Correlation Between WisdomTree and Capital Southwest

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Can any of the company-specific risk be diversified away by investing in both WisdomTree and Capital Southwest at the same time? Although using a correlation coefficient on its own may not help to predict future stock returns, this module helps to understand the diversifiable risk of combining WisdomTree and Capital Southwest into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between WisdomTree and Capital Southwest, you can compare the effects of market volatilities on WisdomTree and Capital Southwest and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in WisdomTree with a short position of Capital Southwest. Check out your portfolio center. Please also check ongoing floating volatility patterns of WisdomTree and Capital Southwest.

Diversification Opportunities for WisdomTree and Capital Southwest

0.9
  Correlation Coefficient

Almost no diversification

The 3 months correlation between WisdomTree and Capital is 0.9. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree and Capital Southwest in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Capital Southwest and WisdomTree is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on WisdomTree are associated (or correlated) with Capital Southwest. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Capital Southwest has no effect on the direction of WisdomTree i.e., WisdomTree and Capital Southwest go up and down completely randomly.

Pair Corralation between WisdomTree and Capital Southwest

Allowing for the 90-day total investment horizon WisdomTree is expected to generate 1.9 times more return on investment than Capital Southwest. However, WisdomTree is 1.9 times more volatile than Capital Southwest. It trades about 0.33 of its potential returns per unit of risk. Capital Southwest is currently generating about 0.16 per unit of risk. If you would invest  1,101  in WisdomTree on November 24, 2025 and sell it today you would earn a total of  537.00  from holding WisdomTree or generate 48.77% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Strong
Accuracy100.0%
ValuesDaily Returns

WisdomTree  vs.  Capital Southwest

 Performance 
       Timeline  
WisdomTree 

Risk-Adjusted Performance

Strong

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree are ranked lower than 26 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively weak basic indicators, WisdomTree unveiled solid returns over the last few months and may actually be approaching a breakup point.
Capital Southwest 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Capital Southwest are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of rather weak basic indicators, Capital Southwest may actually be approaching a critical reversion point that can send shares even higher in March 2026.

WisdomTree and Capital Southwest Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree and Capital Southwest

The main advantage of trading using opposite WisdomTree and Capital Southwest positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree position performs unexpectedly, Capital Southwest can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Capital Southwest will offset losses from the drop in Capital Southwest's long position.
The idea behind WisdomTree and Capital Southwest pairs trading is to make the combined position market-neutral, meaning the overall market's direction will not affect its win or loss (or potential downside or upside). This can be achieved by designing a pairs trade with two highly correlated stocks or equities that operate in a similar space or sector, making it possible to obtain profits through simple and relatively low-risk investment.
Check out your portfolio center.
Note that this page's information should be used as a complementary analysis to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.

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