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CSWC vs. TCPC
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CSWC vs. TCPC - Performance Comparison

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

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CSWC vs. TCPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSWC
Capital Southwest Corporation
2.75%14.28%2.14%56.10%-24.63%57.40%-1.56%22.80%29.52%9.99%
TCPC
BlackRock TCP Capital Corp.
-30.77%-26.24%-12.26%3.23%5.61%30.76%-9.17%19.31%-5.59%-1.22%

Fundamentals

Market Cap

CSWC:

$1.48B

TCPC:

$306.81M

EPS

CSWC:

$1.65

TCPC:

$1.29

PE Ratio

CSWC:

13.38

TCPC:

2.79

PS Ratio

CSWC:

6.71

TCPC:

2.77

PB Ratio

CSWC:

1.49

TCPC:

0.51

Total Revenue (TTM)

CSWC:

$213.56M

TCPC:

$110.78M

Gross Profit (TTM)

CSWC:

$105.62M

TCPC:

$58.19M

EBITDA (TTM)

CSWC:

$87.11M

TCPC:

$129.18M

Returns By Period

In the year-to-date period, CSWC achieves a 2.75% return, which is significantly higher than TCPC's -30.77% return. Over the past 10 years, CSWC has outperformed TCPC with an annualized return of 16.43%, while TCPC has yielded a comparatively lower -2.38% annualized return.


CSWC

1D
2.98%
1M
2.34%
YTD
2.75%
6M
7.32%
1Y
11.41%
3Y*
20.27%
5Y*
11.43%
10Y*
16.43%

TCPC

1D
1.98%
1M
-7.41%
YTD
-30.77%
6M
-36.20%
1Y
-46.47%
3Y*
-17.42%
5Y*
-12.93%
10Y*
-2.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CSWC vs. TCPC — Risk / Return Rank

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

CSWC
CSWC Risk / Return Rank: 5555
Overall Rank
CSWC Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CSWC Sortino Ratio Rank: 5151
Sortino Ratio Rank
CSWC Omega Ratio Rank: 5252
Omega Ratio Rank
CSWC Calmar Ratio Rank: 5656
Calmar Ratio Rank
CSWC Martin Ratio Rank: 5959
Martin Ratio Rank

TCPC
TCPC Risk / Return Rank: 33
Overall Rank
TCPC Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TCPC Sortino Ratio Rank: 22
Sortino Ratio Rank
TCPC Omega Ratio Rank: 33
Omega Ratio Rank
TCPC Calmar Ratio Rank: 77
Calmar Ratio Rank
TCPC Martin Ratio Rank: 22
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. TCPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Southwest Corporation (CSWC) and BlackRock TCP Capital Corp. (TCPC). 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.


CSWCTCPCDifference

Sharpe ratio

Return per unit of total volatility

0.46

-1.33

+1.79

Sortino ratio

Return per unit of downside risk

0.80

-2.01

+2.80

Omega ratio

Gain probability vs. loss probability

1.11

0.75

+0.37

Calmar ratio

Return relative to maximum drawdown

0.56

-0.92

+1.49

Martin ratio

Return relative to average drawdown

1.73

-2.02

+3.75

CSWC vs. TCPC - Sharpe Ratio Comparison

The current CSWC Sharpe Ratio is 0.46, which is higher than the TCPC Sharpe Ratio of -1.33. The chart below compares the historical Sharpe Ratios of CSWC and TCPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSWCTCPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

-1.33

+1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

-0.51

+1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

-0.07

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.04

+0.23

Correlation

The correlation between CSWC and TCPC is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CSWC vs. TCPC - Dividend Comparison

CSWC's dividend yield for the trailing twelve months is around 11.58%, less than TCPC's 27.70% yield.


TTM20252024202320222021202020192018201720162015
CSWC
Capital Southwest Corporation
11.58%11.56%11.59%10.21%12.46%10.13%11.49%13.07%10.77%7.01%2.35%0.72%
TCPC
BlackRock TCP Capital Corp.
27.70%20.48%16.76%14.64%9.81%8.88%11.74%10.25%11.04%9.42%8.52%10.34%

Drawdowns

CSWC vs. TCPC - Drawdown Comparison

The maximum CSWC drawdown since its inception was -77.32%, which is greater than TCPC's maximum drawdown of -69.08%. Use the drawdown chart below to compare losses from any high point for CSWC and TCPC.


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Drawdown Indicators


CSWCTCPCDifference

Max Drawdown

Largest peak-to-trough decline

-77.32%

-69.08%

-8.24%

Max Drawdown (1Y)

Largest decline over 1 year

-19.83%

-50.21%

+30.38%

Max Drawdown (5Y)

Largest decline over 5 years

-33.66%

-58.91%

+25.25%

Max Drawdown (10Y)

Largest decline over 10 years

-61.15%

-69.08%

+7.93%

Current Drawdown

Current decline from peak

-4.85%

-56.88%

+52.03%

Average Drawdown

Average peak-to-trough decline

-26.13%

-9.39%

-16.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.47%

22.89%

-16.42%

Volatility

CSWC vs. TCPC - Volatility Comparison

The current volatility for Capital Southwest Corporation (CSWC) is 5.89%, while BlackRock TCP Capital Corp. (TCPC) has a volatility of 12.76%. This indicates that CSWC experiences smaller price fluctuations and is considered to be less risky than TCPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSWCTCPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

12.76%

-6.87%

Volatility (6M)

Calculated over the trailing 6-month period

15.11%

27.01%

-11.90%

Volatility (1Y)

Calculated over the trailing 1-year period

24.80%

34.98%

-10.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.78%

25.36%

-2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.33%

34.07%

-6.74%

Financials

CSWC vs. TCPC - Financials Comparison

This section allows you to compare key financial metrics between Capital Southwest Corporation and BlackRock TCP Capital Corp.. 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


-20.00M0.0020.00M40.00M60.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
61.45M
27.12M
(CSWC) Total Revenue
(TCPC) Total Revenue
Values in USD except per share items