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

Performance

GECC vs. MAIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great Elm Capital Corp. (GECC) 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
6.10%
15.87%
GECC
MAIN

Returns By Period

In the year-to-date period, GECC achieves a 5.45% return, which is significantly lower than MAIN's 32.48% return.


GECC

YTD

5.45%

1M

0.42%

6M

6.08%

1Y

15.84%

5Y (annualized)

-16.59%

10Y (annualized)

N/A

MAIN

YTD

32.48%

1M

2.71%

6M

15.87%

1Y

40.83%

5Y (annualized)

13.25%

10Y (annualized)

13.63%

Fundamentals


GECCMAIN
Market Cap$106.07M$4.68B
EPS$0.74$5.53
PE Ratio13.729.60
PEG Ratio0.002.09
Total Revenue (TTM)$34.04M$521.06M
Gross Profit (TTM)$27.02M$489.22M
EBITDA (TTM)$13.19M$571.18M

Key characteristics


GECCMAIN
Sharpe Ratio0.672.99
Sortino Ratio1.103.80
Omega Ratio1.141.57
Calmar Ratio0.244.33
Martin Ratio3.3816.64
Ulcer Index4.86%2.50%
Daily Std Dev24.41%13.91%
Max Drawdown-78.53%-64.53%
Current Drawdown-63.15%0.00%

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Correlation

-0.50.00.51.00.2

The correlation between GECC and MAIN is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

GECC vs. MAIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Great Elm Capital Corp. (GECC) 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 GECC, currently valued at 0.67, compared to the broader market-4.00-2.000.002.004.000.672.99
The chart of Sortino ratio for GECC, currently valued at 1.10, compared to the broader market-4.00-2.000.002.004.001.103.80
The chart of Omega ratio for GECC, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.57
The chart of Calmar ratio for GECC, currently valued at 0.24, compared to the broader market0.002.004.006.000.244.33
The chart of Martin ratio for GECC, currently valued at 3.38, compared to the broader market0.0010.0020.0030.003.3816.64
GECC
MAIN

The current GECC Sharpe Ratio is 0.67, which is lower than the MAIN Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of GECC 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
0.67
2.99
GECC
MAIN

Dividends

GECC vs. MAIN - Dividend Comparison

GECC's dividend yield for the trailing twelve months is around 14.81%, more than MAIN's 7.73% yield.


TTM20232022202120202019201820172016201520142013
GECC
Great Elm Capital Corp.
14.81%14.09%23.52%13.00%9.45%13.13%15.88%11.87%1.39%0.00%0.00%0.00%
MAIN
Main Street Capital Corporation
7.73%8.70%7.97%5.74%6.99%6.76%8.43%7.02%7.42%9.15%8.72%8.18%

Drawdowns

GECC vs. MAIN - Drawdown Comparison

The maximum GECC drawdown since its inception was -78.53%, which is greater than MAIN's maximum drawdown of -64.53%. Use the drawdown chart below to compare losses from any high point for GECC and MAIN. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-63.15%
0
GECC
MAIN

Volatility

GECC vs. MAIN - Volatility Comparison

Great Elm Capital Corp. (GECC) has a higher volatility of 6.30% compared to Main Street Capital Corporation (MAIN) at 3.93%. This indicates that GECC'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%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.30%
3.93%
GECC
MAIN

Financials

GECC vs. MAIN - Financials Comparison

This section allows you to compare key financial metrics between Great Elm 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