CSWC vs. ^GSPC
Compare and contrast key facts about Capital Southwest Corporation (CSWC) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSWC or ^GSPC.
Key characteristics
| CSWC | ^GSPC | |
|---|---|---|
| YTD Return | 13.28% | 7.50% |
| 1Y Return | 67.24% | 26.26% |
| 3Y Return (Ann) | 14.49% | 7.19% |
| 5Y Return (Ann) | 14.65% | 11.73% |
| 10Y Return (Ann) | 15.01% | 10.64% |
| Sharpe Ratio | 3.54 | 2.17 |
| Daily Std Dev | 17.97% | 11.70% |
| Max Drawdown | -68.34% | -56.78% |
| Current Drawdown | -0.04% | -2.41% |
Correlation
The correlation between CSWC and ^GSPC is 0.24, 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.
Performance
CSWC vs. ^GSPC - Performance Comparison
In the year-to-date period, CSWC achieves a 13.28% return, which is significantly higher than ^GSPC's 7.50% return. Over the past 10 years, CSWC has outperformed ^GSPC with an annualized return of 15.01%, while ^GSPC has yielded a comparatively lower 10.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Drawdowns
CSWC vs. ^GSPC - Drawdown Comparison
The maximum CSWC drawdown since its inception was -68.34%, 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.
Volatility
CSWC vs. ^GSPC - Volatility Comparison
Capital Southwest Corporation (CSWC) has a higher volatility of 4.55% compared to S&P 500 (^GSPC) at 4.10%. 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.