CSWC vs. BBDC
CSWC (Capital Southwest Corporation) and BBDC (Barings BDC, Inc.) are both stocks. Both are in the Financial Services sector — CSWC in Asset Management, BBDC in Credit Services. Over the past 5 years, CSWC returned 10.90%/yr vs 5.83%/yr for BBDC. Their 0.50 correlation means they have sometimes moved together and sometimes differently.
Performance
CSWC vs. BBDC - Performance Comparison
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Returns By Period
In the year-to-date period, CSWC achieves a 13.50% return, which is significantly higher than BBDC's -4.48% return.
CSWC
- 1D
- 0.00%
- 1M
- 0.22%
- 6M
- 6.37%
- YTD
- 13.50%
- 1Y
- 17.52%
- 3Y*
- 16.12%
- 5Y*
- 10.90%
- 10Y*
- 16.81%
- ALL TIME*
- 11.99%
BBDC
- 1D
- -0.12%
- 1M
- -3.73%
- 6M
- -3.54%
- YTD
- -4.48%
- 1Y
- 1.57%
- 3Y*
- 11.99%
- 5Y*
- 5.83%
- 10Y*
- —
- ALL TIME*
- 6.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.87M | $4.66M | $6.07M | |
| $14.98M | $15.10M | $15.36M |
CSWC vs. BBDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CSWC Capital Southwest Corporation | 13.50% | 14.28% | 2.14% | 56.10% | -24.63% | 57.40% | -1.56% | 22.80% | 9.71% |
BBDC Barings BDC, Inc. | -4.48% | 8.84% | 23.86% | 18.53% | -18.59% | 29.31% | -3.48% | 20.40% | -9.56% |
Correlation
The correlation between CSWC and BBDC is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2018 | 0.50 |
The correlation between CSWC and BBDC shifts across timeframes, from 0.50 (all time) to 0.65 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
CSWC:
$1.47B
BBDC:
$863.83M
CSWC:
$1.75
BBDC:
$0.66
CSWC:
13.51
BBDC:
12.49
CSWC:
1.02
BBDC:
0.02
CSWC:
6.87
BBDC:
4.97
CSWC:
1.46
BBDC:
0.75
CSWC:
$222.04M
BBDC:
$174.30M
CSWC:
$172.70M
BBDC:
$149.47M
CSWC:
$142.78M
BBDC:
$90.27M
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Return for Risk
CSWC vs. BBDC — Risk / Return Rank
CSWC
BBDC
CSWC vs. BBDC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Southwest Corporation (CSWC) and Barings BDC, Inc. (BBDC). 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.
| CSWC | BBDC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.02 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 0.07 | +0.93 |
| Martin ratioReturn relative to average drawdown | 3.24 | 0.15 | +3.09 |
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Drawdowns
CSWC vs. BBDC - Drawdown Comparison
The maximum CSWC drawdown since its inception was -68.33%, which is greater than BBDC's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for CSWC and BBDC.
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Drawdown Indicators
| CSWC | BBDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.33% | -48.45% | -19.88% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -12.28% | -3.47% |
Max Drawdown (3Y)Largest decline over 3 years | -27.74% | -24.51% | -3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -33.66% | -27.55% | -6.11% |
Max Drawdown (10Y)Largest decline over 10 years | -61.15% | — | — |
Current DrawdownCurrent decline from peak | -2.92% | -7.98% | +5.06% |
Average DrawdownAverage peak-to-trough decline | -18.29% | -7.96% | -10.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.90% | 6.04% | -1.14% |
Volatility
CSWC vs. BBDC - Volatility Comparison
The current volatility for Capital Southwest Corporation (CSWC) is 4.33%, while Barings BDC, Inc. (BBDC) has a volatility of 5.80%. This indicates that CSWC experiences smaller price fluctuations and is considered to be less risky than BBDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSWC | BBDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 5.80% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 13.19% | 15.74% | -2.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 19.42% | -0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.21% | 19.54% | +2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 24.15% | +3.25% |
Dividends
CSWC vs. BBDC - Dividend Comparison
CSWC's dividend yield for the trailing twelve months is around 10.86%, less than BBDC's 13.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBDC Barings BDC, Inc. | 13.21% | 12.96% | 10.87% | 11.89% | 11.66% | 7.44% | 7.07% | 5.25% | 21.24% | 0.00% | 0.00% | 0.00% |
CSWC Capital Southwest Corporation | 10.86% | 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. BBDC - Financials Comparison
This section allows you to compare key financial metrics between Capital Southwest Corporation and Barings BDC, 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
Frequently Asked Questions
CSWC and BBDC have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBDC has higher volatility (5.80%) compared to CSWC (4.33%). In terms of maximum drawdown, CSWC dropped -68.33% vs BBDC's -48.45%.
CSWC currently has the higher Sharpe Ratio (0.83 vs 0.05), 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.
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