CSWC vs. OBDC

In the year-to-date period, CSWC achieves a -4.43% return, which is significantly lower than OBDC's -2.99% return.

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This table presents a comparison of risk-adjusted performance metrics for Capital Southwest Corporation (CSWC) and Blue Owl Capital Corporation (OBDC). 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 current CSWC Sharpe Ratio is -0.50, which is lower than the OBDC Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of CSWC and OBDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CSWC's dividend yield for the trailing twelve months is around 12.55%, more than OBDC's 11.85% yield.

The maximum CSWC drawdown since its inception was -69.40%, which is greater than OBDC's maximum drawdown of -56.16%. Use the drawdown chart below to compare losses from any high point for CSWC and OBDC. For additional features, visit the drawdowns tool.

Capital Southwest Corporation (CSWC) has a higher volatility of 16.60% compared to Blue Owl Capital Corporation (OBDC) at 15.40%. This indicates that CSWC's price experiences larger fluctuations and is considered to be riskier than OBDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Capital Southwest Corporation and Blue Owl Capital 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.