TSI vs. EVRG
TSI (TCW Strategic Income Fund Inc.) is Multisector Bonds fund managed by TCW, while EVRG (Evergy, Inc.) is a stock. Over the past 5 years, TSI returned 1.75%/yr vs 8.91%/yr for EVRG. Their 0.08 correlation means their historical movements had little consistent relationship.
Performance
TSI vs. EVRG - Performance Comparison
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Returns By Period
In the year-to-date period, TSI achieves a -7.62% return, which is significantly lower than EVRG's 16.75% return.
TSI
- 1D
- -0.68%
- 1M
- -1.60%
- 6M
- -6.32%
- YTD
- -7.62%
- 1Y
- -3.50%
- 3Y*
- 5.99%
- 5Y*
- 1.75%
- 10Y*
- 4.79%
- ALL TIME*
- 9.35%
EVRG
- 1D
- 0.27%
- 1M
- -5.56%
- 6M
- 11.42%
- YTD
- 16.75%
- 1Y
- 20.49%
- 3Y*
- 18.06%
- 5Y*
- 8.91%
- 10Y*
- —
- ALL TIME*
- 9.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EVRG Evergy, Inc. | $164.85M | $175.87M | $179.33M |
| $605.00K | $596.77K | $548.55K |
TSI vs. EVRG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TSI TCW Strategic Income Fund Inc. | -7.62% | 9.72% | 13.45% | 7.13% | -14.33% | 8.08% | 3.77% | 17.97% | 3.10% |
EVRG Evergy, Inc. | 16.75% | 22.44% | 23.41% | -13.28% | -4.89% | 27.99% | -11.67% | 18.38% | 4.43% |
Correlation
The correlation between TSI and EVRG is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2018 | 0.08 |
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Return for Risk
TSI vs. EVRG — Risk / Return Rank
TSI
EVRG
TSI vs. EVRG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Strategic Income Fund Inc. (TSI) and Evergy, Inc. (EVRG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TSI | EVRG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.35 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.21 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 2.82 | -3.24 |
| Martin ratioReturn relative to average drawdown | -0.82 | 6.94 | -7.76 |
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Drawdowns
TSI vs. EVRG - Drawdown Comparison
The maximum TSI drawdown since its inception was -60.35%, which is greater than EVRG's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for TSI and EVRG.
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Drawdown Indicators
| TSI | EVRG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.35% | -38.79% | -21.56% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -7.30% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -8.30% | -16.65% | +8.35% |
Max Drawdown (5Y)Largest decline over 5 years | -18.56% | -29.84% | +11.28% |
Max Drawdown (10Y)Largest decline over 10 years | -30.00% | — | — |
Current DrawdownCurrent decline from peak | -7.65% | -5.56% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -9.78% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 2.96% | +1.32% |
Volatility
TSI vs. EVRG - Volatility Comparison
The current volatility for TCW Strategic Income Fund Inc. (TSI) is 2.30%, while Evergy, Inc. (EVRG) has a volatility of 4.97%. This indicates that TSI experiences smaller price fluctuations and is considered to be less risky than EVRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSI | EVRG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.30% | 4.97% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 7.19% | 12.92% | -5.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.44% | 16.01% | -7.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 18.92% | -8.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.04% | 24.23% | -10.19% |
Dividends
TSI vs. EVRG - Dividend Comparison
TSI's dividend yield for the trailing twelve months is around 8.50%, more than EVRG's 3.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVRG Evergy, Inc. | 3.31% | 3.72% | 4.22% | 4.75% | 3.70% | 3.17% | 3.69% | 2.97% | 1.65% | 0.00% | 0.00% | 0.00% |
TSI TCW Strategic Income Fund Inc. | 8.50% | 6.58% | 8.00% | 7.73% | 7.00% | 6.36% | 4.83% | 7.39% | 7.07% | 5.36% | 5.21% | 4.08% |
Frequently Asked Questions
TSI and EVRG have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVRG has higher volatility (4.97%) compared to TSI (2.30%). In terms of maximum drawdown, TSI dropped -60.35% vs EVRG's -38.79%.
EVRG currently has the higher Sharpe Ratio (1.29 vs -0.42), 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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