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SOXY vs. MAIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOXY vs. MAIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Target 12™ Semiconductor Option Income ETF (SOXY) 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, SOXY achieves a 75.60% return, which is significantly higher than MAIN's -9.14% return.


SOXY

1D
-4.46%
1M
-5.55%
6M
61.64%
YTD
75.60%
1Y
109.64%
3Y*
5Y*
10Y*

MAIN

1D
-0.62%
1M
2.06%
6M
-9.98%
YTD
-9.14%
1Y
-10.19%
3Y*
17.86%
5Y*
13.40%
10Y*
13.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXY vs. MAIN - Yearly Performance Comparison


2026 (YTD)20252024
SOXY
YieldMax Target 12™ Semiconductor Option Income ETF
75.60%37.00%-0.99%
MAIN
Main Street Capital Corporation
-9.14%10.74%6.88%

Correlation

The correlation between SOXY and MAIN is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2024

0.26

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Return for Risk

SOXY vs. MAIN — Risk / Return Rank

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

SOXY
SOXY Risk / Return Rank: 9393
Overall Rank
SOXY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SOXY Sortino Ratio Rank: 8989
Sortino Ratio Rank
SOXY Omega Ratio Rank: 9090
Omega Ratio Rank
SOXY Calmar Ratio Rank: 9696
Calmar Ratio Rank
SOXY Martin Ratio Rank: 9696
Martin Ratio Rank

MAIN
MAIN Risk / Return Rank: 2727
Overall Rank
MAIN Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MAIN Sortino Ratio Rank: 2424
Sortino Ratio Rank
MAIN Omega Ratio Rank: 2424
Omega Ratio Rank
MAIN Calmar Ratio Rank: 2929
Calmar Ratio Rank
MAIN Martin Ratio Rank: 2828
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.

SOXY vs. MAIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Target 12™ Semiconductor Option Income ETF (SOXY) 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.


SOXYMAINDifference
Sharpe ratioReturn per unit of total volatility

+3.40

Sortino ratioReturn per unit of downside risk

+3.69

Omega ratioGain probability vs. loss probability

1.46

0.95

+0.51

Calmar ratioReturn relative to maximum drawdown

7.75

-0.46

+8.21

Martin ratioReturn relative to average drawdown

25.10

-0.83

+25.93

SOXY vs. MAIN - Sharpe Ratio Comparison

The current SOXY Sharpe Ratio is 2.99, which is higher than the MAIN Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of SOXY 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

SOXY vs. MAIN - Drawdown Comparison

The maximum SOXY drawdown since its inception was -30.22%, smaller than the maximum MAIN drawdown of -64.53%. Use the drawdown chart below to compare losses from any high point for SOXY and MAIN.


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Drawdown Indicators


SOXYMAINDifference

Max Drawdown

Largest peak-to-trough decline

-30.22%

-64.53%

+34.31%

Max Drawdown (1Y)

Largest decline over 1 year

-14.22%

-22.43%

+8.21%

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

-13.17%

-16.60%

+3.43%

Average Drawdown

Average peak-to-trough decline

-5.02%

-7.35%

+2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

12.32%

-7.94%

Volatility

SOXY vs. MAIN - Volatility Comparison

YieldMax Target 12™ Semiconductor Option Income ETF (SOXY) has a higher volatility of 20.75% compared to Main Street Capital Corporation (MAIN) at 4.93%. This indicates that SOXY'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


SOXYMAINDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.75%

4.93%

+15.82%

Volatility (6M)

Calculated over the trailing 6-month period

32.64%

19.82%

+12.82%

Volatility (1Y)

Calculated over the trailing 1-year period

36.97%

25.00%

+11.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.06%

21.56%

+16.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.06%

27.33%

+10.73%

Dividends

SOXY vs. MAIN - Dividend Comparison

SOXY's dividend yield for the trailing twelve months is around 8.49%, more than MAIN's 8.19% yield.


PositionTTM20252024202320222021202020192018201720162015
MAIN
Main Street Capital Corporation
8.19%7.00%7.02%8.55%7.97%5.74%6.99%6.76%8.43%7.49%7.42%9.15%
SOXY
YieldMax Target 12™ Semiconductor Option Income ETF
8.49%11.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SOXY and MAIN have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXY has higher volatility (20.75%) compared to MAIN (4.93%). In terms of maximum drawdown, SOXY dropped -30.22% vs MAIN's -64.53%.

SOXY currently has the higher Sharpe Ratio (2.99 vs -0.41), 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

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