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TCPC vs. CSWC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TCPC vs. CSWC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock TCP Capital Corp. (TCPC) and Capital Southwest Corporation (CSWC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TCPC achieves a -24.83% return, which is significantly lower than CSWC's 11.42% return. Over the past 10 years, TCPC has underperformed CSWC with an annualized return of -1.50%, while CSWC has yielded a comparatively higher 17.26% annualized return.


TCPC

1D
-0.76%
1M
-10.71%
YTD
-24.83%
6M
-28.42%
1Y
-40.46%
3Y*
-16.27%
5Y*
-12.41%
10Y*
-1.50%

CSWC

1D
1.24%
1M
-0.37%
YTD
11.42%
6M
17.36%
1Y
30.59%
3Y*
21.53%
5Y*
9.27%
10Y*
17.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCPC vs. CSWC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TCPC
BlackRock TCP Capital Corp.
-24.83%-26.24%-12.26%3.23%5.61%30.76%-9.17%19.31%-5.59%-1.22%
CSWC
Capital Southwest Corporation
11.42%14.28%2.14%56.10%-24.63%57.40%-1.56%22.80%29.52%9.99%

Correlation

The correlation between TCPC and CSWC is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2012

0.41

Over the past year, TCPC and CSWC have become more correlated (0.64) than their long-term average of 0.41, meaning their price movements have been converging.

Fundamentals

Market Cap

TCPC:

$330.59M

CSWC:

$1.47B

EPS

TCPC:

-$1.29

CSWC:

$1.76

PS Ratio

TCPC:

5.82

CSWC:

6.83

PB Ratio

TCPC:

0.59

CSWC:

1.46

Total Revenue (TTM)

TCPC:

$57.18M

CSWC:

$222.04M

Gross Profit (TTM)

TCPC:

-$116.96M

CSWC:

$172.70M

EBITDA (TTM)

TCPC:

-$43.73M

CSWC:

$142.78M

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Return for Risk

TCPC vs. CSWC — Risk / Return Rank

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

TCPC
TCPC Risk / Return Rank: 55
Overall Rank
TCPC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
TCPC Sortino Ratio Rank: 33
Sortino Ratio Rank
TCPC Omega Ratio Rank: 44
Omega Ratio Rank
TCPC Calmar Ratio Rank: 99
Calmar Ratio Rank
TCPC Martin Ratio Rank: 66
Martin Ratio Rank

CSWC
CSWC Risk / Return Rank: 7878
Overall Rank
CSWC Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CSWC Sortino Ratio Rank: 8080
Sortino Ratio Rank
CSWC Omega Ratio Rank: 7777
Omega Ratio Rank
CSWC Calmar Ratio Rank: 7373
Calmar Ratio Rank
CSWC Martin Ratio Rank: 7878
Martin Ratio Rank
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.

TCPC vs. CSWC - Risk-Adjusted Trends 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.


TCPCCSWCDifference

Sharpe ratio

Return per unit of total volatility

-1.22

1.63

-2.86

Sortino ratio

Return per unit of downside risk

-1.75

2.36

-4.12

Omega ratio

Gain probability vs. loss probability

0.78

1.29

-0.51

Calmar ratio

Return relative to maximum drawdown

-0.81

1.87

-2.68

Martin ratio

Return relative to average drawdown

-1.44

6.08

-7.52

TCPC vs. CSWC - Sharpe Ratio Comparison

The current TCPC Sharpe Ratio is -1.22, which is lower than the CSWC Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of TCPC and CSWC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TCPCCSWCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.22

1.63

-2.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

0.41

-0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.04

0.63

-0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.39

-0.33

Drawdowns

TCPC vs. CSWC - Drawdown Comparison

The maximum TCPC drawdown since its inception was -69.08%, roughly equal to the maximum CSWC drawdown of -68.33%. Use the drawdown chart below to compare losses from any high point for TCPC and CSWC.


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Drawdown Indicators


TCPCCSWCDifference

Max Drawdown

Largest peak-to-trough decline

-69.08%

-68.33%

-0.75%

Max Drawdown (1Y)

Largest decline over 1 year

-50.21%

-15.75%

-34.46%

Max Drawdown (3Y)

Largest decline over 3 years

-58.91%

-27.74%

-31.17%

Max Drawdown (5Y)

Largest decline over 5 years

-58.91%

-33.66%

-25.25%

Max Drawdown (10Y)

Largest decline over 10 years

-69.08%

-61.15%

-7.93%

Current Drawdown

Current decline from peak

-53.17%

-2.09%

-51.08%

Average Drawdown

Average peak-to-trough decline

-9.90%

-18.37%

+8.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.15%

4.86%

+23.29%

Volatility

TCPC vs. CSWC - Volatility Comparison

BlackRock TCP Capital Corp. (TCPC) has a higher volatility of 10.36% compared to Capital Southwest Corporation (CSWC) at 5.00%. 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.


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Volatility by Period


TCPCCSWCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.36%

5.00%

+5.36%

Volatility (6M)

Calculated over the trailing 6-month period

29.46%

13.87%

+15.59%

Volatility (1Y)

Calculated over the trailing 1-year period

33.14%

18.83%

+14.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.16%

22.64%

+3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.40%

27.39%

+7.01%

Dividends

TCPC vs. CSWC - Dividend Comparison

TCPC's dividend yield for the trailing twelve months is around 25.51%, more than CSWC's 12.49% yield.


PositionTTM20252024202320222021202020192018201720162015
CSWC
Capital Southwest Corporation
12.49%11.56%11.59%10.21%12.46%10.13%11.49%13.07%10.77%7.01%2.35%216.86%
TCPC
BlackRock TCP Capital Corp.
25.51%20.48%16.76%14.64%9.81%8.88%11.74%10.25%11.04%9.42%8.52%10.34%

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.


Quarterly
Annual

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


-20.00M0.0020.00M40.00M60.00M20222023202420252026
42.58M
54.00M
(TCPC) Total Revenue
(CSWC) Total Revenue
Values in USD except per share items

TCPC vs. CSWC - Profitability Comparison

The chart below illustrates the profitability comparison between BlackRock TCP Capital Corp. and Capital Southwest Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
100.0%
Portfolio components
TCPC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BlackRock TCP Capital Corp. reported a gross profit of 0.00 and revenue of 42.58M. Therefore, the gross margin over that period was 0.0%.

CSWC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Capital Southwest Corporation reported a gross profit of 54.00M and revenue of 54.00M. Therefore, the gross margin over that period was 100.0%.

TCPC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BlackRock TCP Capital Corp. reported an operating income of 0.00 and revenue of 42.58M, resulting in an operating margin of 0.0%.

CSWC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Capital Southwest Corporation reported an operating income of 44.66M and revenue of 54.00M, resulting in an operating margin of 82.7%.

TCPC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BlackRock TCP Capital Corp. reported a net income of 0.00 and revenue of 42.58M, resulting in a net margin of 0.0%.

CSWC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Capital Southwest Corporation reported a net income of 27.48M and revenue of 54.00M, resulting in a net margin of 50.9%.


Frequently Asked Questions


TCPC and CSWC have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TCPC has higher volatility (10.36%) compared to CSWC (5.00%). In terms of maximum drawdown, TCPC dropped -69.08% vs CSWC's -68.33%.

CSWC currently has the higher Sharpe Ratio (1.63 vs -1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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