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

Performance

OCSL vs. MAIN - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-13.64%
14.20%
OCSL
MAIN

Returns By Period

In the year-to-date period, OCSL achieves a -16.56% return, which is significantly lower than MAIN's 32.48% return. Over the past 10 years, OCSL has underperformed MAIN with an annualized return of 4.38%, while MAIN has yielded a comparatively higher 13.63% annualized return.


OCSL

YTD

-16.56%

1M

-4.19%

6M

-12.59%

1Y

-11.90%

5Y (annualized)

10.37%

10Y (annualized)

4.38%

MAIN

YTD

32.48%

1M

2.71%

6M

15.87%

1Y

40.83%

5Y (annualized)

13.25%

10Y (annualized)

13.63%

Fundamentals


OCSLMAIN
Market Cap$1.29B$4.68B
EPS$0.72$5.53
PE Ratio21.789.60
PEG Ratio0.932.09
Total Revenue (TTM)$124.77M$521.06M
Gross Profit (TTM)$169.67M$489.22M
EBITDA (TTM)$41.75M$571.18M

Key characteristics


OCSLMAIN
Sharpe Ratio-0.652.99
Sortino Ratio-0.713.80
Omega Ratio0.891.57
Calmar Ratio-0.494.33
Martin Ratio-0.9616.64
Ulcer Index11.66%2.50%
Daily Std Dev17.29%13.91%
Max Drawdown-60.04%-64.53%
Current Drawdown-20.89%0.00%

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Correlation

-0.50.00.51.00.4

The correlation between OCSL and MAIN is 0.44, 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

OCSL vs. MAIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oaktree Specialty Lending Corporation (OCSL) 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 OCSL, currently valued at -0.65, compared to the broader market-4.00-2.000.002.004.00-0.652.99
The chart of Sortino ratio for OCSL, currently valued at -0.71, compared to the broader market-4.00-2.000.002.004.00-0.713.80
The chart of Omega ratio for OCSL, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.57
The chart of Calmar ratio for OCSL, currently valued at -0.49, compared to the broader market0.002.004.006.00-0.494.33
The chart of Martin ratio for OCSL, currently valued at -0.96, compared to the broader market0.0010.0020.0030.00-0.9616.64
OCSL
MAIN

The current OCSL Sharpe Ratio is -0.65, which is lower than the MAIN Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of OCSL 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.65
2.99
OCSL
MAIN

Dividends

OCSL vs. MAIN - Dividend Comparison

OCSL's dividend yield for the trailing twelve months is around 14.59%, more than MAIN's 7.73% yield.


TTM20232022202120202019201820172016201520142013
OCSL
Oaktree Specialty Lending Corporation
14.59%11.12%11.86%7.37%7.27%6.96%8.75%8.38%13.41%10.85%12.88%11.96%
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

OCSL vs. MAIN - Drawdown Comparison

The maximum OCSL drawdown since its inception was -60.04%, smaller than the maximum MAIN drawdown of -64.53%. Use the drawdown chart below to compare losses from any high point for OCSL and MAIN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-20.89%
0
OCSL
MAIN

Volatility

OCSL vs. MAIN - Volatility Comparison

Oaktree Specialty Lending Corporation (OCSL) has a higher volatility of 5.83% compared to Main Street Capital Corporation (MAIN) at 3.93%. This indicates that OCSL'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
5.83%
3.93%
OCSL
MAIN

Financials

OCSL vs. MAIN - Financials Comparison

This section allows you to compare key financial metrics between Oaktree Specialty Lending Corporation 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