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

Performance

SLRC vs. MAIN - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.72%
15.87%
SLRC
MAIN

Returns By Period

In the year-to-date period, SLRC achieves a 17.38% return, which is significantly lower than MAIN's 32.48% return. Over the past 10 years, SLRC has underperformed MAIN with an annualized return of 8.25%, while MAIN has yielded a comparatively higher 13.63% annualized return.


SLRC

YTD

17.38%

1M

5.56%

6M

6.72%

1Y

21.75%

5Y (annualized)

5.82%

10Y (annualized)

8.25%

MAIN

YTD

32.48%

1M

2.71%

6M

15.87%

1Y

40.83%

5Y (annualized)

13.25%

10Y (annualized)

13.63%

Fundamentals


SLRCMAIN
Market Cap$896.33M$4.68B
EPS$1.77$5.53
PE Ratio9.289.60
PEG Ratio2.652.09
Total Revenue (TTM)$238.66M$521.06M
Gross Profit (TTM)$192.99M$489.22M
EBITDA (TTM)$189.18M$571.18M

Key characteristics


SLRCMAIN
Sharpe Ratio1.562.99
Sortino Ratio2.303.80
Omega Ratio1.281.57
Calmar Ratio2.114.33
Martin Ratio7.0116.64
Ulcer Index3.01%2.50%
Daily Std Dev13.52%13.91%
Max Drawdown-63.06%-64.53%
Current Drawdown-0.67%0.00%

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Correlation

-0.50.00.51.00.5

The correlation between SLRC and MAIN is 0.48, 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

SLRC vs. MAIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SLR Investment Corp. (SLRC) 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 SLRC, currently valued at 1.56, compared to the broader market-4.00-2.000.002.004.001.562.99
The chart of Sortino ratio for SLRC, currently valued at 2.30, compared to the broader market-4.00-2.000.002.004.002.303.80
The chart of Omega ratio for SLRC, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.57
The chart of Calmar ratio for SLRC, currently valued at 2.11, compared to the broader market0.002.004.006.002.114.33
The chart of Martin ratio for SLRC, currently valued at 7.01, compared to the broader market0.0010.0020.0030.007.0116.64
SLRC
MAIN

The current SLRC Sharpe Ratio is 1.56, which is lower than the MAIN Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of SLRC 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.56
2.99
SLRC
MAIN

Dividends

SLRC vs. MAIN - Dividend Comparison

SLRC's dividend yield for the trailing twelve months is around 10.05%, more than MAIN's 7.73% yield.


TTM20232022202120202019201820172016201520142013
SLRC
SLR Investment Corp.
10.05%10.93%11.81%8.90%9.37%7.95%8.55%7.92%7.68%9.74%8.88%8.87%
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

SLRC vs. MAIN - Drawdown Comparison

The maximum SLRC drawdown since its inception was -63.06%, roughly equal to the maximum MAIN drawdown of -64.53%. Use the drawdown chart below to compare losses from any high point for SLRC and MAIN. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.67%
0
SLRC
MAIN

Volatility

SLRC vs. MAIN - Volatility Comparison

SLR Investment Corp. (SLRC) has a higher volatility of 5.14% compared to Main Street Capital Corporation (MAIN) at 3.93%. This indicates that SLRC'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
5.14%
3.93%
SLRC
MAIN

Financials

SLRC vs. MAIN - Financials Comparison

This section allows you to compare key financial metrics between SLR Investment Corp. 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