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SHLD vs. MAIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHLD vs. MAIN - Performance Comparison

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

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Returns By Period

In the year-to-date period, SHLD achieves a -1.50% return, which is significantly higher than MAIN's -10.97% return.


SHLD

1D
-2.04%
1M
-0.44%
YTD
-1.50%
6M
-1.03%
1Y
8.26%
3Y*
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHLD vs. MAIN - Yearly Performance Comparison


2026 (YTD)202520242023
SHLD
Global X Defense Tech ETF
-1.50%74.16%35.03%12.89%
MAIN
Main Street Capital Corporation
-10.97%10.74%47.30%9.63%

Correlation

The correlation between SHLD and MAIN is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

0.33

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Return for Risk

SHLD vs. MAIN — Risk / Return Rank

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

SHLD
SHLD Risk / Return Rank: 1616
Overall Rank
SHLD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 1717
Sortino Ratio Rank
SHLD Omega Ratio Rank: 1616
Omega Ratio Rank
SHLD Calmar Ratio Rank: 1616
Calmar Ratio Rank
SHLD Martin Ratio Rank: 1616
Martin Ratio Rank

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
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.

SHLD vs. MAIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Defense Tech ETF (SHLD) 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.

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.


SHLDMAINDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.09

0.99

+0.10

Calmar ratioReturn relative to maximum drawdown

0.52

-0.18

+0.70

Martin ratioReturn relative to average drawdown

1.28

-0.35

+1.64

SHLD vs. MAIN - Sharpe Ratio Comparison

The current SHLD Sharpe Ratio is 0.43, which is higher than the MAIN Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of SHLD and MAIN, 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

SHLD vs. MAIN - Drawdown Comparison

The maximum SHLD drawdown since its inception was -20.10%, smaller than the maximum MAIN drawdown of -64.53%. Use the drawdown chart below to compare losses from any high point for SHLD and MAIN.


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Drawdown Indicators


SHLDMAINDifference

Max Drawdown

Largest peak-to-trough decline

-20.10%

-64.53%

+44.43%

Max Drawdown (1Y)

Largest decline over 1 year

-20.10%

-22.43%

+2.33%

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

-18.20%

-18.28%

+0.08%

Average Drawdown

Average peak-to-trough decline

-3.34%

-7.31%

+3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.12%

11.18%

-3.06%

Volatility

SHLD vs. MAIN - Volatility Comparison

Global X Defense Tech ETF (SHLD) has a higher volatility of 9.05% compared to Main Street Capital Corporation (MAIN) at 5.82%. This indicates that SHLD'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.


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Volatility by Period


SHLDMAINDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

5.82%

+3.23%

Volatility (6M)

Calculated over the trailing 6-month period

19.94%

20.12%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

24.55%

24.84%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.29%

21.57%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.29%

27.30%

-6.01%

Dividends

SHLD vs. MAIN - Dividend Comparison

SHLD's dividend yield for the trailing twelve months is around 0.56%, less than MAIN's 8.25% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SHLD
Global X Defense Tech ETF
0.56%0.55%0.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SHLD and MAIN have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHLD has higher volatility (9.05%) compared to MAIN (5.82%). In terms of maximum drawdown, SHLD dropped -20.10% vs MAIN's -64.53%.

SHLD currently has the higher Sharpe Ratio (0.43 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.

Portfolio Optimizer

Find the right allocation for SHLD and MAIN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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