CSWC vs. CII
CSWC (Capital Southwest Corporation) is a stock, while CII (BlackRock Enhanced Large Cap Core Fund) is Derivative Income fund actively managed by BlackRock. Over the past 10 years, CSWC returned 17.25%/yr vs 15.39%/yr for CII. At a 0.31 correlation, their price movements are largely independent.
Performance
CSWC vs. CII - Performance Comparison
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Returns By Period
In the year-to-date period, CSWC achieves a 12.25% return, which is significantly lower than CII's 12.96% return. Over the past 10 years, CSWC has outperformed CII with an annualized return of 17.25%, while CII has yielded a comparatively lower 15.39% annualized return.
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%
CII
- 1D
- 2.00%
- 1M
- -1.77%
- YTD
- 12.96%
- 6M
- 14.33%
- 1Y
- 41.39%
- 3Y*
- 22.96%
- 5Y*
- 14.77%
- 10Y*
- 15.39%
CSWC vs. CII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSWC Capital Southwest Corporation | 12.25% | 14.28% | 2.14% | 56.10% | -24.63% | 57.40% | -1.56% | 22.80% | 29.52% | 9.99% |
CII BlackRock Enhanced Large Cap Core Fund | 12.96% | 37.78% | 12.70% | 18.47% | -13.21% | 34.26% | 8.11% | 30.46% | -8.60% | 27.73% |
Correlation
The correlation between CSWC and CII is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since May 26, 2004 | 0.31 |
The correlation between CSWC and CII shifts across timeframes, from 0.24 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CSWC vs. CII — Risk / Return Rank
CSWC
CII
CSWC vs. CII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Southwest Corporation (CSWC) and BlackRock Enhanced Large Cap Core Fund (CII). 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 | CII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.45 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 3.56 | -2.26 |
| Martin ratioReturn relative to average drawdown | 4.18 | 13.03 | -8.84 |
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Drawdowns
CSWC vs. CII - Drawdown Comparison
The maximum CSWC drawdown since its inception was -68.33%, which is greater than CII's maximum drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for CSWC and CII.
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Drawdown Indicators
| CSWC | CII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.33% | -56.43% | -11.90% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -11.67% | -4.08% |
Max Drawdown (3Y)Largest decline over 3 years | -27.74% | -21.05% | -6.69% |
Max Drawdown (5Y)Largest decline over 5 years | -33.66% | -22.32% | -11.34% |
Max Drawdown (10Y)Largest decline over 10 years | -61.15% | -40.56% | -20.59% |
Current DrawdownCurrent decline from peak | -1.36% | -1.77% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -18.33% | -6.17% | -12.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.92% | 3.19% | +1.73% |
Volatility
CSWC vs. CII - Volatility Comparison
The current volatility for Capital Southwest Corporation (CSWC) is 5.07%, while BlackRock Enhanced Large Cap Core Fund (CII) has a volatility of 6.11%. This indicates that CSWC experiences smaller price fluctuations and is considered to be less risky than CII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSWC | CII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 6.11% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 14.21% | 12.49% | +1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.93% | 15.87% | +3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.51% | 17.23% | +5.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.42% | 18.58% | +8.84% |
Dividends
CSWC vs. CII - Dividend Comparison
CSWC's dividend yield for the trailing twelve months is around 10.89%, less than CII's 15.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund | 15.28% | 16.65% | 6.15% | 6.28% | 12.27% | 4.98% | 6.03% | 5.79% | 7.06% | 6.07% | 8.38% | 8.49% |
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% |
Frequently Asked Questions
CSWC and CII have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CII has higher volatility (6.11%) compared to CSWC (5.07%). In terms of maximum drawdown, CSWC dropped -68.33% vs CII's -56.43%.
CII currently has the higher Sharpe Ratio (2.63 vs 1.09), 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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