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TCPC vs. CSWC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TCPC and CSWC is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

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.

-10.00%-5.00%0.00%5.00%10.00%NovemberDecember2025FebruaryMarchApril
-13.50%
-10.45%
VTMSX
VIMAX

Key characteristics

Sharpe Ratio

TCPC:

-0.71

CSWC:

-0.55

Sortino Ratio

TCPC:

-0.82

CSWC:

-0.57

Omega Ratio

TCPC:

0.88

CSWC:

0.91

Calmar Ratio

TCPC:

-0.63

CSWC:

-0.56

Martin Ratio

TCPC:

-1.29

CSWC:

-1.25

Ulcer Index

TCPC:

15.09%

CSWC:

9.17%

Daily Std Dev

TCPC:

27.46%

CSWC:

20.99%

Max Drawdown

TCPC:

-69.08%

CSWC:

-69.40%

Current Drawdown

TCPC:

-31.05%

CSWC:

-20.55%

Fundamentals

Market Cap

TCPC:

$602.35M

CSWC:

$1.00B

EPS

TCPC:

-$0.79

CSWC:

$1.40

PEG Ratio

TCPC:

0.88

CSWC:

12.55

Total Revenue (TTM)

TCPC:

$109.08M

CSWC:

$142.46M

Gross Profit (TTM)

TCPC:

$107.81M

CSWC:

$139.86M

EBITDA (TTM)

TCPC:

$11.24M

CSWC:

$80.44M

Returns By Period

In the year-to-date period, TCPC achieves a -16.12% return, which is significantly lower than CSWC's -6.61% return. Over the past 10 years, TCPC has underperformed CSWC with an annualized return of 2.46%, while CSWC has yielded a comparatively higher 10.71% annualized return.


TCPC

YTD

-16.12%

1M

-9.58%

6M

-7.71%

1Y

-19.17%

5Y*

18.98%

10Y*

2.46%

CSWC

YTD

-6.61%

1M

-9.43%

6M

-17.82%

1Y

-10.49%

5Y*

30.95%

10Y*

10.71%

*Annualized

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Risk-Adjusted Performance

TCPC vs. CSWC — Risk-Adjusted Performance Rank

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

TCPC
The Risk-Adjusted Performance Rank of TCPC is 1818
Overall Rank
The Sharpe Ratio Rank of TCPC is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of TCPC is 2020
Sortino Ratio Rank
The Omega Ratio Rank of TCPC is 1717
Omega Ratio Rank
The Calmar Ratio Rank of TCPC is 1616
Calmar Ratio Rank
The Martin Ratio Rank of TCPC is 2121
Martin Ratio Rank

CSWC
The Risk-Adjusted Performance Rank of CSWC is 2323
Overall Rank
The Sharpe Ratio Rank of CSWC is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of CSWC is 2626
Sortino Ratio Rank
The Omega Ratio Rank of CSWC is 2424
Omega Ratio Rank
The Calmar Ratio Rank of CSWC is 2020
Calmar Ratio Rank
The Martin Ratio Rank of CSWC is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VTMSX, currently valued at -0.32, compared to the broader market-2.00-1.000.001.002.00
VTMSX: -0.32
VIMAX: -0.22
The chart of Sortino ratio for VTMSX, currently valued at -0.31, compared to the broader market-6.00-4.00-2.000.002.004.00
VTMSX: -0.31
VIMAX: -0.19
The chart of Omega ratio for VTMSX, currently valued at 0.96, compared to the broader market0.501.001.502.00
VTMSX: 0.96
VIMAX: 0.97
The chart of Calmar ratio for VTMSX, currently valued at -0.31, compared to the broader market0.001.002.003.004.00
VTMSX: -0.31
VIMAX: -0.20
The chart of Martin ratio for VTMSX, currently valued at -0.97, compared to the broader market-10.000.0010.0020.00
VTMSX: -0.97
VIMAX: -0.90

The current TCPC Sharpe Ratio is -0.71, which is comparable to the CSWC Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of TCPC 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.32
-0.22
VTMSX
VIMAX

Dividends

TCPC vs. CSWC - Dividend Comparison

TCPC's dividend yield for the trailing twelve months is around 17.94%, more than CSWC's 12.84% yield.


TTM20242023202220212020201920182017201620152014

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.38%
-16.96%
VTMSX
VIMAX

Volatility

TCPC vs. CSWC - Volatility Comparison

The current volatility for BlackRock TCP Capital Corp. (TCPC) is NaN%, while Capital Southwest Corporation (CSWC) has a volatility of NaN%. This indicates that TCPC 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%NovemberDecember2025FebruaryMarchApril
9.52%
9.33%
VTMSX
VIMAX

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


Values in USD except per share items

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