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MAIN vs. CNEQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAIN vs. CNEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Main Street Capital Corporation (MAIN) and Alger Concentrated Equity ETF (CNEQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MAIN achieves a -10.97% return, which is significantly lower than CNEQ's 13.44% return.


MAIN

1D
0.54%
1M
3.14%
YTD
-10.97%
6M
-12.92%
1Y
-3.16%
3Y*
18.74%
5Y*
12.76%
10Y*
13.19%

CNEQ

1D
0.41%
1M
-2.01%
YTD
13.44%
6M
14.69%
1Y
40.95%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAIN vs. CNEQ - Yearly Performance Comparison


2026 (YTD)20252024
MAIN
Main Street Capital Corporation
-10.97%10.74%32.43%
CNEQ
Alger Concentrated Equity ETF
13.44%33.61%29.82%

Correlation

The correlation between MAIN and CNEQ is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2024

0.32

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Return for Risk

MAIN vs. CNEQ — Risk / Return Rank

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

MAIN
MAIN Risk / Return Rank: 3434
Overall Rank
MAIN Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MAIN Sortino Ratio Rank: 3131
Sortino Ratio Rank
MAIN Omega Ratio Rank: 3131
Omega Ratio Rank
MAIN Calmar Ratio Rank: 3838
Calmar Ratio Rank
MAIN Martin Ratio Rank: 3737
Martin Ratio Rank

CNEQ
CNEQ Risk / Return Rank: 5050
Overall Rank
CNEQ Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
CNEQ Sortino Ratio Rank: 5151
Sortino Ratio Rank
CNEQ Omega Ratio Rank: 5353
Omega Ratio Rank
CNEQ Calmar Ratio Rank: 4646
Calmar Ratio Rank
CNEQ Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MAIN vs. CNEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Main Street Capital Corporation (MAIN) and Alger Concentrated Equity ETF (CNEQ). 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.


MAINCNEQDifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-2.27

Omega ratioGain probability vs. loss probability

0.99

1.29

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.18

2.04

-2.21

Martin ratioReturn relative to average drawdown

-0.35

6.33

-6.69

MAIN vs. CNEQ - Sharpe Ratio Comparison

The current MAIN Sharpe Ratio is -0.16, which is lower than the CNEQ Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of MAIN and CNEQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MAIN vs. CNEQ - Drawdown Comparison

The maximum MAIN drawdown since its inception was -64.53%, which is greater than CNEQ's maximum drawdown of -27.58%. Use the drawdown chart below to compare losses from any high point for MAIN and CNEQ.


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Drawdown Indicators


MAINCNEQDifference

Max Drawdown

Largest peak-to-trough decline

-64.53%

-27.58%

-36.95%

Max Drawdown (1Y)

Largest decline over 1 year

-22.43%

-19.30%

-3.13%

Max Drawdown (3Y)

Largest decline over 3 years

-22.43%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

Max Drawdown (10Y)

Largest decline over 10 years

-64.53%

Current Drawdown

Current decline from peak

-18.28%

-6.11%

-12.17%

Average Drawdown

Average peak-to-trough decline

-7.31%

-4.89%

-2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.18%

6.20%

+4.98%

Volatility

MAIN vs. CNEQ - Volatility Comparison

The current volatility for Main Street Capital Corporation (MAIN) is 5.82%, while Alger Concentrated Equity ETF (CNEQ) has a volatility of 8.66%. This indicates that MAIN experiences smaller price fluctuations and is considered to be less risky than CNEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAINCNEQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

8.66%

-2.84%

Volatility (6M)

Calculated over the trailing 6-month period

20.12%

18.32%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

24.84%

23.32%

+1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.57%

26.77%

-5.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.30%

26.77%

+0.53%

Dividends

MAIN vs. CNEQ - Dividend Comparison

MAIN's dividend yield for the trailing twelve months is around 8.25%, more than CNEQ's 0.46% yield.


PositionTTM20252024202320222021202020192018201720162015
CNEQ
Alger Concentrated Equity ETF
0.46%0.52%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MAIN
Main Street Capital Corporation
8.25%7.00%7.02%8.55%7.97%5.74%6.99%6.76%8.43%7.49%7.42%9.15%

Frequently Asked Questions


MAIN and CNEQ have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CNEQ has higher volatility (8.66%) compared to MAIN (5.82%). In terms of maximum drawdown, MAIN dropped -64.53% vs CNEQ's -27.58%.

CNEQ currently has the higher Sharpe Ratio (1.69 vs -0.16), 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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