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QYLE vs. MAIN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QYLE vs. MAIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and Main Street Capital Corporation (MAIN). The values are adjusted to include any dividend payments, if applicable.

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QYLE vs. MAIN - Yearly Performance Comparison


Returns By Period


QYLE

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

MAIN

1D
-1.98%
1M
-9.02%
YTD
-12.44%
6M
-14.34%
1Y
-3.34%
3Y*
18.84%
5Y*
13.74%
10Y*
13.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

QYLE vs. MAIN — Risk / Return Rank

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

QYLE

MAIN
MAIN Risk / Return Rank: 3333
Overall Rank
MAIN Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MAIN Sortino Ratio Rank: 2828
Sortino Ratio Rank
MAIN Omega Ratio Rank: 2828
Omega Ratio Rank
MAIN Calmar Ratio Rank: 3838
Calmar Ratio Rank
MAIN Martin Ratio Rank: 3838
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.

QYLE vs. MAIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 ESG Covered Call ETF (QYLE) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QYLE vs. MAIN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QYLEMAINDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

Dividends

QYLE vs. MAIN - Dividend Comparison

QYLE has not paid dividends to shareholders, while MAIN's dividend yield for the trailing twelve months is around 8.21%.


TTM20252024202320222021202020192018201720162015
QYLE
Global X NASDAQ 100 ESG Covered Call ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MAIN
Main Street Capital Corporation
8.21%7.00%7.02%8.55%7.97%5.74%6.99%6.76%8.43%7.49%7.42%9.15%

Drawdowns

QYLE vs. MAIN - Drawdown Comparison

The maximum QYLE drawdown since its inception was 0.00%, smaller than the maximum MAIN drawdown of -64.53%. Use the drawdown chart below to compare losses from any high point for QYLE and MAIN.


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Drawdown Indicators


QYLEMAINDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-64.53%

+64.53%

Max Drawdown (1Y)

Largest decline over 1 year

-20.22%

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

0.00%

-19.63%

+19.63%

Average Drawdown

Average peak-to-trough decline

0.00%

-7.20%

+7.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.51%

Volatility

QYLE vs. MAIN - Volatility Comparison


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Volatility by Period


QYLEMAINDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.39%

Volatility (6M)

Calculated over the trailing 6-month period

17.70%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

25.03%

-25.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

20.92%

-20.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

26.94%

-26.94%