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CSWC vs. MPW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CSWC and MPW is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CSWC vs. MPW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Southwest Corporation (CSWC) and Medical Properties Trust, Inc. (MPW). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
-12.75%
-4.61%
CSWC
MPW

Key characteristics

Sharpe Ratio

CSWC:

-0.13

MPW:

0.33

Sortino Ratio

CSWC:

-0.05

MPW:

1.04

Omega Ratio

CSWC:

0.99

MPW:

1.11

Calmar Ratio

CSWC:

-0.14

MPW:

0.25

Martin Ratio

CSWC:

-0.34

MPW:

1.11

Ulcer Index

CSWC:

7.58%

MPW:

19.30%

Daily Std Dev

CSWC:

19.34%

MPW:

63.96%

Max Drawdown

CSWC:

-69.40%

MPW:

-84.50%

Current Drawdown

CSWC:

-14.23%

MPW:

-78.24%

Fundamentals

Market Cap

CSWC:

$1.04B

MPW:

$2.37B

EPS

CSWC:

$1.64

MPW:

-$4.44

PEG Ratio

CSWC:

12.55

MPW:

1.93

Total Revenue (TTM)

CSWC:

$117.25M

MPW:

$763.70M

Gross Profit (TTM)

CSWC:

$113.48M

MPW:

$57.27M

EBITDA (TTM)

CSWC:

$122.84M

MPW:

-$346.46M

Returns By Period

In the year-to-date period, CSWC achieves a 0.82% return, which is significantly higher than MPW's -0.76% return. Over the past 10 years, CSWC has outperformed MPW with an annualized return of 13.41%, while MPW has yielded a comparatively lower -5.70% annualized return.


CSWC

YTD

0.82%

1M

-1.25%

6M

-12.75%

1Y

-2.25%

5Y*

13.59%

10Y*

13.41%

MPW

YTD

-0.76%

1M

-3.43%

6M

-4.61%

1Y

27.14%

5Y*

-22.71%

10Y*

-5.70%

*Annualized

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Risk-Adjusted Performance

CSWC vs. MPW — Risk-Adjusted Performance Rank

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

CSWC
The Risk-Adjusted Performance Rank of CSWC is 3636
Overall Rank
The Sharpe Ratio Rank of CSWC is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of CSWC is 3131
Sortino Ratio Rank
The Omega Ratio Rank of CSWC is 3131
Omega Ratio Rank
The Calmar Ratio Rank of CSWC is 3838
Calmar Ratio Rank
The Martin Ratio Rank of CSWC is 4040
Martin Ratio Rank

MPW
The Risk-Adjusted Performance Rank of MPW is 6060
Overall Rank
The Sharpe Ratio Rank of MPW is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of MPW is 6262
Sortino Ratio Rank
The Omega Ratio Rank of MPW is 5757
Omega Ratio Rank
The Calmar Ratio Rank of MPW is 6060
Calmar Ratio Rank
The Martin Ratio Rank of MPW is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CSWC vs. MPW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Southwest Corporation (CSWC) and Medical Properties Trust, Inc. (MPW). 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.


The chart of Sharpe ratio for CSWC, currently valued at -0.13, compared to the broader market-4.00-2.000.002.00-0.130.33
The chart of Sortino ratio for CSWC, currently valued at -0.05, compared to the broader market-4.00-2.000.002.004.00-0.051.04
The chart of Omega ratio for CSWC, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.11
The chart of Calmar ratio for CSWC, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.140.25
The chart of Martin ratio for CSWC, currently valued at -0.34, compared to the broader market-10.000.0010.0020.00-0.341.11
CSWC
MPW

The current CSWC Sharpe Ratio is -0.13, which is lower than the MPW Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of CSWC and MPW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.13
0.33
CSWC
MPW

Dividends

CSWC vs. MPW - Dividend Comparison

CSWC's dividend yield for the trailing twelve months is around 11.50%, less than MPW's 11.73% yield.


TTM20242023202220212020201920182017201620152014
CSWC
Capital Southwest Corporation
11.50%11.59%10.21%12.75%10.13%11.49%13.07%5.88%7.01%2.31%0.00%0.00%
MPW
Medical Properties Trust, Inc.
11.73%11.65%17.92%10.41%4.74%4.96%4.83%6.22%6.97%7.40%7.65%6.10%

Drawdowns

CSWC vs. MPW - Drawdown Comparison

The maximum CSWC drawdown since its inception was -69.40%, smaller than the maximum MPW drawdown of -84.50%. Use the drawdown chart below to compare losses from any high point for CSWC and MPW. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-14.23%
-78.24%
CSWC
MPW

Volatility

CSWC vs. MPW - Volatility Comparison

The current volatility for Capital Southwest Corporation (CSWC) is 4.26%, while Medical Properties Trust, Inc. (MPW) has a volatility of 10.81%. This indicates that CSWC experiences smaller price fluctuations and is considered to be less risky than MPW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
4.26%
10.81%
CSWC
MPW

Financials

CSWC vs. MPW - Financials Comparison

This section allows you to compare key financial metrics between Capital Southwest Corporation and Medical Properties Trust, 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


Values in USD except per share items