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CSWC vs. LI.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CSWC vs. LI.PA - Performance Comparison

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

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Different Trading Currencies

CSWC is traded in USD, while LI.PA is traded in EUR. To make them comparable, the LI.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSWC achieves a 12.25% return, which is significantly higher than LI.PA's 9.92% return. Over the past 10 years, CSWC has outperformed LI.PA with an annualized return of 17.25%, while LI.PA has yielded a comparatively lower 4.75% 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%

LI.PA

1D
0.06%
1M
3.71%
YTD
9.92%
6M
9.67%
1Y
15.86%
3Y*
27.74%
5Y*
17.75%
10Y*
4.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSWC vs. LI.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSWC
Capital Southwest Corporation
12.25%14.28%2.14%56.10%-24.63%57.40%-1.56%22.80%29.52%9.99%
LI.PA
Klepierre SA
9.92%45.94%13.75%28.28%4.98%5.66%-37.17%27.43%-25.72%17.91%

Correlation

The correlation between CSWC and LI.PA 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 (5Y)
Calculated over the trailing 5-year period

0.19

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2007

0.19

The correlation between CSWC and LI.PA shifts across timeframes, from 0.04 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CSWC vs. LI.PA — Risk / Return Rank

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

CSWC
CSWC Risk / Return Rank: 7171
Overall Rank
CSWC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CSWC Sortino Ratio Rank: 7171
Sortino Ratio Rank
CSWC Omega Ratio Rank: 6868
Omega Ratio Rank
CSWC Calmar Ratio Rank: 6969
Calmar Ratio Rank
CSWC Martin Ratio Rank: 7575
Martin Ratio Rank

LI.PA
LI.PA Risk / Return Rank: 7373
Overall Rank
LI.PA Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
LI.PA Sortino Ratio Rank: 7272
Sortino Ratio Rank
LI.PA Omega Ratio Rank: 7171
Omega Ratio Rank
LI.PA Calmar Ratio Rank: 7474
Calmar Ratio Rank
LI.PA Martin Ratio Rank: 7272
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. LI.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Southwest Corporation (CSWC) and Klepierre SA (LI.PA). 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.


CSWCLI.PADifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.20

1.16

+0.03

Calmar ratioReturn relative to maximum drawdown

1.31

1.23

+0.08

Martin ratioReturn relative to average drawdown

4.18

2.80

+1.38

CSWC vs. LI.PA - Sharpe Ratio Comparison

The current CSWC Sharpe Ratio is 1.09, which is comparable to the LI.PA Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of CSWC and LI.PA, 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. LI.PA - Drawdown Comparison

The maximum CSWC drawdown since its inception was -68.33%, smaller than the maximum LI.PA drawdown of -78.58%. Use the drawdown chart below to compare losses from any high point for CSWC and LI.PA.


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Drawdown Indicators


CSWCLI.PADifference

Max Drawdown

Largest peak-to-trough decline

-68.33%

-78.58%

+10.25%

Max Drawdown (1Y)

Largest decline over 1 year

-15.75%

-12.69%

-3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-27.74%

-15.00%

-12.74%

Max Drawdown (5Y)

Largest decline over 5 years

-33.66%

-39.76%

+6.10%

Max Drawdown (10Y)

Largest decline over 10 years

-61.15%

-70.10%

+8.95%

Current Drawdown

Current decline from peak

-1.36%

-0.22%

-1.14%

Average Drawdown

Average peak-to-trough decline

-18.33%

-23.12%

+4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

5.63%

-0.71%

Volatility

CSWC vs. LI.PA - Volatility Comparison

Capital Southwest Corporation (CSWC) and Klepierre SA (LI.PA) have volatilities of 5.07% and 5.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSWCLI.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

5.13%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

14.21%

14.37%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.93%

17.81%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.51%

28.34%

-5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.42%

36.83%

-9.41%

Dividends

CSWC vs. LI.PA - Dividend Comparison

CSWC's dividend yield for the trailing twelve months is around 10.89%, more than LI.PA's 5.05% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
LI.PA
Klepierre SA
5.05%5.48%6.47%7.09%7.90%0.00%5.98%3.10%7.27%4.96%4.55%3.90%

Financials

CSWC vs. LI.PA - Financials Comparison

This section allows you to compare key financial metrics between Capital Southwest Corporation and Klepierre SA. 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


Please note, different currencies. CSWC values in USD, LI.PA values in EUR

Frequently Asked Questions


CSWC and LI.PA 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.

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