PortfoliosLab logo
EFC vs. MAIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EFC and MAIN is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

EFC vs. MAIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ellington Financial Inc. (EFC) and Main Street Capital Corporation (MAIN). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
238.43%
930.37%
EFC
MAIN

Key characteristics

Sharpe Ratio

EFC:

1.22

MAIN:

0.96

Sortino Ratio

EFC:

1.80

MAIN:

1.38

Omega Ratio

EFC:

1.26

MAIN:

1.20

Calmar Ratio

EFC:

1.38

MAIN:

0.97

Martin Ratio

EFC:

4.97

MAIN:

3.80

Ulcer Index

EFC:

5.22%

MAIN:

5.34%

Daily Std Dev

EFC:

21.28%

MAIN:

21.28%

Max Drawdown

EFC:

-79.08%

MAIN:

-64.53%

Current Drawdown

EFC:

-8.65%

MAIN:

-12.93%

Fundamentals

Market Cap

EFC:

$1.21B

MAIN:

$4.84B

EPS

EFC:

$1.36

MAIN:

$5.85

PE Ratio

EFC:

9.40

MAIN:

9.34

PEG Ratio

EFC:

0.86

MAIN:

2.09

PS Ratio

EFC:

3.98

MAIN:

8.94

PB Ratio

EFC:

0.98

MAIN:

1.70

Total Revenue (TTM)

EFC:

$189.30M

MAIN:

$418.72M

Gross Profit (TTM)

EFC:

$153.42M

MAIN:

$389.56M

EBITDA (TTM)

EFC:

$127.02M

MAIN:

$263.54M

Returns By Period

In the year-to-date period, EFC achieves a 10.36% return, which is significantly higher than MAIN's -5.42% return. Over the past 10 years, EFC has underperformed MAIN with an annualized return of 7.30%, while MAIN has yielded a comparatively higher 14.08% annualized return.


EFC

YTD

10.36%

1M

-1.22%

6M

9.85%

1Y

26.73%

5Y*

18.66%

10Y*

7.30%

MAIN

YTD

-5.42%

1M

-6.04%

6M

8.78%

1Y

20.34%

5Y*

26.70%

10Y*

14.08%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EFC vs. MAIN — Risk-Adjusted Performance Rank

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

EFC
The Risk-Adjusted Performance Rank of EFC is 8686
Overall Rank
The Sharpe Ratio Rank of EFC is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of EFC is 8383
Sortino Ratio Rank
The Omega Ratio Rank of EFC is 8484
Omega Ratio Rank
The Calmar Ratio Rank of EFC is 8989
Calmar Ratio Rank
The Martin Ratio Rank of EFC is 8787
Martin Ratio Rank

MAIN
The Risk-Adjusted Performance Rank of MAIN is 8181
Overall Rank
The Sharpe Ratio Rank of MAIN is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of MAIN is 7676
Sortino Ratio Rank
The Omega Ratio Rank of MAIN is 7878
Omega Ratio Rank
The Calmar Ratio Rank of MAIN is 8484
Calmar Ratio Rank
The Martin Ratio Rank of MAIN is 8383
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.

EFC vs. MAIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ellington Financial Inc. (EFC) and Main Street Capital Corporation (MAIN). 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 EFC, currently valued at 1.22, compared to the broader market-2.00-1.000.001.002.003.00
EFC: 1.22
MAIN: 0.96
The chart of Sortino ratio for EFC, currently valued at 1.80, compared to the broader market-6.00-4.00-2.000.002.004.00
EFC: 1.80
MAIN: 1.38
The chart of Omega ratio for EFC, currently valued at 1.26, compared to the broader market0.501.001.502.00
EFC: 1.26
MAIN: 1.20
The chart of Calmar ratio for EFC, currently valued at 1.38, compared to the broader market0.001.002.003.004.005.00
EFC: 1.38
MAIN: 0.97
The chart of Martin ratio for EFC, currently valued at 4.97, compared to the broader market-5.000.005.0010.0015.0020.00
EFC: 4.97
MAIN: 3.80

The current EFC Sharpe Ratio is 1.22, which is comparable to the MAIN Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of EFC and MAIN, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.22
0.96
EFC
MAIN

Dividends

EFC vs. MAIN - Dividend Comparison

EFC's dividend yield for the trailing twelve months is around 12.02%, more than MAIN's 7.66% yield.


TTM20242023202220212020201920182017201620152014
EFC
Ellington Financial Inc.
12.02%13.20%14.16%14.55%9.60%8.49%9.87%10.70%12.13%12.56%14.60%15.43%
MAIN
Main Street Capital Corporation
7.66%7.02%8.55%7.97%5.74%6.99%6.76%8.43%7.02%7.42%9.15%8.72%

Drawdowns

EFC vs. MAIN - Drawdown Comparison

The maximum EFC drawdown since its inception was -79.08%, which is greater than MAIN's maximum drawdown of -64.53%. Use the drawdown chart below to compare losses from any high point for EFC and MAIN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.65%
-12.93%
EFC
MAIN

Volatility

EFC vs. MAIN - Volatility Comparison

The current volatility for Ellington Financial Inc. (EFC) is 11.92%, while Main Street Capital Corporation (MAIN) has a volatility of 13.75%. This indicates that EFC experiences smaller price fluctuations and is considered to be less risky than MAIN 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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.92%
13.75%
EFC
MAIN

Financials

EFC vs. MAIN - Financials Comparison

This section allows you to compare key financial metrics between Ellington Financial Inc. and Main Street Capital 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