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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 87.64% return, which is significantly higher than MAIN's -13.89% return.


SOXY

1D
-7.22%
1M
12.67%
YTD
87.64%
6M
87.31%
1Y
139.16%
3Y*
5Y*
10Y*

MAIN

1D
-0.66%
1M
1.89%
YTD
-13.89%
6M
-11.80%
1Y
-7.07%
3Y*
18.57%
5Y*
11.81%
10Y*
12.59%
*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
87.64%37.00%-0.99%
MAIN
Main Street Capital Corporation
-13.89%10.74%6.88%

Correlation

The correlation between SOXY and MAIN is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.27

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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: 9595
Overall Rank
SOXY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXY Sortino Ratio Rank: 9292
Sortino Ratio Rank
SOXY Omega Ratio Rank: 9393
Omega Ratio Rank
SOXY Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXY Martin Ratio Rank: 9696
Martin Ratio Rank

MAIN
MAIN Risk / Return Rank: 2929
Overall Rank
MAIN Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MAIN Sortino Ratio Rank: 2626
Sortino Ratio Rank
MAIN Omega Ratio Rank: 2626
Omega Ratio Rank
MAIN Calmar Ratio Rank: 3232
Calmar Ratio Rank
MAIN Martin Ratio Rank: 3131
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

+4.41

Sortino ratioReturn per unit of downside risk

+4.49

Omega ratioGain probability vs. loss probability

1.61

0.97

+0.64

Calmar ratioReturn relative to maximum drawdown

10.23

-0.32

+10.55

Martin ratioReturn relative to average drawdown

36.22

-0.61

+36.83

SOXY vs. MAIN - Sharpe Ratio Comparison

The current SOXY Sharpe Ratio is 4.12, which is higher than the MAIN Sharpe Ratio of -0.29. 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

-13.68%

-22.43%

+8.75%

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

-7.22%

-20.96%

+13.74%

Average Drawdown

Average peak-to-trough decline

-4.91%

-7.32%

+2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

11.60%

-7.74%

Volatility

SOXY vs. MAIN - Volatility Comparison

YieldMax Target 12™ Semiconductor Option Income ETF (SOXY) has a higher volatility of 20.19% compared to Main Street Capital Corporation (MAIN) at 5.99%. 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

20.19%

5.99%

+14.20%

Volatility (6M)

Calculated over the trailing 6-month period

29.34%

20.14%

+9.20%

Volatility (1Y)

Calculated over the trailing 1-year period

33.96%

24.90%

+9.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.83%

21.55%

+15.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.83%

27.32%

+9.51%

Dividends

SOXY vs. MAIN - Dividend Comparison

SOXY's dividend yield for the trailing twelve months is around 7.38%, less than MAIN's 8.58% yield.


PositionTTM20252024202320222021202020192018201720162015
MAIN
Main Street Capital Corporation
8.58%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
7.38%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 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXY has higher volatility (20.19%) compared to MAIN (5.99%). In terms of maximum drawdown, SOXY dropped -30.22% vs MAIN's -64.53%.

SOXY currently has the higher Sharpe Ratio (4.12 vs -0.29), 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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