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

Performance

CSWC vs. BBDC - Performance Comparison

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

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Returns By Period

In the year-to-date period, CSWC achieves a 11.10% return, which is significantly higher than BBDC's -5.76% return.


CSWC

1D
0.34%
1M
3.35%
YTD
11.10%
6M
14.36%
1Y
22.89%
3Y*
19.84%
5Y*
10.38%
10Y*
17.08%

BBDC

1D
0.62%
1M
-1.42%
YTD
-5.76%
6M
-1.69%
1Y
2.79%
3Y*
14.85%
5Y*
6.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSWC vs. BBDC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CSWC
Capital Southwest Corporation
11.10%14.28%2.14%56.10%-24.63%57.40%-1.56%22.80%9.71%
BBDC
Barings BDC, Inc.
-5.76%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 share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.58

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

0.58

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

Market Cap

CSWC:

$1.45B

BBDC:

$852.31M

EPS

CSWC:

$1.76

BBDC:

$0.66

PE Ratio

CSWC:

13.23

BBDC:

12.33

PEG Ratio

CSWC:

1.00

BBDC:

0.02

PS Ratio

CSWC:

6.73

BBDC:

4.91

PB Ratio

CSWC:

1.44

BBDC:

0.74

Total Revenue (TTM)

CSWC:

$222.04M

BBDC:

$174.30M

Gross Profit (TTM)

CSWC:

$172.70M

BBDC:

$149.47M

EBITDA (TTM)

CSWC:

$142.78M

BBDC:

$90.27M

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Return for Risk

CSWC vs. BBDC — Risk / Return Rank

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

CSWC
CSWC Risk / Return Rank: 7373
Overall Rank
CSWC Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CSWC Sortino Ratio Rank: 7373
Sortino Ratio Rank
CSWC Omega Ratio Rank: 7070
Omega Ratio Rank
CSWC Calmar Ratio Rank: 6969
Calmar Ratio Rank
CSWC Martin Ratio Rank: 7575
Martin Ratio Rank

BBDC
BBDC Risk / Return Rank: 4545
Overall Rank
BBDC Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
BBDC Sortino Ratio Rank: 4040
Sortino Ratio Rank
BBDC Omega Ratio Rank: 3939
Omega Ratio Rank
BBDC Calmar Ratio Rank: 4949
Calmar Ratio Rank
BBDC Martin Ratio Rank: 4949
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. 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.


CSWCBBDCDifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.47

Omega ratioGain probability vs. loss probability

1.22

1.04

+0.18

Calmar ratioReturn relative to maximum drawdown

1.46

0.23

+1.23

Martin ratioReturn relative to average drawdown

4.68

0.49

+4.19

CSWC vs. BBDC - Sharpe Ratio Comparison

The current CSWC Sharpe Ratio is 1.22, which is higher than the BBDC Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of CSWC and BBDC, 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. 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


CSWCBBDCDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.37%

-9.21%

+6.84%

Average Drawdown

Average peak-to-trough decline

-18.34%

-7.98%

-10.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

5.72%

-0.81%

Volatility

CSWC vs. BBDC - Volatility Comparison

The current volatility for Capital Southwest Corporation (CSWC) is 4.76%, while Barings BDC, Inc. (BBDC) has a volatility of 6.61%. 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


CSWCBBDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

6.61%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

15.46%

-1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

18.89%

18.88%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.53%

19.45%

+3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.42%

24.21%

+3.21%

Dividends

CSWC vs. BBDC - Dividend Comparison

CSWC's dividend yield for the trailing twelve months is around 11.00%, less than BBDC's 13.39% yield.


PositionTTM20252024202320222021202020192018201720162015
BBDC
Barings BDC, Inc.
13.39%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
11.00%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.


Quarterly
Annual

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


0.0020.00M40.00M60.00M80.00M20222023202420252026
54.00M
0
(CSWC) Total Revenue
(BBDC) Total Revenue
Values in USD except per share items

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 (6.61%) compared to CSWC (4.76%). In terms of maximum drawdown, CSWC dropped -68.33% vs BBDC's -48.45%.

CSWC currently has the higher Sharpe Ratio (1.22 vs 0.15), 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 BBDC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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