ENVA vs. OMF
ENVA (Enova International, Inc.) and OMF (OneMain Holdings, Inc.) are both stocks. Both operate in the Credit Services industry within the Financial Services sector. Over the past 10 years, ENVA returned 39.63%/yr vs 17.54%/yr for OMF. Their 0.62 correlation means they have sometimes moved together and sometimes differently.
Performance
ENVA vs. OMF - Performance Comparison
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Returns By Period
In the year-to-date period, ENVA achieves a 61.67% return, which is significantly higher than OMF's -3.82% return. Over the past 10 years, ENVA has outperformed OMF with an annualized return of 39.63%, while OMF has yielded a comparatively lower 17.54% annualized return.
ENVA
- 1D
- 0.31%
- 1M
- 8.06%
- 6M
- 53.87%
- YTD
- 61.67%
- 1Y
- 152.72%
- 3Y*
- 66.34%
- 5Y*
- 50.34%
- 10Y*
- 39.63%
- ALL TIME*
- 19.49%
OMF
- 1D
- -1.29%
- 1M
- 5.18%
- 6M
- -0.87%
- YTD
- -3.82%
- 1Y
- 19.25%
- 3Y*
- 20.67%
- 5Y*
- 10.40%
- 10Y*
- 17.54%
- ALL TIME*
- 10.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $103.70M | $92.49M | $73.43M | |
| $64.81M | $66.11M | $64.74M |
ENVA vs. OMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENVA Enova International, Inc. | 61.67% | 63.95% | 73.19% | 44.28% | -6.32% | 65.36% | 2.95% | 23.64% | 28.03% | 21.12% |
OMF OneMain Holdings, Inc. | -3.82% | 39.77% | 15.14% | 63.03% | -27.20% | 23.56% | 34.53% | 88.37% | -6.54% | 17.39% |
Correlation
The correlation between ENVA and OMF is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2015 | 0.62 |
The correlation between ENVA and OMF has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.
Fundamentals
ENVA:
$6.33B
OMF:
$7.23B
ENVA:
$6.04
OMF:
$6.64
ENVA:
42.09
OMF:
9.43
ENVA:
1.95
OMF:
1.16
ENVA:
4.47
OMF:
2.14
ENVA:
$3.45B
OMF:
$6.36B
ENVA:
$875.65M
OMF:
$3.70B
ENVA:
$583.25M
OMF:
$1.82B
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Return for Risk
ENVA vs. OMF — Risk / Return Rank
ENVA
OMF
ENVA vs. OMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enova International, Inc. (ENVA) 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.
| ENVA | OMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.02 | ||
| Sortino ratioReturn per unit of downside risk | +3.13 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.12 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 5.82 | 0.56 | +5.25 |
| Martin ratioReturn relative to average drawdown | 15.65 | 1.18 | +14.47 |
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Drawdowns
ENVA vs. OMF - Drawdown Comparison
The maximum ENVA drawdown since its inception was -84.26%, which is greater than OMF's maximum drawdown of -68.66%. Use the drawdown chart below to compare losses from any high point for ENVA and OMF.
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Drawdown Indicators
| ENVA | OMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.26% | -68.66% | -15.60% |
Max Drawdown (1Y)Largest decline over 1 year | -24.75% | -29.68% | +4.93% |
Max Drawdown (3Y)Largest decline over 3 years | -35.11% | -29.94% | -5.17% |
Max Drawdown (5Y)Largest decline over 5 years | -42.84% | -47.93% | +5.09% |
Max Drawdown (10Y)Largest decline over 10 years | -77.57% | -68.66% | -8.91% |
Current DrawdownCurrent decline from peak | 0.00% | -8.96% | +8.96% |
Average DrawdownAverage peak-to-trough decline | -31.49% | -24.15% | -7.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.18% | 14.03% | -4.85% |
Volatility
ENVA vs. OMF - Volatility Comparison
Enova International, Inc. (ENVA) has a higher volatility of 14.98% compared to OneMain Holdings, Inc. (OMF) at 7.38%. This indicates that ENVA'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
| ENVA | OMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.98% | 7.38% | +7.60% |
Volatility (6M)Calculated over the trailing 6-month period | 29.61% | 21.12% | +8.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.15% | 29.43% | +10.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.48% | 35.52% | +4.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.90% | 45.71% | +3.19% |
Dividends
ENVA vs. OMF - Dividend Comparison
ENVA has not paid dividends to shareholders, while OMF's dividend yield for the trailing twelve months is around 6.70%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
ENVA Enova International, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OMF OneMain Holdings, Inc. | 6.70% | 6.17% | 7.90% | 8.13% | 11.41% | 19.08% | 12.33% | 7.12% |
Financials
ENVA vs. OMF - Financials Comparison
This section allows you to compare key financial metrics between Enova International, 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
ENVA vs. OMF - Profitability Comparison
ENVA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Enova International, Inc. reported a gross profit of -866.23M and revenue of 928.93M. Therefore, the gross margin over that period was -93.3%.
OMF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, OneMain Holdings, Inc. reported a gross profit of 916.00M and revenue of 1.57B. Therefore, the gross margin over that period was 58.3%.
ENVA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Enova International, Inc. reported an operating income of 237.15M and revenue of 928.93M, resulting in an operating margin of 25.5%.
OMF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, OneMain Holdings, Inc. reported an operating income of 468.00M and revenue of 1.57B, resulting in an operating margin of 29.8%.
ENVA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Enova International, Inc. reported a net income of -91.10M and revenue of 928.93M, resulting in a net margin of -9.8%.
OMF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, OneMain Holdings, Inc. reported a net income of 152.00M and revenue of 1.57B, resulting in a net margin of 9.7%.
Frequently Asked Questions
ENVA and OMF have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENVA has higher volatility (14.98%) compared to OMF (7.38%). In terms of maximum drawdown, ENVA dropped -84.26% vs OMF's -68.66%.
ENVA currently has the higher Sharpe Ratio (3.58 vs 0.57), 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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