GECC vs. CSWC

In the year-to-date period, GECC achieves a 0.13% return, which is significantly higher than CSWC's -1.70% return.

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This table presents a comparison of risk-adjusted performance metrics for Great Elm Capital Corp. (GECC) and Capital Southwest Corporation (CSWC). 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.

The current GECC Sharpe Ratio is 0.79, which is higher than the CSWC Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of GECC and CSWC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GECC's dividend yield for the trailing twelve months is around 13.83%, more than CSWC's 12.20% yield.

The maximum GECC drawdown since its inception was -78.52%, which is greater than CSWC's maximum drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for GECC and CSWC.

Great Elm Capital Corp. (GECC) and Capital Southwest Corporation (CSWC) have volatilities of 7.17% and 7.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Great Elm Capital Corp. and Capital Southwest Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.