MRSK vs. CSWC
Compare and contrast key facts about Agility Shares Managed Risk ETF (MRSK) and Capital Southwest Corporation (CSWC).
MRSK is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRSK or CSWC.
Key characteristics
| MRSK | CSWC | |
|---|---|---|
| YTD Return | 16.20% | 4.25% |
| 1Y Return | 24.42% | 17.51% |
| 3Y Return (Ann) | 5.70% | 5.94% |
| Sharpe Ratio | 2.03 | 0.81 |
| Sortino Ratio | 2.65 | 1.10 |
| Omega Ratio | 1.42 | 1.16 |
| Calmar Ratio | 2.50 | 1.05 |
| Martin Ratio | 10.93 | 3.13 |
| Ulcer Index | 2.16% | 5.14% |
| Daily Std Dev | 11.58% | 19.77% |
| Max Drawdown | -14.70% | -69.40% |
| Current Drawdown | 0.00% | -13.18% |
Correlation
The correlation between MRSK and CSWC is 0.38, 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
MRSK vs. CSWC - Performance Comparison
In the year-to-date period, MRSK achieves a 16.20% return, which is significantly higher than CSWC's 4.25% 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
MRSK vs. CSWC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Agility Shares Managed Risk ETF (MRSK) 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.
Dividends
MRSK vs. CSWC - Dividend Comparison
MRSK's dividend yield for the trailing twelve months is around 0.52%, less than CSWC's 11.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
MRSK Agility Shares Managed Risk ETF | 0.52% | 0.60% | 1.11% | 14.20% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% |
CSWC Capital Southwest Corporation | 11.04% | 10.21% | 12.75% | 10.13% | 11.49% | 13.07% | 5.88% | 7.01% | 2.31% |
Drawdowns
MRSK vs. CSWC - Drawdown Comparison
The maximum MRSK drawdown since its inception was -14.70%, smaller than the maximum CSWC drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for MRSK and CSWC. For additional features, visit the drawdowns tool.
Volatility
MRSK vs. CSWC - Volatility Comparison
The current volatility for Agility Shares Managed Risk ETF (MRSK) is 3.35%, while Capital Southwest Corporation (CSWC) has a volatility of 9.59%. This indicates that MRSK experiences smaller price fluctuations and is considered to be less risky than CSWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.