Performance Rank
CSWC
^GSPC
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.
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.
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.