GECC vs. CSWC
GECC (Great Elm Capital Corp.) and CSWC (Capital Southwest Corporation) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 5 years, GECC returned -9.80%/yr vs 9.27%/yr for CSWC. At a 0.14 correlation, their price movements are largely independent.
Performance
GECC vs. CSWC - Performance Comparison
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Returns By Period
In the year-to-date period, GECC achieves a -6.84% return, which is significantly lower than CSWC's 11.42% return.
GECC
- 1D
- -4.62%
- 1M
- 11.51%
- YTD
- -6.84%
- 6M
- -9.65%
- 1Y
- -30.30%
- 3Y*
- 7.69%
- 5Y*
- -9.80%
- 10Y*
- —
CSWC
- 1D
- 1.24%
- 1M
- -0.37%
- YTD
- 11.42%
- 6M
- 17.36%
- 1Y
- 30.59%
- 3Y*
- 21.53%
- 5Y*
- 9.27%
- 10Y*
- 17.26%
GECC vs. CSWC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GECC Great Elm Capital Corp. | -6.84% | -25.44% | 18.85% | 50.81% | -47.39% | -4.46% | -36.93% | 12.30% | -11.10% | -7.41% |
CSWC Capital Southwest Corporation | 11.42% | 14.28% | 2.14% | 56.10% | -24.63% | 57.40% | -1.56% | 22.80% | 29.52% | 9.99% |
Correlation
The correlation between GECC and CSWC is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2016 | 0.14 |
The correlation between GECC and CSWC shifts across timeframes, from 0.14 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
GECC:
$86.71M
CSWC:
$1.47B
GECC:
-$2.16
CSWC:
$1.76
GECC:
2.05
CSWC:
6.83
GECC:
0.81
CSWC:
1.46
GECC:
$37.98M
CSWC:
$222.04M
GECC:
$32.17M
CSWC:
$172.70M
GECC:
-$7.56M
CSWC:
$142.78M
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Return for Risk
GECC vs. CSWC — Risk / Return Rank
GECC
CSWC
GECC vs. CSWC - Risk-Adjusted Trends Comparison
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.
| GECC | CSWC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.76 | 1.63 | -2.39 |
Sortino ratioReturn per unit of downside risk | -0.88 | 2.36 | -3.25 |
Omega ratioGain probability vs. loss probability | 0.87 | 1.29 | -0.41 |
Calmar ratioReturn relative to maximum drawdown | -0.57 | 1.87 | -2.44 |
Martin ratioReturn relative to average drawdown | -0.93 | 6.08 | -7.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GECC | CSWC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.76 | 1.63 | -2.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 0.41 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.28 | 0.39 | -0.67 |
Drawdowns
GECC vs. CSWC - Drawdown Comparison
The maximum GECC drawdown since its inception was -74.01%, which is greater than CSWC's maximum drawdown of -68.33%. Use the drawdown chart below to compare losses from any high point for GECC and CSWC.
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Drawdown Indicators
| GECC | CSWC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.01% | -68.33% | -5.68% |
Max Drawdown (1Y)Largest decline over 1 year | -53.97% | -15.75% | -38.22% |
Max Drawdown (3Y)Largest decline over 3 years | -53.97% | -27.74% | -26.23% |
Max Drawdown (5Y)Largest decline over 5 years | -57.49% | -33.66% | -23.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.15% | — |
Current DrawdownCurrent decline from peak | -65.02% | -2.09% | -62.93% |
Average DrawdownAverage peak-to-trough decline | -40.34% | -18.37% | -21.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.84% | 4.86% | +27.98% |
Volatility
GECC vs. CSWC - Volatility Comparison
Great Elm Capital Corp. (GECC) has a higher volatility of 19.72% compared to Capital Southwest Corporation (CSWC) at 5.00%. This indicates that GECC's price experiences larger fluctuations and is considered to be riskier than CSWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GECC | CSWC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.72% | 5.00% | +14.72% |
Volatility (6M)Calculated over the trailing 6-month period | 30.57% | 13.87% | +16.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.95% | 18.83% | +21.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.59% | 22.64% | +7.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.80% | 27.39% | +9.41% |
Dividends
GECC vs. CSWC - Dividend Comparison
GECC's dividend yield for the trailing twelve months is around 22.74%, more than CSWC's 12.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSWC Capital Southwest Corporation | 12.49% | 11.56% | 11.59% | 10.21% | 12.46% | 10.13% | 11.49% | 13.07% | 10.77% | 7.01% | 2.35% | 216.86% |
GECC Great Elm Capital Corp. | 22.74% | 21.01% | 13.19% | 14.09% | 23.52% | 12.99% | 31.60% | 13.44% | 12.69% | 10.12% | 1.42% | 0.00% |
Financials
GECC vs. CSWC - Financials Comparison
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.
Total Revenue: Total amount of money received from sales and other business activities
GECC vs. CSWC - Profitability Comparison
GECC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Great Elm Capital Corp. reported a gross profit of 6.21M and revenue of 6.72M. Therefore, the gross margin over that period was 92.4%.
CSWC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Capital Southwest Corporation reported a gross profit of 54.00M and revenue of 54.00M. Therefore, the gross margin over that period was 100.0%.
GECC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Great Elm Capital Corp. reported an operating income of 5.70M and revenue of 6.72M, resulting in an operating margin of 84.8%.
CSWC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Capital Southwest Corporation reported an operating income of 44.66M and revenue of 54.00M, resulting in an operating margin of 82.7%.
GECC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Great Elm Capital Corp. reported a net income of 5.07M and revenue of 6.72M, resulting in a net margin of 75.5%.
CSWC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Capital Southwest Corporation reported a net income of 27.48M and revenue of 54.00M, resulting in a net margin of 50.9%.
Frequently Asked Questions
GECC and CSWC have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GECC has higher volatility (19.72%) compared to CSWC (5.00%). In terms of maximum drawdown, GECC dropped -74.01% vs CSWC's -68.33%.
CSWC currently has the higher Sharpe Ratio (1.63 vs -0.76), 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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