CSWC vs. CLOI
CSWC (Capital Southwest Corporation) is a stock, while CLOI (VanEck CLO ETF) is CLO fund actively managed by VanEck. Over the past 3 years, CSWC returned 17.33%/yr vs 6.90%/yr for CLOI. At a 0.07 correlation, their price movements are largely independent.
Performance
CSWC vs. CLOI - Performance Comparison
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Returns By Period
In the year-to-date period, CSWC achieves a 16.48% return, which is significantly higher than CLOI's 2.58% return.
CSWC
- 1D
- 1.09%
- 1M
- 5.07%
- 6M
- 7.88%
- YTD
- 16.48%
- 1Y
- 17.94%
- 3Y*
- 17.33%
- 5Y*
- 10.98%
- 10Y*
- 17.66%
CLOI
- 1D
- 0.00%
- 1M
- 0.28%
- 6M
- 2.52%
- YTD
- 2.58%
- 1Y
- 5.29%
- 3Y*
- 6.90%
- 5Y*
- —
- 10Y*
- —
CSWC vs. CLOI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CSWC Capital Southwest Corporation | 16.48% | 14.28% | 2.14% | 56.10% | -1.35% |
CLOI VanEck CLO ETF | 2.58% | 5.84% | 8.26% | 8.95% | 2.55% |
Correlation
The correlation between CSWC and CLOI is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2022 | 0.07 |
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Return for Risk
CSWC vs. CLOI — Risk / Return Rank
CSWC
CLOI
CSWC vs. CLOI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Southwest Corporation (CSWC) and VanEck CLO ETF (CLOI). 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 | CLOI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.89 | ||
| Sortino ratioReturn per unit of downside risk | -6.21 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 2.21 | -1.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 8.50 | -7.36 |
| Martin ratioReturn relative to average drawdown | 3.65 | 41.12 | -37.47 |
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Drawdowns
CSWC vs. CLOI - Drawdown Comparison
The maximum CSWC drawdown since its inception was -68.33%, which is greater than CLOI's maximum drawdown of -3.25%. Use the drawdown chart below to compare losses from any high point for CSWC and CLOI.
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Drawdown Indicators
| CSWC | CLOI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.33% | -3.25% | -65.08% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -0.62% | -15.13% |
Max Drawdown (3Y)Largest decline over 3 years | -27.74% | -3.25% | -24.49% |
Max Drawdown (5Y)Largest decline over 5 years | -33.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -61.15% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -18.31% | -0.18% | -18.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.93% | 0.13% | +4.80% |
Volatility
CSWC vs. CLOI - Volatility Comparison
Capital Southwest Corporation (CSWC) has a higher volatility of 4.70% compared to VanEck CLO ETF (CLOI) at 0.29%. This indicates that CSWC's price experiences larger fluctuations and is considered to be riskier than CLOI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSWC | CLOI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 0.29% | +4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 13.53% | 0.67% | +12.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.92% | 1.10% | +17.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 2.52% | +19.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 2.52% | +24.88% |
Dividends
CSWC vs. CLOI - Dividend Comparison
CSWC's dividend yield for the trailing twelve months is around 10.58%, more than CLOI's 5.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLOI VanEck CLO ETF | 5.27% | 5.61% | 6.71% | 5.61% | 2.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSWC Capital Southwest Corporation | 10.58% | 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 CLOI have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSWC has higher volatility (4.70%) compared to CLOI (0.29%). In terms of maximum drawdown, CSWC dropped -68.33% vs CLOI's -3.25%.
CLOI currently has the higher Sharpe Ratio (4.84 vs 0.95), 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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