TCPC vs. CSWC
Compare and contrast key facts about BlackRock TCP Capital Corp. (TCPC) and Capital Southwest Corporation (CSWC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TCPC or CSWC.
Performance
TCPC vs. CSWC - Performance Comparison
Returns By Period
In the year-to-date period, TCPC achieves a -13.77% return, which is significantly lower than CSWC's 4.52% return. Over the past 10 years, TCPC has underperformed CSWC with an annualized return of 3.86%, while CSWC has yielded a comparatively higher 14.52% annualized return.
TCPC
-13.77%
8.97%
-10.27%
-13.37%
1.62%
3.86%
CSWC
4.52%
-11.11%
-4.75%
13.51%
14.74%
14.52%
Fundamentals
| TCPC | CSWC | |
|---|---|---|
| Market Cap | $766.90M | $1.10B |
| EPS | -$0.55 | $1.64 |
| PEG Ratio | 0.88 | 12.55 |
| Total Revenue (TTM) | $212.86M | $176.11M |
| Gross Profit (TTM) | $173.34M | $162.18M |
| EBITDA (TTM) | $28.06M | $159.93M |
Key characteristics
| TCPC | CSWC | |
|---|---|---|
| Sharpe Ratio | -0.56 | 0.72 |
| Sortino Ratio | -0.68 | 0.99 |
| Omega Ratio | 0.91 | 1.14 |
| Calmar Ratio | -0.42 | 0.92 |
| Martin Ratio | -0.92 | 2.47 |
| Ulcer Index | 14.04% | 5.71% |
| Daily Std Dev | 23.00% | 19.60% |
| Max Drawdown | -69.08% | -69.40% |
| Current Drawdown | -19.98% | -12.95% |
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Correlation
The correlation between TCPC 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.
Risk-Adjusted Performance
TCPC vs. CSWC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock TCP Capital Corp. (TCPC) 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
TCPC vs. CSWC - Dividend Comparison
TCPC's dividend yield for the trailing twelve months is around 15.13%, more than CSWC's 11.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCPC BlackRock TCP Capital Corp. | 15.13% | 9.53% | 9.81% | 8.88% | 11.74% | 10.25% | 11.04% | 9.42% | 8.52% | 10.34% | 9.18% | 9.12% |
CSWC Capital Southwest Corporation | 11.01% | 10.21% | 12.75% | 10.13% | 11.49% | 13.07% | 5.88% | 7.01% | 2.31% | 0.00% | 0.00% | 0.00% |
Drawdowns
TCPC vs. CSWC - Drawdown Comparison
The maximum TCPC drawdown since its inception was -69.08%, roughly equal to the maximum CSWC drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for TCPC and CSWC. For additional features, visit the drawdowns tool.
Volatility
TCPC vs. CSWC - Volatility Comparison
BlackRock TCP Capital Corp. (TCPC) has a higher volatility of 11.20% compared to Capital Southwest Corporation (CSWC) at 9.45%. This indicates that TCPC'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.
Financials
TCPC vs. CSWC - Financials Comparison
This section allows you to compare key financial metrics between BlackRock TCP 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