CSWC vs. CVS
CSWC (Capital Southwest Corporation) and CVS (CVS Health Corporation) are both stocks. CSWC operates in Asset Management (Financial Services), while CVS operates in Healthcare Plans (Healthcare). Over the past 10 years, CSWC returned 17.30%/yr vs 3.70%/yr for CVS. At a 0.17 correlation, their price movements are largely independent.
Performance
CSWC vs. CVS - Performance Comparison
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Returns By Period
In the year-to-date period, CSWC achieves a 11.14% return, which is significantly lower than CVS's 30.67% return. Over the past 10 years, CSWC has outperformed CVS with an annualized return of 17.30%, while CVS has yielded a comparatively lower 3.70% 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%
CVS
- 1D
- 1.47%
- 1M
- 6.33%
- YTD
- 30.67%
- 6M
- 30.57%
- 1Y
- 56.67%
- 3Y*
- 16.60%
- 5Y*
- 7.08%
- 10Y*
- 3.70%
CSWC vs. CVS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSWC Capital Southwest Corporation | 11.14% | 14.28% | 2.14% | 56.10% | -24.63% | 57.40% | -1.56% | 22.80% | 29.52% | 9.99% |
CVS CVS Health Corporation | 30.67% | 84.35% | -40.77% | -12.53% | -7.63% | 54.87% | -5.14% | 17.26% | -7.04% | -5.75% |
Correlation
The correlation between CSWC and CVS 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 | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990 | 0.17 |
The correlation between CSWC and CVS shifts across timeframes, from 0.05 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CSWC:
$1.47B
CVS:
$130.41B
CSWC:
$1.76
CVS:
$2.30
CSWC:
13.38
CVS:
44.29
CSWC:
6.81
CVS:
0.32
CSWC:
1.45
CVS:
1.68
CSWC:
$222.04M
CVS:
$407.91B
CSWC:
$172.70M
CVS:
$56.59B
CSWC:
$142.78M
CVS:
$9.99B
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Return for Risk
CSWC vs. CVS — Risk / Return Rank
CSWC
CVS
CSWC vs. CVS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Southwest Corporation (CSWC) and CVS Health Corporation (CVS). 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 | CVS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.35 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 3.62 | -2.03 |
| Martin ratioReturn relative to average drawdown | 5.13 | 9.33 | -4.20 |
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Drawdowns
CSWC vs. CVS - Drawdown Comparison
The maximum CSWC drawdown since its inception was -68.33%, which is greater than CVS's maximum drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for CSWC and CVS.
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Drawdown Indicators
| CSWC | CVS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.33% | -64.07% | -4.26% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -16.44% | +0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -27.74% | -43.98% | +16.24% |
Max Drawdown (5Y)Largest decline over 5 years | -33.66% | -56.79% | +23.13% |
Max Drawdown (10Y)Largest decline over 10 years | -61.15% | -56.79% | -4.36% |
Current DrawdownCurrent decline from peak | -2.34% | 0.00% | -2.34% |
Average DrawdownAverage peak-to-trough decline | -18.35% | -19.54% | +1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 6.38% | -1.49% |
Volatility
CSWC vs. CVS - Volatility Comparison
The current volatility for Capital Southwest Corporation (CSWC) is 5.25%, while CVS Health Corporation (CVS) has a volatility of 7.50%. This indicates that CSWC experiences smaller price fluctuations and is considered to be less risky than CVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSWC | CVS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 7.50% | -2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 13.93% | 25.88% | -11.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 31.05% | -12.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.65% | 29.98% | -7.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 29.30% | -1.90% |
Dividends
CSWC vs. CVS - Dividend Comparison
CSWC's dividend yield for the trailing twelve months is around 12.52%, more than CVS's 2.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CVS CVS Health Corporation | 2.61% | 3.35% | 5.93% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% |
Financials
CSWC vs. CVS - Financials Comparison
This section allows you to compare key financial metrics between Capital Southwest Corporation and CVS Health Corporation. 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
CSWC vs. CVS - Profitability Comparison
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%.
CVS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported a gross profit of 15.62B and revenue of 100.43B. Therefore, the gross margin over that period was 15.6%.
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%.
CVS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported an operating income of 4.68B and revenue of 100.43B, resulting in an operating margin of 4.7%.
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%.
CVS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported a net income of 2.94B and revenue of 100.43B, resulting in a net margin of 2.9%.
Frequently Asked Questions
CSWC and CVS 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.
CVS has higher volatility (7.50%) compared to CSWC (5.25%). In terms of maximum drawdown, CSWC dropped -68.33% vs CVS's -64.07%.
CVS currently has the higher Sharpe Ratio (1.92 vs 1.33), 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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