PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GNK vs. OMF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GNK and OMF is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

GNK vs. OMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genco Shipping & Trading Limited (GNK) and OneMain Holdings, Inc. (OMF). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-27.87%
10.98%
GNK
OMF

Key characteristics

Sharpe Ratio

GNK:

-0.15

OMF:

0.99

Sortino Ratio

GNK:

-0.01

OMF:

1.46

Omega Ratio

GNK:

1.00

OMF:

1.19

Calmar Ratio

GNK:

-0.05

OMF:

1.87

Martin Ratio

GNK:

-0.23

OMF:

4.67

Ulcer Index

GNK:

18.50%

OMF:

6.68%

Daily Std Dev

GNK:

28.79%

OMF:

31.37%

Max Drawdown

GNK:

-98.25%

OMF:

-69.20%

Current Drawdown

GNK:

-90.11%

OMF:

-4.67%

Fundamentals

Market Cap

GNK:

$614.86M

OMF:

$6.53B

EPS

GNK:

$1.59

OMF:

$4.56

PE Ratio

GNK:

9.04

OMF:

12.01

PEG Ratio

GNK:

-1.77

OMF:

0.61

Total Revenue (TTM)

GNK:

$323.81M

OMF:

$4.22B

Gross Profit (TTM)

GNK:

$92.18M

OMF:

$3.16B

EBITDA (TTM)

GNK:

$126.52M

OMF:

$3.12B

Returns By Period

In the year-to-date period, GNK achieves a 3.16% return, which is significantly lower than OMF's 5.03% return. Over the past 10 years, GNK has underperformed OMF with an annualized return of -16.36%, while OMF has yielded a comparatively higher 12.70% annualized return.


GNK

YTD

3.16%

1M

4.66%

6M

-27.88%

1Y

-8.80%

5Y*

17.34%

10Y*

-16.36%

OMF

YTD

5.03%

1M

5.47%

6M

10.98%

1Y

32.04%

5Y*

18.16%

10Y*

12.70%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GNK vs. OMF — Risk-Adjusted Performance Rank

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

GNK
The Risk-Adjusted Performance Rank of GNK is 3737
Overall Rank
The Sharpe Ratio Rank of GNK is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of GNK is 3131
Sortino Ratio Rank
The Omega Ratio Rank of GNK is 3131
Omega Ratio Rank
The Calmar Ratio Rank of GNK is 4242
Calmar Ratio Rank
The Martin Ratio Rank of GNK is 4141
Martin Ratio Rank

OMF
The Risk-Adjusted Performance Rank of OMF is 7777
Overall Rank
The Sharpe Ratio Rank of OMF is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of OMF is 7070
Sortino Ratio Rank
The Omega Ratio Rank of OMF is 7070
Omega Ratio Rank
The Calmar Ratio Rank of OMF is 8989
Calmar Ratio Rank
The Martin Ratio Rank of OMF is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GNK vs. OMF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Genco Shipping & Trading Limited (GNK) 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.


Sharpe ratio
The chart of Sharpe ratio for GNK, currently valued at -0.15, compared to the broader market-2.000.002.004.00-0.150.99
The chart of Sortino ratio for GNK, currently valued at -0.01, compared to the broader market-4.00-2.000.002.004.006.00-0.011.46
The chart of Omega ratio for GNK, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.19
The chart of Calmar ratio for GNK, currently valued at -0.05, compared to the broader market0.002.004.006.00-0.051.87
The chart of Martin ratio for GNK, currently valued at -0.23, compared to the broader market-10.000.0010.0020.0030.00-0.234.67
GNK
OMF

The current GNK Sharpe Ratio is -0.15, which is lower than the OMF Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of GNK and OMF, 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-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-0.15
0.99
GNK
OMF

Dividends

GNK vs. OMF - Dividend Comparison

GNK's dividend yield for the trailing twelve months is around 10.92%, more than OMF's 7.53% yield.


TTM202420232022202120202019
GNK
Genco Shipping & Trading Limited
10.92%11.26%5.73%17.84%2.00%3.19%4.71%
OMF
OneMain Holdings, Inc.
7.53%7.90%8.13%11.41%19.08%12.33%7.12%

Drawdowns

GNK vs. OMF - Drawdown Comparison

The maximum GNK drawdown since its inception was -98.25%, which is greater than OMF's maximum drawdown of -69.20%. Use the drawdown chart below to compare losses from any high point for GNK and OMF. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-90.11%
-4.67%
GNK
OMF

Volatility

GNK vs. OMF - Volatility Comparison

Genco Shipping & Trading Limited (GNK) has a higher volatility of 9.13% compared to OneMain Holdings, Inc. (OMF) at 8.46%. This indicates that GNK'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.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
9.13%
8.46%
GNK
OMF

Financials

GNK vs. OMF - Financials Comparison

This section allows you to compare key financial metrics between Genco Shipping & Trading Limited 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab