CSWC vs. UMI
CSWC (Capital Southwest Corporation) is a stock, while UMI (USCF Midstream Energy Income Fund ETF) is Energy Equities fund actively managed by USCF. Over the past 5 years, CSWC returned 10.40%/yr vs 22.05%/yr for UMI. Their 0.34 correlation means their historical movements had little consistent relationship.
Performance
CSWC vs. UMI - Performance Comparison
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Returns By Period
In the year-to-date period, CSWC achieves a 17.50% return, which is significantly lower than UMI's 23.34% return.
CSWC
- 1D
- -1.21%
- 1M
- 3.53%
- 6M
- 11.16%
- YTD
- 17.50%
- 1Y
- 20.96%
- 3Y*
- 16.72%
- 5Y*
- 10.40%
- 10Y*
- 17.51%
- ALL TIME*
- 12.09%
UMI
- 1D
- -1.30%
- 1M
- 1.09%
- 6M
- 13.62%
- YTD
- 23.34%
- 1Y
- 25.47%
- 3Y*
- 25.33%
- 5Y*
- 22.05%
- 10Y*
- —
- ALL TIME*
- 14.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $15.06M | $15.73M | $15.63M | |
| $1.24M | $1.09M | $1.15M |
CSWC vs. UMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSWC Capital Southwest Corporation | 17.50% | 14.28% | 2.14% | 56.10% | -24.63% | 57.40% | -1.56% | 22.80% | 29.52% | -1.49% |
UMI USCF Midstream Energy Income Fund ETF | 23.34% | 5.11% | 42.97% | 14.60% | 20.78% | 20.97% | -8.25% | 21.06% | -10.64% | 2.76% |
Correlation
The correlation between CSWC and UMI is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2017 | 0.34 |
Over the past year, the correlation between CSWC and UMI has dropped to 0.06 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
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Return for Risk
CSWC vs. UMI — Risk / Return Rank
CSWC
UMI
CSWC vs. UMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Southwest Corporation (CSWC) and USCF Midstream Energy Income Fund ETF (UMI). 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.
| CSWC | UMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.30 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 3.41 | -2.08 |
| Martin ratioReturn relative to average drawdown | 4.29 | 8.56 | -4.26 |
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Drawdowns
CSWC vs. UMI - Drawdown Comparison
The maximum CSWC drawdown since its inception was -68.33%, which is greater than UMI's maximum drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for CSWC and UMI.
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Drawdown Indicators
| CSWC | UMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.33% | -48.08% | -20.25% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -7.50% | -8.25% |
Max Drawdown (3Y)Largest decline over 3 years | -27.74% | -17.08% | -10.66% |
Max Drawdown (5Y)Largest decline over 5 years | -33.66% | -20.05% | -13.61% |
Max Drawdown (10Y)Largest decline over 10 years | -61.15% | — | — |
Current DrawdownCurrent decline from peak | -1.21% | -4.60% | +3.39% |
Average DrawdownAverage peak-to-trough decline | -18.29% | -6.53% | -11.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 2.98% | +1.91% |
Volatility
CSWC vs. UMI - Volatility Comparison
Capital Southwest Corporation (CSWC) has a higher volatility of 5.41% compared to USCF Midstream Energy Income Fund ETF (UMI) at 4.74%. This indicates that CSWC's price experiences larger fluctuations and is considered to be riskier than UMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSWC | UMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 4.74% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 13.62% | 11.59% | +2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 14.67% | +4.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.02% | 19.37% | +2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.42% | 23.09% | +4.33% |
Dividends
CSWC vs. UMI - Dividend Comparison
CSWC's dividend yield for the trailing twelve months is around 10.49%, more than UMI's 5.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSWC Capital Southwest Corporation | 10.49% | 11.56% | 11.59% | 10.21% | 12.46% | 10.13% | 11.49% | 13.07% | 10.77% | 7.01% | 2.35% | 216.86% |
UMI USCF Midstream Energy Income Fund ETF | 5.95% | 6.23% | 4.39% | 4.67% | 4.36% | 3.00% | 2.18% | 2.47% | 2.48% | 0.15% | 0.00% | 0.00% |
Frequently Asked Questions
CSWC and UMI have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSWC has higher volatility (5.41%) compared to UMI (4.74%). In terms of maximum drawdown, CSWC dropped -68.33% vs UMI's -48.08%.
UMI currently has the higher Sharpe Ratio (1.75 vs 1.09), 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.
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