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

Performance

NNN vs. MAIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National Retail Properties, Inc. (NNN) 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%20.00%JuneJulyAugustSeptemberOctoberNovember
7.46%
14.15%
NNN
MAIN

Returns By Period

In the year-to-date period, NNN achieves a 7.45% return, which is significantly lower than MAIN's 32.23% return. Over the past 10 years, NNN has underperformed MAIN with an annualized return of 6.45%, while MAIN has yielded a comparatively higher 13.68% annualized return.


NNN

YTD

7.45%

1M

-7.85%

6M

7.46%

1Y

18.23%

5Y (annualized)

0.58%

10Y (annualized)

6.45%

MAIN

YTD

32.23%

1M

1.40%

6M

14.15%

1Y

41.29%

5Y (annualized)

13.22%

10Y (annualized)

13.68%

Fundamentals


NNNMAIN
Market Cap$8.14B$4.68B
EPS$2.16$5.53
PE Ratio20.119.60
PEG Ratio4.922.09
Total Revenue (TTM)$867.02M$521.06M
Gross Profit (TTM)$651.12M$489.22M
EBITDA (TTM)$811.83M$571.18M

Key characteristics


NNNMAIN
Sharpe Ratio1.052.99
Sortino Ratio1.493.80
Omega Ratio1.191.57
Calmar Ratio1.014.34
Martin Ratio4.4416.67
Ulcer Index4.24%2.50%
Daily Std Dev17.93%13.91%
Max Drawdown-56.17%-64.53%
Current Drawdown-9.88%-0.19%

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Correlation

-0.50.00.51.00.3

The correlation between NNN and MAIN is 0.33, 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

NNN vs. MAIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Retail Properties, Inc. (NNN) 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 NNN, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.052.99
The chart of Sortino ratio for NNN, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.001.493.80
The chart of Omega ratio for NNN, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.57
The chart of Calmar ratio for NNN, currently valued at 1.00, compared to the broader market0.002.004.006.001.014.34
The chart of Martin ratio for NNN, currently valued at 4.44, compared to the broader market-10.000.0010.0020.0030.004.4416.67
NNN
MAIN

The current NNN Sharpe Ratio is 1.05, which is lower than the MAIN Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of NNN 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.05
2.99
NNN
MAIN

Dividends

NNN vs. MAIN - Dividend Comparison

NNN's dividend yield for the trailing twelve months is around 5.21%, less than MAIN's 7.74% yield.


TTM20232022202120202019201820172016201520142013
NNN
National Retail Properties, Inc.
5.21%5.17%4.72%4.37%5.06%3.79%4.02%4.31%4.03%4.27%4.19%5.28%
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

NNN vs. MAIN - Drawdown Comparison

The maximum NNN drawdown since its inception was -56.17%, smaller than the maximum MAIN drawdown of -64.53%. Use the drawdown chart below to compare losses from any high point for NNN and MAIN. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.88%
-0.19%
NNN
MAIN

Volatility

NNN vs. MAIN - Volatility Comparison

National Retail Properties, Inc. (NNN) has a higher volatility of 7.63% compared to Main Street Capital Corporation (MAIN) at 4.02%. This indicates that NNN'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
7.63%
4.02%
NNN
MAIN

Financials

NNN vs. MAIN - Financials Comparison

This section allows you to compare key financial metrics between National Retail Properties, 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