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MPW vs. CSWC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MPW and CSWC is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

MPW vs. CSWC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Medical Properties Trust, Inc. (MPW) and Capital Southwest Corporation (CSWC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MPW:

0.00

CSWC:

-0.35

Sortino Ratio

MPW:

0.38

CSWC:

-0.42

Omega Ratio

MPW:

1.04

CSWC:

0.94

Calmar Ratio

MPW:

-0.01

CSWC:

-0.38

Martin Ratio

MPW:

-0.05

CSWC:

-0.89

Ulcer Index

MPW:

21.57%

CSWC:

11.66%

Daily Std Dev

MPW:

52.77%

CSWC:

24.72%

Max Drawdown

MPW:

-84.50%

CSWC:

-69.34%

Current Drawdown

MPW:

-74.07%

CSWC:

-16.66%

Fundamentals

Market Cap

MPW:

$2.81B

CSWC:

$1.12B

EPS

MPW:

-$2.72

CSWC:

$1.47

PEG Ratio

MPW:

1.93

CSWC:

12.55

PS Ratio

MPW:

2.83

CSWC:

5.46

PB Ratio

MPW:

0.59

CSWC:

1.25

Total Revenue (TTM)

MPW:

$948.03M

CSWC:

$204.44M

Gross Profit (TTM)

MPW:

$611.44M

CSWC:

$0.00

EBITDA (TTM)

MPW:

-$692.32M

CSWC:

$0.00

Returns By Period

In the year-to-date period, MPW achieves a 18.28% return, which is significantly higher than CSWC's -2.03% return. Over the past 10 years, MPW has underperformed CSWC with an annualized return of -3.55%, while CSWC has yielded a comparatively higher 10.56% annualized return.


MPW

YTD

18.28%

1M

-16.03%

6M

10.04%

1Y

0.05%

3Y*

-30.76%

5Y*

-17.59%

10Y*

-3.55%

CSWC

YTD

-2.03%

1M

1.07%

6M

-5.81%

1Y

-8.59%

3Y*

8.72%

5Y*

21.17%

10Y*

10.56%

*Annualized

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Medical Properties Trust, Inc.

Capital Southwest Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MPW vs. CSWC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MPW
The Risk-Adjusted Performance Rank of MPW is 4848
Overall Rank
The Sharpe Ratio Rank of MPW is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of MPW is 4747
Sortino Ratio Rank
The Omega Ratio Rank of MPW is 4545
Omega Ratio Rank
The Calmar Ratio Rank of MPW is 5050
Calmar Ratio Rank
The Martin Ratio Rank of MPW is 4949
Martin Ratio Rank

CSWC
The Risk-Adjusted Performance Rank of CSWC is 2626
Overall Rank
The Sharpe Ratio Rank of CSWC is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of CSWC is 2424
Sortino Ratio Rank
The Omega Ratio Rank of CSWC is 2222
Omega Ratio Rank
The Calmar Ratio Rank of CSWC is 2626
Calmar Ratio Rank
The Martin Ratio Rank of CSWC is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MPW vs. CSWC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Medical Properties Trust, Inc. (MPW) 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 MPW Sharpe Ratio is 0.00, which is higher than the CSWC Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of MPW 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MPW vs. CSWC - Dividend Comparison

MPW's dividend yield for the trailing twelve months is around 8.46%, less than CSWC's 12.24% yield.


TTM20242023202220212020201920182017201620152014
MPW
Medical Properties Trust, Inc.
8.46%11.65%17.92%10.41%4.74%4.96%4.83%6.22%6.97%7.40%7.65%6.10%
CSWC
Capital Southwest Corporation
12.24%11.59%10.21%12.75%10.13%11.49%13.07%5.88%7.01%2.35%0.10%0.19%

Drawdowns

MPW vs. CSWC - Drawdown Comparison

The maximum MPW drawdown since its inception was -84.50%, which is greater than CSWC's maximum drawdown of -69.34%. Use the drawdown chart below to compare losses from any high point for MPW and CSWC.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MPW vs. CSWC - Volatility Comparison

Medical Properties Trust, Inc. (MPW) has a higher volatility of 11.62% compared to Capital Southwest Corporation (CSWC) at 7.30%. This indicates that MPW'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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Financials

MPW vs. CSWC - Financials Comparison

This section allows you to compare key financial metrics between Medical Properties Trust, Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-100.00M0.00100.00M200.00M300.00M400.00M20212022202320242025
223.80M
88.44M
(MPW) Total Revenue
(CSWC) Total Revenue
Values in USD except per share items