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MRSK vs. CSWC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.4

Performance

MRSK vs. CSWC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agility Shares Managed Risk ETF (MRSK) and Capital Southwest Corporation (CSWC). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
56.12%
162.16%
MRSK
CSWC

Key characteristics

Sharpe Ratio

MRSK:

1.44

CSWC:

0.04

Sortino Ratio

MRSK:

1.90

CSWC:

0.17

Omega Ratio

MRSK:

1.29

CSWC:

1.02

Calmar Ratio

MRSK:

2.20

CSWC:

0.04

Martin Ratio

MRSK:

7.66

CSWC:

0.10

Ulcer Index

MRSK:

2.18%

CSWC:

6.95%

Daily Std Dev

MRSK:

11.61%

CSWC:

19.68%

Max Drawdown

MRSK:

-14.70%

CSWC:

-69.40%

Current Drawdown

MRSK:

-1.93%

CSWC:

-17.94%

Returns By Period

In the year-to-date period, MRSK achieves a 15.82% return, which is significantly higher than CSWC's -1.46% return.


MRSK

YTD

15.82%

1M

0.57%

6M

5.19%

1Y

15.64%

5Y*

N/A

10Y*

N/A

CSWC

YTD

-1.46%

1M

-5.81%

6M

-11.03%

1Y

0.27%

5Y*

12.36%

10Y*

12.99%

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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.


Sharpe ratio
The chart of Sharpe ratio for MRSK, currently valued at 1.44, compared to the broader market0.002.004.001.440.04
The chart of Sortino ratio for MRSK, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.0010.001.900.17
The chart of Omega ratio for MRSK, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.02
The chart of Calmar ratio for MRSK, currently valued at 2.20, compared to the broader market0.005.0010.0015.002.200.04
The chart of Martin ratio for MRSK, currently valued at 7.66, compared to the broader market0.0020.0040.0060.0080.00100.007.660.10
MRSK
CSWC

The current MRSK Sharpe Ratio is 1.44, which is higher than the CSWC Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of MRSK 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.44
0.04
MRSK
CSWC

Dividends

MRSK vs. CSWC - Dividend Comparison

MRSK's dividend yield for the trailing twelve months is around 0.44%, less than CSWC's 12.02% yield.


TTM20232022202120202019201820172016
MRSK
Agility Shares Managed Risk ETF
0.44%0.60%1.11%14.20%0.27%0.00%0.00%0.00%0.00%
CSWC
Capital Southwest Corporation
12.02%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.93%
-17.94%
MRSK
CSWC

Volatility

MRSK vs. CSWC - Volatility Comparison

The current volatility for Agility Shares Managed Risk ETF (MRSK) is 2.74%, while Capital Southwest Corporation (CSWC) has a volatility of 3.97%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.74%
3.97%
MRSK
CSWC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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