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.
Performance
CSWC vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, CSWC achieves a 4.02% return, which is significantly lower than ^GSPC's 23.56% return. Over the past 10 years, CSWC has outperformed ^GSPC with an annualized return of 14.51%, while ^GSPC has yielded a comparatively lower 11.10% annualized return.
CSWC
4.02%
-10.84%
-9.32%
14.65%
14.76%
14.51%
^GSPC
23.56%
0.49%
11.03%
30.56%
13.70%
11.10%
Key characteristics
| CSWC | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 0.77 | 2.51 |
| Sortino Ratio | 1.05 | 3.36 |
| Omega Ratio | 1.15 | 1.47 |
| Calmar Ratio | 0.99 | 3.62 |
| Martin Ratio | 2.75 | 16.12 |
| Ulcer Index | 5.53% | 1.91% |
| Daily Std Dev | 19.73% | 12.27% |
| Max Drawdown | -69.40% | -56.78% |
| Current Drawdown | -13.37% | -1.80% |
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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.
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 -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.
Volatility
CSWC vs. ^GSPC - Volatility Comparison
Capital Southwest Corporation (CSWC) has a higher volatility of 9.48% compared to S&P 500 (^GSPC) at 4.06%. 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.