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

Correlation

The correlation between RWT and MAIN is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

RWT vs. MAIN - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
-25.57%
1,487.51%
RWT
MAIN

Key characteristics

Sharpe Ratio

RWT:

0.42

MAIN:

0.96

Sortino Ratio

RWT:

0.88

MAIN:

1.38

Omega Ratio

RWT:

1.11

MAIN:

1.20

Calmar Ratio

RWT:

0.21

MAIN:

0.97

Martin Ratio

RWT:

1.14

MAIN:

3.80

Ulcer Index

RWT:

12.00%

MAIN:

5.34%

Daily Std Dev

RWT:

32.25%

MAIN:

21.28%

Max Drawdown

RWT:

-88.91%

MAIN:

-64.53%

Current Drawdown

RWT:

-58.44%

MAIN:

-12.93%

Fundamentals

Market Cap

RWT:

$799.23M

MAIN:

$4.84B

EPS

RWT:

$0.32

MAIN:

$5.85

PE Ratio

RWT:

18.78

MAIN:

9.34

PEG Ratio

RWT:

1.39

MAIN:

2.09

PS Ratio

RWT:

3.30

MAIN:

8.94

PB Ratio

RWT:

0.70

MAIN:

1.70

Total Revenue (TTM)

RWT:

$328.12M

MAIN:

$418.72M

Gross Profit (TTM)

RWT:

$340.02M

MAIN:

$389.56M

EBITDA (TTM)

RWT:

$253.65M

MAIN:

$263.54M

Returns By Period

The year-to-date returns for both stocks are quite close, with RWT having a -5.26% return and MAIN slightly lower at -5.42%. Over the past 10 years, RWT has underperformed MAIN with an annualized return of -2.41%, while MAIN has yielded a comparatively higher 14.08% annualized return.


RWT

YTD

-5.26%

1M

-1.96%

6M

-15.48%

1Y

17.44%

5Y*

25.01%

10Y*

-2.41%

MAIN

YTD

-5.42%

1M

-6.04%

6M

8.78%

1Y

20.34%

5Y*

26.70%

10Y*

14.08%

*Annualized

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Risk-Adjusted Performance

RWT vs. MAIN — Risk-Adjusted Performance Rank

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

RWT
The Risk-Adjusted Performance Rank of RWT is 6464
Overall Rank
The Sharpe Ratio Rank of RWT is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of RWT is 6363
Sortino Ratio Rank
The Omega Ratio Rank of RWT is 6161
Omega Ratio Rank
The Calmar Ratio Rank of RWT is 6363
Calmar Ratio Rank
The Martin Ratio Rank of RWT is 6666
Martin Ratio Rank

MAIN
The Risk-Adjusted Performance Rank of MAIN is 8181
Overall Rank
The Sharpe Ratio Rank of MAIN is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of MAIN is 7676
Sortino Ratio Rank
The Omega Ratio Rank of MAIN is 7878
Omega Ratio Rank
The Calmar Ratio Rank of MAIN is 8484
Calmar Ratio Rank
The Martin Ratio Rank of MAIN is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RWT vs. MAIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Redwood Trust, Inc. (RWT) 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.


The chart of Sharpe ratio for RWT, currently valued at 0.42, compared to the broader market-2.00-1.000.001.002.003.00
RWT: 0.42
MAIN: 0.96
The chart of Sortino ratio for RWT, currently valued at 0.88, compared to the broader market-6.00-4.00-2.000.002.004.00
RWT: 0.88
MAIN: 1.38
The chart of Omega ratio for RWT, currently valued at 1.11, compared to the broader market0.501.001.502.00
RWT: 1.11
MAIN: 1.20
The chart of Calmar ratio for RWT, currently valued at 0.24, compared to the broader market0.001.002.003.004.005.00
RWT: 0.24
MAIN: 0.97
The chart of Martin ratio for RWT, currently valued at 1.14, compared to the broader market-5.000.005.0010.0015.0020.00
RWT: 1.14
MAIN: 3.80

The current RWT Sharpe Ratio is 0.42, which is lower than the MAIN Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of RWT 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.42
0.96
RWT
MAIN

Dividends

RWT vs. MAIN - Dividend Comparison

RWT's dividend yield for the trailing twelve months is around 11.48%, more than MAIN's 7.66% yield.


TTM20242023202220212020201920182017201620152014
RWT
Redwood Trust, Inc.
11.48%10.26%9.58%13.61%5.91%8.26%7.26%7.83%7.56%7.36%8.48%5.69%
MAIN
Main Street Capital Corporation
7.66%7.02%8.55%7.97%5.74%6.99%6.76%8.43%7.02%7.42%9.15%8.72%

Drawdowns

RWT vs. MAIN - Drawdown Comparison

The maximum RWT drawdown since its inception was -88.91%, which is greater than MAIN's maximum drawdown of -64.53%. Use the drawdown chart below to compare losses from any high point for RWT and MAIN. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-47.25%
-12.93%
RWT
MAIN

Volatility

RWT vs. MAIN - Volatility Comparison

Redwood Trust, Inc. (RWT) has a higher volatility of 18.73% compared to Main Street Capital Corporation (MAIN) at 13.75%. This indicates that RWT'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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.73%
13.75%
RWT
MAIN

Financials

RWT vs. MAIN - Financials Comparison

This section allows you to compare key financial metrics between Redwood Trust, 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