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DBSDY vs. OMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DBSDY vs. OMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DBS Group Holdings Ltd ADR (DBSDY) and OneMain Holdings, Inc. (OMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBSDY achieves a 18.81% return, which is significantly higher than OMF's -4.17% return. Over the past 10 years, DBSDY has outperformed OMF with an annualized return of 23.18%, while OMF has yielded a comparatively lower 19.71% annualized return.


DBSDY

1D
0.74%
1M
4.02%
YTD
18.81%
6M
19.14%
1Y
52.08%
3Y*
41.40%
5Y*
26.90%
10Y*
23.18%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBSDY vs. OMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBSDY
DBS Group Holdings Ltd ADR
18.81%44.73%47.43%7.13%8.63%32.34%1.70%18.17%-0.93%63.53%
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 DBSDY and OMF is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.18

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

0.30

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

0.30

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

0.32

The correlation between DBSDY and OMF shifts across timeframes, from 0.15 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DBSDY:

$144.74B

OMF:

$7.31B

EPS

DBSDY:

SGD 14.77

OMF:

$6.73

PE Ratio

DBSDY:

17.87

OMF:

9.27

PS Ratio

DBSDY:

5.17

OMF:

1.49

PB Ratio

DBSDY:

2.72

OMF:

2.17

Total Revenue (TTM)

DBSDY:

SGD 36.24B

OMF:

$4.94B

Gross Profit (TTM)

DBSDY:

SGD 36.24B

OMF:

$2.20B

EBITDA (TTM)

DBSDY:

SGD 9.54B

OMF:

$943.00M

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Return for Risk

DBSDY vs. OMF — Risk / Return Rank

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

DBSDY
DBSDY Risk / Return Rank: 9696
Overall Rank
DBSDY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DBSDY Sortino Ratio Rank: 9797
Sortino Ratio Rank
DBSDY Omega Ratio Rank: 9696
Omega Ratio Rank
DBSDY Calmar Ratio Rank: 9494
Calmar Ratio Rank
DBSDY Martin Ratio Rank: 9595
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.

DBSDY vs. OMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DBS Group Holdings Ltd ADR (DBSDY) 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.


DBSDYOMFDifference
Sharpe ratioReturn per unit of total volatility

+2.52

Sortino ratioReturn per unit of downside risk

+3.48

Omega ratioGain probability vs. loss probability

1.57

1.13

+0.45

Calmar ratioReturn relative to maximum drawdown

5.53

0.63

+4.91

Martin ratioReturn relative to average drawdown

16.52

1.37

+15.16

DBSDY vs. OMF - Sharpe Ratio Comparison

The current DBSDY Sharpe Ratio is 3.16, which is higher than the OMF Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of DBSDY 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

DBSDY vs. OMF - Drawdown Comparison

The maximum DBSDY drawdown since its inception was -74.39%, which is greater than OMF's maximum drawdown of -68.66%. Use the drawdown chart below to compare losses from any high point for DBSDY and OMF.


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Drawdown Indicators


DBSDYOMFDifference

Max Drawdown

Largest peak-to-trough decline

-74.39%

-68.66%

-5.73%

Max Drawdown (1Y)

Largest decline over 1 year

-9.46%

-29.68%

+20.22%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-29.94%

+11.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.02%

-47.93%

+25.91%

Max Drawdown (10Y)

Largest decline over 10 years

-43.94%

-68.66%

+24.72%

Current Drawdown

Current decline from peak

-0.78%

-9.30%

+8.52%

Average Drawdown

Average peak-to-trough decline

-14.93%

-24.25%

+9.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

13.57%

-10.41%

Volatility

DBSDY vs. OMF - Volatility Comparison

The current volatility for DBS Group Holdings Ltd ADR (DBSDY) is 5.82%, while OneMain Holdings, Inc. (OMF) has a volatility of 8.55%. This indicates that DBSDY 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


DBSDYOMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

8.55%

-2.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

21.59%

-9.24%

Volatility (1Y)

Calculated over the trailing 1-year period

16.57%

29.08%

-12.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.84%

35.59%

-16.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

45.86%

-24.26%

Dividends

DBSDY vs. OMF - Dividend Comparison

DBSDY's dividend yield for the trailing twelve months is around 4.07%, less than OMF's 6.72% yield.


PositionTTM20252024202320222021202020192018201720162015
DBSDY
DBS Group Holdings Ltd ADR
4.07%4.42%4.94%6.76%4.09%3.11%2.55%6.59%7.22%3.53%7.42%3.77%
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

DBSDY vs. OMF - Financials Comparison

This section allows you to compare key financial metrics between DBS Group Holdings Ltd ADR 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


0.002.00B4.00B6.00B8.00B10.00B12.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
11.89B
197.00M
(DBSDY) Total Revenue
(OMF) Total Revenue
Please note, different currencies. DBSDY values in SGD, OMF values in USD

Frequently Asked Questions


DBSDY and OMF have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OMF has higher volatility (8.55%) compared to DBSDY (5.82%). In terms of maximum drawdown, DBSDY dropped -74.39% vs OMF's -68.66%.

DBSDY currently has the higher Sharpe Ratio (3.16 vs 0.64), 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

Find the right allocation for DBSDY and OMF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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