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CSWC vs. AOMR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CSWC vs. AOMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Southwest Corporation (CSWC) and Angel Oak Mortgage, Inc. (AOMR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with CSWC having a 12.25% return and AOMR slightly higher at 12.27%.


CSWC

1D
1.60%
1M
2.39%
YTD
12.25%
6M
13.58%
1Y
20.53%
3Y*
18.48%
5Y*
12.18%
10Y*
17.25%

AOMR

1D
-0.88%
1M
8.99%
YTD
12.27%
6M
11.88%
1Y
10.35%
3Y*
17.08%
5Y*
-1.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSWC vs. AOMR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CSWC
Capital Southwest Corporation
12.25%14.28%2.14%56.10%-24.63%3.55%
AOMR
Angel Oak Mortgage, Inc.
12.27%6.20%-1.89%159.86%-67.27%-10.21%

Correlation

The correlation between CSWC and AOMR is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2021

0.28

Fundamentals

Market Cap

CSWC:

$1.47B

AOMR:

$222.07M

EPS

CSWC:

$1.75

AOMR:

$0.65

PE Ratio

CSWC:

13.47

AOMR:

13.83

PEG Ratio

CSWC:

1.02

AOMR:

0.02

PS Ratio

CSWC:

6.85

AOMR:

3.64

PB Ratio

CSWC:

1.45

AOMR:

0.86

Total Revenue (TTM)

CSWC:

$222.04M

AOMR:

$61.18M

Gross Profit (TTM)

CSWC:

$172.70M

AOMR:

$51.68M

EBITDA (TTM)

CSWC:

$142.78M

AOMR:

$39.68M

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Return for Risk

CSWC vs. AOMR — Risk / Return Rank

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

CSWC
CSWC Risk / Return Rank: 7171
Overall Rank
CSWC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CSWC Sortino Ratio Rank: 7171
Sortino Ratio Rank
CSWC Omega Ratio Rank: 6868
Omega Ratio Rank
CSWC Calmar Ratio Rank: 6969
Calmar Ratio Rank
CSWC Martin Ratio Rank: 7575
Martin Ratio Rank

AOMR
AOMR Risk / Return Rank: 5555
Overall Rank
AOMR Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
AOMR Sortino Ratio Rank: 5151
Sortino Ratio Rank
AOMR Omega Ratio Rank: 5050
Omega Ratio Rank
AOMR Calmar Ratio Rank: 5959
Calmar Ratio Rank
AOMR Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CSWC vs. AOMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Southwest Corporation (CSWC) and Angel Oak Mortgage, Inc. (AOMR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CSWCAOMRDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.92

Omega ratioGain probability vs. loss probability

1.20

1.09

+0.10

Calmar ratioReturn relative to maximum drawdown

1.31

0.67

+0.64

Martin ratioReturn relative to average drawdown

4.18

1.34

+2.84

CSWC vs. AOMR - Sharpe Ratio Comparison

The current CSWC Sharpe Ratio is 1.09, which is higher than the AOMR Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of CSWC and AOMR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CSWC vs. AOMR - Drawdown Comparison

The maximum CSWC drawdown since its inception was -68.33%, roughly equal to the maximum AOMR drawdown of -71.21%. Use the drawdown chart below to compare losses from any high point for CSWC and AOMR.


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Drawdown Indicators


CSWCAOMRDifference

Max Drawdown

Largest peak-to-trough decline

-68.33%

-71.21%

+2.88%

Max Drawdown (1Y)

Largest decline over 1 year

-15.75%

-15.57%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-27.74%

-37.21%

+9.47%

Max Drawdown (5Y)

Largest decline over 5 years

-33.66%

-71.21%

+37.55%

Max Drawdown (10Y)

Largest decline over 10 years

-61.15%

Current Drawdown

Current decline from peak

-1.36%

-11.37%

+10.01%

Average Drawdown

Average peak-to-trough decline

-18.33%

-23.32%

+4.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

7.74%

-2.82%

Volatility

CSWC vs. AOMR - Volatility Comparison

The current volatility for Capital Southwest Corporation (CSWC) is 5.07%, while Angel Oak Mortgage, Inc. (AOMR) has a volatility of 8.71%. This indicates that CSWC experiences smaller price fluctuations and is considered to be less risky than AOMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSWCAOMRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

8.71%

-3.64%

Volatility (6M)

Calculated over the trailing 6-month period

14.21%

16.94%

-2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

18.93%

24.49%

-5.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.51%

38.64%

-16.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.42%

38.61%

-11.19%

Dividends

CSWC vs. AOMR - Dividend Comparison

CSWC's dividend yield for the trailing twelve months is around 10.89%, less than AOMR's 14.27% yield.


PositionTTM20252024202320222021202020192018201720162015
AOMR
Angel Oak Mortgage, Inc.
14.27%14.87%13.79%12.08%35.31%2.93%0.00%0.00%0.00%0.00%0.00%0.00%
CSWC
Capital Southwest Corporation
10.89%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. AOMR - Financials Comparison

This section allows you to compare key financial metrics between Capital Southwest Corporation and Angel Oak Mortgage, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-50.00M0.0050.00M100.00M150.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
54.00M
0
(CSWC) Total Revenue
(AOMR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CSWC and AOMR have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AOMR has higher volatility (8.71%) compared to CSWC (5.07%). In terms of maximum drawdown, CSWC dropped -68.33% vs AOMR's -71.21%.

CSWC currently has the higher Sharpe Ratio (1.09 vs 0.43), 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.

Portfolio Optimizer

Find the right allocation for CSWC and AOMR

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