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

Performance

CSWC vs. CALM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Southwest Corporation (CSWC) and Cal-Maine Foods, Inc. (CALM). 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 11.14% return, which is significantly higher than CALM's -0.54% return. Over the past 10 years, CSWC has outperformed CALM with an annualized return of 17.30%, while CALM has yielded a comparatively lower 9.86% annualized return.


CSWC

1D
0.51%
1M
-0.13%
YTD
11.14%
6M
11.81%
1Y
26.38%
3Y*
18.73%
5Y*
8.54%
10Y*
17.30%

CALM

1D
-2.22%
1M
1.59%
YTD
-0.54%
6M
-8.91%
1Y
-14.73%
3Y*
23.34%
5Y*
22.16%
10Y*
9.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSWC vs. CALM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSWC
Capital Southwest Corporation
11.14%14.28%2.14%56.10%-24.63%57.40%-1.56%22.80%29.52%9.99%
CALM
Cal-Maine Foods, Inc.
-0.54%-15.61%87.00%14.48%51.87%-1.38%-12.19%2.09%-3.90%0.62%

Correlation

The correlation between CSWC and CALM is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.14

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

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Dec 12, 1996

0.14

The correlation between CSWC and CALM shifts across timeframes, from 0.05 (1 year) to 0.15 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CSWC:

$1.47B

CALM:

$3.70B

EPS

CSWC:

$1.76

CALM:

$14.48

PE Ratio

CSWC:

13.38

CALM:

5.39

PEG Ratio

CSWC:

1.01

CALM:

0.00

PS Ratio

CSWC:

6.81

CALM:

1.08

PB Ratio

CSWC:

1.45

CALM:

1.37

Total Revenue (TTM)

CSWC:

$222.04M

CALM:

$3.46B

Gross Profit (TTM)

CSWC:

$172.70M

CALM:

$1.17B

EBITDA (TTM)

CSWC:

$142.78M

CALM:

$1.05B

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Return for Risk

CSWC vs. CALM — Risk / Return Rank

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

CSWC
CSWC Risk / Return Rank: 7676
Overall Rank
CSWC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
CSWC Sortino Ratio Rank: 7676
Sortino Ratio Rank
CSWC Omega Ratio Rank: 7474
Omega Ratio Rank
CSWC Calmar Ratio Rank: 7272
Calmar Ratio Rank
CSWC Martin Ratio Rank: 7777
Martin Ratio Rank

CALM
CALM Risk / Return Rank: 2727
Overall Rank
CALM Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CALM Sortino Ratio Rank: 2323
Sortino Ratio Rank
CALM Omega Ratio Rank: 2424
Omega Ratio Rank
CALM Calmar Ratio Rank: 3131
Calmar Ratio Rank
CALM Martin Ratio Rank: 3333
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. CALM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Southwest Corporation (CSWC) and Cal-Maine Foods, Inc. (CALM). 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.


CSWCCALMDifference
Sharpe ratioReturn per unit of total volatility

+1.73

Sortino ratioReturn per unit of downside risk

+2.35

Omega ratioGain probability vs. loss probability

1.24

0.95

+0.28

Calmar ratioReturn relative to maximum drawdown

1.59

-0.36

+1.96

Martin ratioReturn relative to average drawdown

5.13

-0.56

+5.69

CSWC vs. CALM - Sharpe Ratio Comparison

The current CSWC Sharpe Ratio is 1.33, which is higher than the CALM Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of CSWC and CALM, 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. CALM - Drawdown Comparison

The maximum CSWC drawdown since its inception was -68.33%, smaller than the maximum CALM drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for CSWC and CALM.


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Drawdown Indicators


CSWCCALMDifference

Max Drawdown

Largest peak-to-trough decline

-68.33%

-74.08%

+5.75%

Max Drawdown (1Y)

Largest decline over 1 year

-15.75%

-37.00%

+21.25%

Max Drawdown (3Y)

Largest decline over 3 years

-27.74%

-37.00%

+9.26%

Max Drawdown (5Y)

Largest decline over 5 years

-33.66%

-37.00%

+3.34%

Max Drawdown (10Y)

Largest decline over 10 years

-61.15%

-39.12%

-22.03%

Current Drawdown

Current decline from peak

-2.34%

-31.17%

+28.83%

Average Drawdown

Average peak-to-trough decline

-18.35%

-30.31%

+11.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

23.95%

-19.06%

Volatility

CSWC vs. CALM - Volatility Comparison

The current volatility for Capital Southwest Corporation (CSWC) is 5.25%, while Cal-Maine Foods, Inc. (CALM) has a volatility of 6.31%. This indicates that CSWC experiences smaller price fluctuations and is considered to be less risky than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSWCCALMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

6.31%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

13.93%

20.43%

-6.50%

Volatility (1Y)

Calculated over the trailing 1-year period

18.98%

33.03%

-14.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.65%

32.61%

-9.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.40%

31.13%

-3.73%

Dividends

CSWC vs. CALM - Dividend Comparison

CSWC's dividend yield for the trailing twelve months is around 12.52%, more than CALM's 6.15% yield.


PositionTTM20252024202320222021202020192018201720162015
CALM
Cal-Maine Foods, Inc.
6.15%10.90%2.82%7.51%3.17%0.09%0.00%0.98%1.03%0.00%2.70%4.10%
CSWC
Capital Southwest Corporation
9.80%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. CALM - Financials Comparison

This section allows you to compare key financial metrics between Capital Southwest Corporation and Cal-Maine Foods, 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


0.00500.00M1.00B1.50B20222023202420252026
54.00M
666.95M
(CSWC) Total Revenue
(CALM) Total Revenue
Values in USD except per share items

CSWC vs. CALM - Profitability Comparison

The chart below illustrates the profitability comparison between Capital Southwest Corporation and Cal-Maine Foods, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
100.0%
17.9%
Portfolio components
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%.

CALM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a gross profit of 119.28M and revenue of 666.95M. Therefore, the gross margin over that period was 17.9%.

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%.

CALM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported an operating income of 35.98M and revenue of 666.95M, resulting in an operating margin of 5.4%.

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%.

CALM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a net income of 50.46M and revenue of 666.95M, resulting in a net margin of 7.6%.


Frequently Asked Questions


CSWC and CALM have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CALM has higher volatility (6.31%) compared to CSWC (5.25%). In terms of maximum drawdown, CSWC dropped -68.33% vs CALM's -74.08%.

CSWC currently has the higher Sharpe Ratio (1.33 vs -0.41), 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

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