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FSK vs. MAIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

FSK vs. MAIN - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.88%
15.65%
FSK
MAIN

Returns By Period

In the year-to-date period, FSK achieves a 20.40% return, which is significantly lower than MAIN's 32.23% return. Over the past 10 years, FSK has underperformed MAIN with an annualized return of 5.68%, while MAIN has yielded a comparatively higher 13.68% annualized return.


FSK

YTD

20.40%

1M

3.27%

6M

14.61%

1Y

26.16%

5Y (annualized)

12.42%

10Y (annualized)

5.68%

MAIN

YTD

32.23%

1M

1.40%

6M

14.15%

1Y

41.29%

5Y (annualized)

13.22%

10Y (annualized)

13.68%

Fundamentals


FSKMAIN
Market Cap$6.02B$4.68B
EPS$1.88$5.53
PE Ratio11.439.60
Total Revenue (TTM)$1.47B$521.06M
Gross Profit (TTM)$1.17B$489.22M
EBITDA (TTM)$726.57M$571.18M

Key characteristics


FSKMAIN
Sharpe Ratio1.732.99
Sortino Ratio2.213.80
Omega Ratio1.331.57
Calmar Ratio2.304.34
Martin Ratio7.4716.67
Ulcer Index3.40%2.50%
Daily Std Dev14.69%13.91%
Max Drawdown-67.20%-64.53%
Current Drawdown-0.28%-0.19%

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Correlation

-0.50.00.51.00.5

The correlation between FSK and MAIN is 0.51, 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.

Risk-Adjusted Performance

FSK vs. MAIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FS KKR Capital Corp. (FSK) 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.


Sharpe ratio
The chart of Sharpe ratio for FSK, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.001.732.99
The chart of Sortino ratio for FSK, currently valued at 2.21, compared to the broader market-4.00-2.000.002.004.002.213.80
The chart of Omega ratio for FSK, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.57
The chart of Calmar ratio for FSK, currently valued at 2.30, compared to the broader market0.002.004.006.002.304.34
The chart of Martin ratio for FSK, currently valued at 7.47, compared to the broader market-10.000.0010.0020.0030.007.4716.67
FSK
MAIN

The current FSK Sharpe Ratio is 1.73, which is lower than the MAIN Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of FSK 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.73
2.99
FSK
MAIN

Dividends

FSK vs. MAIN - Dividend Comparison

FSK's dividend yield for the trailing twelve months is around 13.73%, more than MAIN's 7.74% yield.


TTM20232022202120202019201820172016201520142013
FSK
FS KKR Capital Corp.
13.73%15.02%15.20%11.80%15.46%12.40%16.41%11.69%8.66%9.92%8.91%0.00%
MAIN
Main Street Capital Corporation
7.74%8.70%7.97%5.74%6.99%6.76%8.43%7.02%7.42%9.15%8.72%8.18%

Drawdowns

FSK vs. MAIN - Drawdown Comparison

The maximum FSK drawdown since its inception was -67.20%, roughly equal to the maximum MAIN drawdown of -64.53%. Use the drawdown chart below to compare losses from any high point for FSK and MAIN. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.28%
-0.19%
FSK
MAIN

Volatility

FSK vs. MAIN - Volatility Comparison

FS KKR Capital Corp. (FSK) has a higher volatility of 4.26% compared to Main Street Capital Corporation (MAIN) at 4.02%. This indicates that FSK's price experiences larger fluctuations and is considered to be riskier than MAIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.26%
4.02%
FSK
MAIN

Financials

FSK vs. MAIN - Financials Comparison

This section allows you to compare key financial metrics between FS KKR Capital Corp. 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