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CSWC vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CSWC and ^GSPC is 0.29, 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. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Southwest Corporation (CSWC) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,365.75%
1,619.52%
CSWC
^GSPC

Key characteristics

Sharpe Ratio

CSWC:

-0.02

^GSPC:

1.90

Sortino Ratio

CSWC:

0.10

^GSPC:

2.54

Omega Ratio

CSWC:

1.01

^GSPC:

1.35

Calmar Ratio

CSWC:

-0.02

^GSPC:

2.81

Martin Ratio

CSWC:

-0.05

^GSPC:

12.39

Ulcer Index

CSWC:

6.76%

^GSPC:

1.93%

Daily Std Dev

CSWC:

19.73%

^GSPC:

12.58%

Max Drawdown

CSWC:

-69.40%

^GSPC:

-56.78%

Current Drawdown

CSWC:

-18.60%

^GSPC:

-3.58%

Returns By Period

In the year-to-date period, CSWC achieves a -2.26% return, which is significantly lower than ^GSPC's 23.11% return. Over the past 10 years, CSWC has outperformed ^GSPC with an annualized return of 12.74%, while ^GSPC has yielded a comparatively lower 11.01% annualized return.


CSWC

YTD

-2.26%

1M

-6.04%

6M

-13.59%

1Y

-1.43%

5Y*

12.20%

10Y*

12.74%

^GSPC

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

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Risk-Adjusted Performance

CSWC vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Southwest Corporation (CSWC) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for CSWC, currently valued at -0.02, compared to the broader market-4.00-2.000.002.00-0.021.90
The chart of Sortino ratio for CSWC, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.000.102.54
The chart of Omega ratio for CSWC, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.35
The chart of Calmar ratio for CSWC, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.022.81
The chart of Martin ratio for CSWC, currently valued at -0.05, compared to the broader market0.0010.0020.00-0.0512.39
CSWC
^GSPC

The current CSWC Sharpe Ratio is -0.02, which is lower than the ^GSPC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of CSWC and ^GSPC, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.02
1.90
CSWC
^GSPC

Drawdowns

CSWC vs. ^GSPC - Drawdown Comparison

The maximum CSWC drawdown since its inception was -69.40%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CSWC and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.60%
-3.58%
CSWC
^GSPC

Volatility

CSWC vs. ^GSPC - Volatility Comparison

Capital Southwest Corporation (CSWC) has a higher volatility of 3.87% compared to S&P 500 (^GSPC) at 3.64%. This indicates that CSWC's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.87%
3.64%
CSWC
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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