BX vs. OMF
BX (Blackstone Inc.) and OMF (OneMain Holdings, Inc.) are both stocks. Both are in the Financial Services sector — BX in Asset Management, OMF in Credit Services. Over the past 10 years, BX returned 22.04%/yr vs 19.71%/yr for OMF. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
BX vs. OMF - Performance Comparison
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Returns By Period
In the year-to-date period, BX achieves a -23.91% return, which is significantly lower than OMF's -4.17% return. Over the past 10 years, BX has outperformed OMF with an annualized return of 22.04%, while OMF has yielded a comparatively lower 19.71% annualized return.
BX
- 1D
- -0.45%
- 1M
- -1.79%
- YTD
- -23.91%
- 6M
- -24.39%
- 1Y
- -21.21%
- 3Y*
- 10.68%
- 5Y*
- 7.00%
- 10Y*
- 22.04%
OMF
- 1D
- 3.16%
- 1M
- 12.73%
- YTD
- -4.17%
- 6M
- -5.66%
- 1Y
- 18.48%
- 3Y*
- 22.17%
- 5Y*
- 10.72%
- 10Y*
- 19.71%
BX vs. OMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BX Blackstone Inc. | -23.91% | -7.84% | 35.07% | 82.75% | -40.01% | 107.11% | 19.78% | 96.33% | 0.10% | 27.34% |
OMF OneMain Holdings, Inc. | -4.17% | 39.77% | 15.14% | 63.03% | -27.20% | 23.56% | 34.53% | 88.37% | -6.54% | 17.39% |
Correlation
The correlation between BX and OMF is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2015 | 0.51 |
The correlation between BX and OMF has been stable across timeframes, ranging from 0.50 to 0.56 - a consistent structural relationship.
Fundamentals
BX:
$90.02B
OMF:
$7.31B
BX:
$3.90
OMF:
$6.73
BX:
29.43
OMF:
9.27
BX:
6.00
OMF:
1.49
BX:
10.75
OMF:
2.17
BX:
$14.99B
OMF:
$4.94B
BX:
$13.12B
OMF:
$2.20B
BX:
$7.37B
OMF:
$943.00M
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Return for Risk
BX vs. OMF — Risk / Return Rank
BX
OMF
BX vs. OMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackstone Inc. (BX) 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.
| BX | OMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.13 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 0.63 | -1.10 |
| Martin ratioReturn relative to average drawdown | -0.84 | 1.37 | -2.21 |
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Drawdowns
BX vs. OMF - Drawdown Comparison
The maximum BX drawdown since its inception was -88.09%, which is greater than OMF's maximum drawdown of -68.66%. Use the drawdown chart below to compare losses from any high point for BX and OMF.
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Drawdown Indicators
| BX | OMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.09% | -68.66% | -19.43% |
Max Drawdown (1Y)Largest decline over 1 year | -44.76% | -29.68% | -15.08% |
Max Drawdown (3Y)Largest decline over 3 years | -46.50% | -29.94% | -16.56% |
Max Drawdown (5Y)Largest decline over 5 years | -49.29% | -47.93% | -1.36% |
Max Drawdown (10Y)Largest decline over 10 years | -49.29% | -68.66% | +19.37% |
Current DrawdownCurrent decline from peak | -39.25% | -9.30% | -29.95% |
Average DrawdownAverage peak-to-trough decline | -26.41% | -24.25% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.16% | 13.57% | +11.59% |
Volatility
BX vs. OMF - Volatility Comparison
Blackstone Inc. (BX) has a higher volatility of 13.69% compared to OneMain Holdings, Inc. (OMF) at 8.55%. This indicates that BX's price experiences larger fluctuations and is considered to be riskier 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
| BX | OMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.69% | 8.55% | +5.14% |
Volatility (6M)Calculated over the trailing 6-month period | 29.22% | 21.59% | +7.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.19% | 29.08% | +6.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.55% | 35.59% | +3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.76% | 45.86% | -10.10% |
Dividends
BX vs. OMF - Dividend Comparison
BX's dividend yield for the trailing twelve months is around 4.33%, less than OMF's 6.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BX Blackstone Inc. | 4.33% | 3.04% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 6.14% | 11.76% |
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
BX vs. OMF - Financials Comparison
This section allows you to compare key financial metrics between Blackstone Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BX and OMF have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BX has higher volatility (13.69%) compared to OMF (8.55%). In terms of maximum drawdown, BX dropped -88.09% vs OMF's -68.66%.
OMF currently has the higher Sharpe Ratio (0.64 vs -0.61), 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.
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