MRSK vs. CSWC

Last updated Apr 1, 2026

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.

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.

MRSK vs. CSWC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
MRSK Agility Shares Managed Risk ETF	-3.97%	11.93%	14.62%	13.29%	-11.86%	20.74%	16.42%
CSWC Capital Southwest Corporation	2.75%	14.28%	2.14%	56.10%	-24.63%	57.40%	43.28%

Returns By Period

In the year-to-date period, MRSK achieves a -3.97% return, which is significantly lower than CSWC's 2.75% return.

MRSK

• 1D: 1.90%
• 1M: -4.65%
• YTD: -3.97%
• 6M: -0.45%
• 1Y: 12.10%
• 3Y*: 9.56%
• 5Y*: 7.08%
• 10Y*: —

CSWC

• 1D: 2.98%
• 1M: 2.34%
• YTD: 2.75%
• 6M: 7.32%
• 1Y: 11.41%
• 3Y*: 20.27%
• 5Y*: 11.43%
• 10Y*: 16.43%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MRSK vs. CSWC — Risk / Return Rank

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

MRSK

MRSK Risk / Return Rank: 61
MRSK Sharpe Ratio Rank: 58
MRSK Sortino Ratio Rank: 57
MRSK Omega Ratio Rank: 53
MRSK Calmar Ratio Rank: 65
MRSK Martin Ratio Rank: 71

CSWC

CSWC Risk / Return Rank: 55
CSWC Sharpe Ratio Rank: 59
CSWC Sortino Ratio Rank: 51
CSWC Omega Ratio Rank: 52
CSWC Calmar Ratio Rank: 56
CSWC Martin Ratio Rank: 59

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MRSK vs. CSWC - Risk-Adjusted Trends 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.

	MRSK	CSWC	Difference
Sharpe ratio Return per unit of total volatility	1.01	0.46	+0.54
Sortino ratio Return per unit of downside risk	1.47	0.80	+0.67
Omega ratio Gain probability vs. loss probability	1.20	1.11	+0.08
Calmar ratio Return relative to maximum drawdown	1.62	0.56	+1.06
Martin ratio Return relative to average drawdown	7.21	1.73	+5.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MRSK vs. CSWC - Sharpe Ratio Comparison

The current MRSK Sharpe Ratio is 1.01, which is higher than the CSWC Sharpe Ratio of 0.46. 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.

Sharpe Ratios by Period

	MRSK	CSWC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	0.46	+0.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.50	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	0.27	+0.57

Correlation

The correlation between MRSK and CSWC is 0.40, 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.

Dividends

MRSK vs. CSWC - Dividend Comparison

MRSK's dividend yield for the trailing twelve months is around 0.39%, less than CSWC's 11.58% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MRSK Agility Shares Managed Risk ETF	0.39%	0.37%	0.44%	0.60%	1.11%	14.20%	4.29%	0.00%	0.00%	0.00%	0.00%	0.00%
CSWC Capital Southwest Corporation	11.58%	11.56%	11.59%	10.21%	12.46%	10.13%	11.49%	13.07%	10.77%	7.01%	2.35%	0.72%

Drawdowns

MRSK vs. CSWC - Drawdown Comparison

The maximum MRSK drawdown since its inception was -14.70%, smaller than the maximum CSWC drawdown of -77.32%. Use the drawdown chart below to compare losses from any high point for MRSK and CSWC.

Drawdown Indicators

	MRSK	CSWC	Difference
Max Drawdown Largest peak-to-trough decline	-14.70%	-77.32%	+62.62%
Max Drawdown (1Y) Largest decline over 1 year	-7.82%	-19.83%	+12.01%
Max Drawdown (5Y) Largest decline over 5 years	-14.70%	-33.66%	+18.96%
Max Drawdown (10Y) Largest decline over 10 years	—	-61.15%	—
Current Drawdown Current decline from peak	-6.08%	-4.85%	-1.23%
Average Drawdown Average peak-to-trough decline	-3.64%	-26.13%	+22.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	6.47%	-4.71%

Volatility

MRSK vs. CSWC - Volatility Comparison

The current volatility for Agility Shares Managed Risk ETF (MRSK) is 4.77%, while Capital Southwest Corporation (CSWC) has a volatility of 5.89%. 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.

Volatility by Period

	MRSK	CSWC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	5.89%	-1.12%
Volatility (6M) Calculated over the trailing 6-month period	8.83%	15.11%	-6.28%
Volatility (1Y) Calculated over the trailing 1-year period	12.09%	24.80%	-12.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.64%	22.78%	-11.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.91%	27.33%	-15.42%