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

Performance

CSWC vs. TMO - Performance Comparison

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

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Returns By Period

In the year-to-date period, CSWC achieves a 11.14% return, which is significantly higher than TMO's -18.92% return. Over the past 10 years, CSWC has outperformed TMO with an annualized return of 17.30%, while TMO has yielded a comparatively lower 12.54% annualized return.


CSWC

1D
0.51%
1M
1.24%
YTD
11.14%
6M
11.81%
1Y
24.99%
3Y*
18.73%
5Y*
8.54%
10Y*
17.30%

TMO

1D
-1.33%
1M
5.23%
YTD
-18.92%
6M
-17.84%
1Y
13.42%
3Y*
-3.43%
5Y*
0.45%
10Y*
12.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSWC vs. TMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSWC
Capital Southwest Corporation
11.14%14.28%2.14%56.10%-24.63%57.40%-1.56%22.80%29.52%9.99%
TMO
Thermo Fisher Scientific Inc.
-18.92%11.78%-1.72%-3.36%-17.29%43.54%43.72%45.55%18.21%35.03%

Correlation

The correlation between CSWC and TMO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

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

0.21

Correlation (All Time)
Calculated using the full available price history since Mar 27, 1990

0.19

The correlation between CSWC and TMO shifts across timeframes, from 0.19 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CSWC:

$1.47B

TMO:

$175.06B

EPS

CSWC:

$1.76

TMO:

$18.22

PE Ratio

CSWC:

13.38

TMO:

25.76

PS Ratio

CSWC:

6.81

TMO:

3.91

PB Ratio

CSWC:

1.45

TMO:

3.37

Total Revenue (TTM)

CSWC:

$222.04M

TMO:

$45.20B

Gross Profit (TTM)

CSWC:

$172.70M

TMO:

$17.81B

EBITDA (TTM)

CSWC:

$142.78M

TMO:

$11.16B

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Return for Risk

CSWC vs. TMO — Risk / Return Rank

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

CSWC
CSWC Risk / Return Rank: 7676
Overall Rank
CSWC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
CSWC Sortino Ratio Rank: 7676
Sortino Ratio Rank
CSWC Omega Ratio Rank: 7474
Omega Ratio Rank
CSWC Calmar Ratio Rank: 7272
Calmar Ratio Rank
CSWC Martin Ratio Rank: 7777
Martin Ratio Rank

TMO
TMO Risk / Return Rank: 5454
Overall Rank
TMO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
TMO Sortino Ratio Rank: 5353
Sortino Ratio Rank
TMO Omega Ratio Rank: 5151
Omega Ratio Rank
TMO Calmar Ratio Rank: 5353
Calmar Ratio Rank
TMO Martin Ratio Rank: 5353
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. TMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Southwest Corporation (CSWC) and Thermo Fisher Scientific Inc. (TMO). 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.


CSWCTMODifference
Sharpe ratioReturn per unit of total volatility

+0.90

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.24

1.10

+0.13

Calmar ratioReturn relative to maximum drawdown

1.59

0.43

+1.16

Martin ratioReturn relative to average drawdown

5.13

0.93

+4.20

CSWC vs. TMO - Sharpe Ratio Comparison

The current CSWC Sharpe Ratio is 1.33, which is higher than the TMO Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of CSWC and TMO, 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. TMO - Drawdown Comparison

The maximum CSWC drawdown since its inception was -68.33%, roughly equal to the maximum TMO drawdown of -71.16%. Use the drawdown chart below to compare losses from any high point for CSWC and TMO.


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Drawdown Indicators


CSWCTMODifference

Max Drawdown

Largest peak-to-trough decline

-68.33%

-71.16%

+2.83%

Max Drawdown (1Y)

Largest decline over 1 year

-15.75%

-31.38%

+15.63%

Max Drawdown (3Y)

Largest decline over 3 years

-27.74%

-37.28%

+9.54%

Max Drawdown (5Y)

Largest decline over 5 years

-33.66%

-40.95%

+7.29%

Max Drawdown (10Y)

Largest decline over 10 years

-61.15%

-40.95%

-20.20%

Current Drawdown

Current decline from peak

-2.34%

-28.80%

+26.46%

Average Drawdown

Average peak-to-trough decline

-18.35%

-18.11%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

14.43%

-9.54%

Volatility

CSWC vs. TMO - Volatility Comparison

The current volatility for Capital Southwest Corporation (CSWC) is 5.25%, while Thermo Fisher Scientific Inc. (TMO) has a volatility of 10.57%. This indicates that CSWC experiences smaller price fluctuations and is considered to be less risky than TMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSWCTMODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

10.57%

-5.32%

Volatility (6M)

Calculated over the trailing 6-month period

13.93%

22.27%

-8.34%

Volatility (1Y)

Calculated over the trailing 1-year period

18.98%

31.48%

-12.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.65%

27.20%

-4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.40%

26.38%

+1.02%

Dividends

CSWC vs. TMO - Dividend Comparison

CSWC's dividend yield for the trailing twelve months is around 12.52%, more than TMO's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
CSWC
Capital Southwest Corporation
12.52%11.56%11.59%10.21%12.46%10.13%11.49%13.07%10.77%7.01%2.35%216.86%
TMO
Thermo Fisher Scientific Inc.
0.37%0.30%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%

Financials

CSWC vs. TMO - Financials Comparison

This section allows you to compare key financial metrics between Capital Southwest Corporation and Thermo Fisher Scientific 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


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
54.00M
11.01B
(CSWC) Total Revenue
(TMO) Total Revenue
Values in USD except per share items

CSWC vs. TMO - Profitability Comparison

The chart below illustrates the profitability comparison between Capital Southwest Corporation and Thermo Fisher Scientific Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
100.0%
40.7%
Portfolio components
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%.

TMO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Thermo Fisher Scientific Inc. reported a gross profit of 4.48B and revenue of 11.01B. Therefore, the gross margin over that period was 40.7%.

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%.

TMO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Thermo Fisher Scientific Inc. reported an operating income of 1.86B and revenue of 11.01B, resulting in an operating margin of 16.9%.

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%.

TMO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Thermo Fisher Scientific Inc. reported a net income of 1.65B and revenue of 11.01B, resulting in a net margin of 15.0%.


Frequently Asked Questions


CSWC and TMO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMO has higher volatility (10.57%) compared to CSWC (5.25%). In terms of maximum drawdown, CSWC dropped -68.33% vs TMO's -71.16%.

CSWC currently has the higher Sharpe Ratio (1.33 vs 0.43), 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.

Portfolio Optimizer

Find the right allocation for CSWC and TMO

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