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

Correlation

The correlation between TPVG and MAIN is 0.46, 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.


-0.50.00.51.00.5

Performance

TPVG vs. MAIN - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
70.49%
285.21%
TPVG
MAIN

Key characteristics

Sharpe Ratio

TPVG:

-0.61

MAIN:

3.13

Sortino Ratio

TPVG:

-0.70

MAIN:

3.97

Omega Ratio

TPVG:

0.90

MAIN:

1.60

Calmar Ratio

TPVG:

-0.40

MAIN:

4.59

Martin Ratio

TPVG:

-0.92

MAIN:

17.63

Ulcer Index

TPVG:

20.97%

MAIN:

2.50%

Daily Std Dev

TPVG:

31.40%

MAIN:

14.07%

Max Drawdown

TPVG:

-81.78%

MAIN:

-64.53%

Current Drawdown

TPVG:

-40.86%

MAIN:

0.00%

Fundamentals

Market Cap

TPVG:

$282.35M

MAIN:

$4.90B

EPS

TPVG:

$0.20

MAIN:

$5.53

PE Ratio

TPVG:

35.25

MAIN:

10.06

PEG Ratio

TPVG:

2.69

MAIN:

2.09

Total Revenue (TTM)

TPVG:

$30.35M

MAIN:

$521.06M

Gross Profit (TTM)

TPVG:

$15.89M

MAIN:

$489.22M

EBITDA (TTM)

TPVG:

$25.61M

MAIN:

$571.18M

Returns By Period

In the year-to-date period, TPVG achieves a -21.74% return, which is significantly lower than MAIN's 41.90% return. Over the past 10 years, TPVG has underperformed MAIN with an annualized return of 5.24%, while MAIN has yielded a comparatively higher 15.23% annualized return.


TPVG

YTD

-21.74%

1M

-6.72%

6M

-5.80%

1Y

-19.74%

5Y*

-0.33%

10Y*

5.24%

MAIN

YTD

41.90%

1M

7.31%

6M

19.41%

1Y

42.99%

5Y*

14.01%

10Y*

15.23%

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Risk-Adjusted Performance

TPVG vs. MAIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TriplePoint Venture Growth BDC Corp. (TPVG) 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 TPVG, currently valued at -0.61, compared to the broader market-4.00-2.000.002.00-0.613.13
The chart of Sortino ratio for TPVG, currently valued at -0.70, compared to the broader market-4.00-2.000.002.004.00-0.703.97
The chart of Omega ratio for TPVG, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.60
The chart of Calmar ratio for TPVG, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.404.59
The chart of Martin ratio for TPVG, currently valued at -0.92, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.9217.63
TPVG
MAIN

The current TPVG Sharpe Ratio is -0.61, which is lower than the MAIN Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of TPVG 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.61
3.13
TPVG
MAIN

Dividends

TPVG vs. MAIN - Dividend Comparison

TPVG's dividend yield for the trailing twelve months is around 19.39%, more than MAIN's 7.34% yield.


TTM20232022202120202019201820172016201520142013
TPVG
TriplePoint Venture Growth BDC Corp.
19.39%14.73%14.86%8.02%11.81%10.13%14.14%11.35%12.22%12.04%8.22%0.00%
MAIN
Main Street Capital Corporation
7.34%8.70%7.97%5.74%6.99%6.76%8.43%7.02%7.42%9.15%8.72%8.18%

Drawdowns

TPVG vs. MAIN - Drawdown Comparison

The maximum TPVG drawdown since its inception was -81.78%, which is greater than MAIN's maximum drawdown of -64.53%. Use the drawdown chart below to compare losses from any high point for TPVG and MAIN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-40.86%
0
TPVG
MAIN

Volatility

TPVG vs. MAIN - Volatility Comparison

TriplePoint Venture Growth BDC Corp. (TPVG) has a higher volatility of 12.74% compared to Main Street Capital Corporation (MAIN) at 3.09%. This indicates that TPVG'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%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
12.74%
3.09%
TPVG
MAIN

Financials

TPVG vs. MAIN - Financials Comparison

This section allows you to compare key financial metrics between TriplePoint Venture Growth BDC 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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