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BNP.DE vs. OMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BNP.DE vs. OMF - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas SA (BNP.DE) and OneMain Holdings, Inc. (OMF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BNP.DE is traded in EUR, while OMF is traded in USD. To make them comparable, the OMF values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, BNP.DE achieves a 27.24% return, which is significantly higher than OMF's -4.15% return. Over the past 10 years, BNP.DE has underperformed OMF with an annualized return of 15.53%, while OMF has yielded a comparatively higher 19.08% annualized return.


BNP.DE

1D
-0.79%
1M
7.86%
YTD
27.24%
6M
28.75%
1Y
39.18%
3Y*
27.97%
5Y*
22.06%
10Y*
15.53%

OMF

1D
0.00%
1M
11.87%
YTD
-4.15%
6M
-5.43%
1Y
18.19%
3Y*
19.20%
5Y*
10.94%
10Y*
19.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNP.DE vs. OMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNP.DE
BNP Paribas SA
27.24%51.68%0.14%25.22%-5.20%43.70%-18.15%44.71%-33.28%8.28%
OMF
OneMain Holdings, Inc.
-1.34%23.18%22.74%58.15%-22.69%32.80%23.44%92.62%-2.15%2.96%

Correlation

The correlation between BNP.DE and OMF is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Nov 27, 2015

0.33

Over the past year, the correlation between BNP.DE and OMF has dropped to 0.12 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

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Return for Risk

BNP.DE vs. OMF — Risk / Return Rank

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

BNP.DE
BNP.DE Risk / Return Rank: 7878
Overall Rank
BNP.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BNP.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
BNP.DE Omega Ratio Rank: 7777
Omega Ratio Rank
BNP.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
BNP.DE Martin Ratio Rank: 7878
Martin Ratio Rank

OMF
OMF Risk / Return Rank: 5959
Overall Rank
OMF Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
OMF Sortino Ratio Rank: 5858
Sortino Ratio Rank
OMF Omega Ratio Rank: 5757
Omega Ratio Rank
OMF Calmar Ratio Rank: 5858
Calmar Ratio Rank
OMF Martin Ratio Rank: 5858
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.

BNP.DE vs. OMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas SA (BNP.DE) and OneMain Holdings, Inc. (OMF). 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.


BNP.DEOMFDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.26

1.13

+0.13

Calmar ratioReturn relative to maximum drawdown

1.99

0.64

+1.35

Martin ratioReturn relative to average drawdown

5.09

1.36

+3.74

BNP.DE vs. OMF - Sharpe Ratio Comparison

The current BNP.DE Sharpe Ratio is 1.40, which is higher than the OMF Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of BNP.DE and OMF, 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

BNP.DE vs. OMF - Drawdown Comparison

The maximum BNP.DE drawdown since its inception was -77.21%, which is greater than OMF's maximum drawdown of -69.03%. Use the drawdown chart below to compare losses from any high point for BNP.DE and OMF.


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Drawdown Indicators


BNP.DEOMFDifference

Max Drawdown

Largest peak-to-trough decline

-77.21%

-69.03%

-8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-19.63%

-28.56%

+8.93%

Max Drawdown (3Y)

Largest decline over 3 years

-21.74%

-33.19%

+11.45%

Max Drawdown (5Y)

Largest decline over 5 years

-34.15%

-37.14%

+2.99%

Max Drawdown (10Y)

Largest decline over 10 years

-59.32%

-69.03%

+9.71%

Current Drawdown

Current decline from peak

-2.41%

-9.72%

+7.31%

Average Drawdown

Average peak-to-trough decline

-25.02%

-25.18%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.67%

13.43%

-5.76%

Volatility

BNP.DE vs. OMF - Volatility Comparison

The current volatility for BNP Paribas SA (BNP.DE) is 6.88%, while OneMain Holdings, Inc. (OMF) has a volatility of 7.76%. This indicates that BNP.DE experiences smaller price fluctuations and is considered to be less risky than OMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNP.DEOMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

7.76%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

20.89%

21.36%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

27.90%

28.89%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.54%

35.09%

-6.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.10%

45.80%

-14.70%

Dividends

BNP.DE vs. OMF - Dividend Comparison

BNP.DE's dividend yield for the trailing twelve months is around 5.14%, less than OMF's 6.72% yield.


PositionTTM20252024202320222021202020192018201720162015
BNP.DE
BNP Paribas SA
5.14%9.08%7.80%6.21%6.84%2.55%0.00%5.69%7.67%4.33%3.85%2.84%
OMF
OneMain Holdings, Inc.
6.72%6.17%7.90%8.13%11.41%19.08%12.33%7.12%0.00%0.00%0.00%0.00%

Financials

BNP.DE vs. OMF - Financials Comparison

This section allows you to compare key financial metrics between BNP Paribas SA and OneMain Holdings, Inc.. 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


Please note, different currencies. BNP.DE values in EUR, OMF values in USD

Frequently Asked Questions


BNP.DE and OMF have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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