CSWC vs. ABR
CSWC (Capital Southwest Corporation) and ABR (Arbor Realty Trust, Inc.) are both stocks. CSWC operates in Asset Management (Financial Services), while ABR operates in REIT - Mortgage (Real Estate). Over the past 10 years, CSWC returned 17.04%/yr vs 7.91%/yr for ABR. At a 0.29 correlation, their price movements are largely independent.
Performance
CSWC vs. ABR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CSWC achieves a 9.39% return, which is significantly higher than ABR's -27.11% return. Over the past 10 years, CSWC has outperformed ABR with an annualized return of 17.04%, while ABR has yielded a comparatively lower 7.91% annualized return.
CSWC
- 1D
- -1.82%
- 1M
- -3.08%
- YTD
- 9.39%
- 6M
- 12.32%
- 1Y
- 27.28%
- 3Y*
- 20.78%
- 5Y*
- 8.63%
- 10Y*
- 17.04%
ABR
- 1D
- -2.21%
- 1M
- -30.75%
- YTD
- -27.11%
- 6M
- -37.77%
- 1Y
- -38.26%
- 3Y*
- -17.08%
- 5Y*
- -12.88%
- 10Y*
- 7.91%
CSWC vs. ABR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSWC Capital Southwest Corporation | 9.39% | 14.28% | 2.14% | 56.10% | -24.63% | 57.40% | -1.56% | 22.80% | 29.52% | 9.99% |
ABR Arbor Realty Trust, Inc. | -27.11% | -36.65% | 3.16% | 29.73% | -20.73% | 39.42% | 10.04% | 55.19% | 30.04% | 26.60% |
Correlation
The correlation between CSWC and ABR is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2004 | 0.29 |
The correlation between CSWC and ABR shifts across timeframes, from 0.29 (all time) to 0.45 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CSWC:
$1.45B
ABR:
$1.12B
CSWC:
$1.76
ABR:
$0.57
CSWC:
13.17
ABR:
9.24
CSWC:
6.70
ABR:
1.19
CSWC:
1.43
ABR:
0.48
CSWC:
$222.04M
ABR:
$940.70M
CSWC:
$172.70M
ABR:
$829.57M
CSWC:
$142.78M
ABR:
$878.83M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CSWC vs. ABR — Risk / Return Rank
CSWC
ABR
CSWC vs. ABR - Risk-Adjusted Trends 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.
| CSWC | ABR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.39 | ||
| Sortino ratioReturn per unit of downside risk | +3.36 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.84 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | -0.72 | +2.46 |
| Martin ratioReturn relative to average drawdown | 5.62 | -1.43 | +7.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CSWC | ABR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | -0.94 | +2.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | -0.35 | +0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.20 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.05 | +0.34 |
Drawdowns
CSWC vs. ABR - Drawdown Comparison
The maximum CSWC drawdown since its inception was -68.33%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for CSWC and ABR.
Loading charts...
Drawdown Indicators
| CSWC | ABR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.33% | -97.76% | +29.43% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -53.05% | +37.30% |
Max Drawdown (3Y)Largest decline over 3 years | -27.74% | -57.96% | +30.22% |
Max Drawdown (5Y)Largest decline over 5 years | -33.66% | -57.96% | +24.30% |
Max Drawdown (10Y)Largest decline over 10 years | -61.15% | -72.76% | +11.61% |
Current DrawdownCurrent decline from peak | -3.88% | -57.96% | +54.08% |
Average DrawdownAverage peak-to-trough decline | -18.36% | -41.86% | +23.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.86% | 26.77% | -21.91% |
Volatility
CSWC vs. ABR - Volatility Comparison
The current volatility for Capital Southwest Corporation (CSWC) is 5.22%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 21.37%. This indicates that CSWC experiences smaller price fluctuations and is considered to be less risky than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CSWC | ABR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 21.37% | -16.15% |
Volatility (6M)Calculated over the trailing 6-month period | 13.99% | 33.44% | -19.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.91% | 40.99% | -22.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.66% | 37.09% | -14.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 40.39% | -12.99% |
Dividends
CSWC vs. ABR - Dividend Comparison
CSWC's dividend yield for the trailing twelve months is around 12.72%, less than ABR's 20.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 20.19% | 17.14% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 11.22% | 8.33% | 8.31% | 8.11% |
CSWC Capital Southwest Corporation | 12.72% | 11.56% | 11.59% | 10.21% | 12.46% | 10.13% | 11.49% | 13.07% | 10.77% | 7.01% | 2.35% | 216.86% |
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
CSWC vs. ABR - Profitability Comparison
CSWC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Capital Southwest Corporation reported a gross profit of 54.00M and revenue of 54.00M. Therefore, the gross margin over that period was 100.0%.
ABR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Arbor Realty Trust, Inc. reported a gross profit of -21.94M and revenue of 25.74M. Therefore, the gross margin over that period was -85.3%.
CSWC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Capital Southwest Corporation reported an operating income of 44.66M and revenue of 54.00M, resulting in an operating margin of 82.7%.
ABR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Arbor Realty Trust, Inc. reported an operating income of 8.06M and revenue of 25.74M, resulting in an operating margin of 31.3%.
CSWC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Capital Southwest Corporation reported a net income of 27.48M and revenue of 54.00M, resulting in a net margin of 50.9%.
ABR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Arbor Realty Trust, Inc. reported a net income of 12.92M and revenue of 25.74M, resulting in a net margin of 50.2%.
Frequently Asked Questions
CSWC and ABR have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABR has higher volatility (21.37%) compared to CSWC (5.22%). In terms of maximum drawdown, CSWC dropped -68.33% vs ABR's -97.76%.
CSWC currently has the higher Sharpe Ratio (1.45 vs -0.94), 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.
Find the right allocation for CSWC and ABR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer