CSWC vs. ABR
Compare and contrast key facts about Capital Southwest Corporation (CSWC) and Arbor Realty Trust, Inc. (ABR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSWC or ABR.
Performance
CSWC vs. ABR - Performance Comparison
Returns By Period
In the year-to-date period, CSWC achieves a 4.02% return, which is significantly lower than ABR's 10.09% return. Over the past 10 years, CSWC has underperformed ABR with an annualized return of 14.51%, while ABR has yielded a comparatively higher 19.24% annualized return.
CSWC
4.02%
-10.84%
-9.32%
14.65%
14.76%
14.51%
ABR
10.09%
-1.21%
13.28%
33.69%
10.51%
19.24%
Fundamentals
| CSWC | ABR | |
|---|---|---|
| Market Cap | $1.09B | $2.75B |
| EPS | $1.64 | $1.33 |
| PE Ratio | 13.94 | 10.95 |
| PEG Ratio | 12.55 | 1.20 |
| Total Revenue (TTM) | $176.11M | $845.08M |
| Gross Profit (TTM) | $162.18M | $785.88M |
| EBITDA (TTM) | $159.93M | $495.84M |
Key characteristics
| CSWC | ABR | |
|---|---|---|
| Sharpe Ratio | 0.77 | 0.94 |
| Sortino Ratio | 1.05 | 1.42 |
| Omega Ratio | 1.15 | 1.19 |
| Calmar Ratio | 0.99 | 1.32 |
| Martin Ratio | 2.75 | 2.97 |
| Ulcer Index | 5.53% | 12.30% |
| Daily Std Dev | 19.73% | 38.91% |
| Max Drawdown | -69.40% | -97.75% |
| Current Drawdown | -13.37% | -2.85% |
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Correlation
The correlation between CSWC and ABR is 0.28, 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.
Risk-Adjusted Performance
CSWC vs. ABR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Southwest Corporation (CSWC) and Arbor Realty Trust, Inc. (ABR). 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.
Dividends
CSWC vs. ABR - Dividend Comparison
CSWC's dividend yield for the trailing twelve months is around 11.07%, less than ABR's 11.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSWC Capital Southwest Corporation | 11.07% | 10.21% | 12.75% | 10.13% | 11.49% | 13.07% | 5.88% | 7.01% | 2.31% | 0.00% | 0.00% | 0.00% |
ABR Arbor Realty Trust, Inc. | 11.64% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 10.03% | 8.33% | 8.31% | 8.11% | 7.68% | 7.51% |
Drawdowns
CSWC vs. ABR - Drawdown Comparison
The maximum CSWC drawdown since its inception was -69.40%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for CSWC and ABR. For additional features, visit the drawdowns tool.
Volatility
CSWC vs. ABR - Volatility Comparison
Capital Southwest Corporation (CSWC) has a higher volatility of 9.48% compared to Arbor Realty Trust, Inc. (ABR) at 6.16%. This indicates that CSWC's price experiences larger fluctuations and is considered to be riskier than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CSWC vs. ABR - Financials Comparison
This section allows you to compare key financial metrics between Capital Southwest Corporation and Arbor Realty Trust, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities