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GNK vs. OMF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GNK and OMF is 0.27, 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.


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.

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Key characteristics

Sharpe Ratio

GNK:

-0.95

OMF:

0.27

Sortino Ratio

GNK:

-1.35

OMF:

0.66

Omega Ratio

GNK:

0.85

OMF:

1.09

Calmar Ratio

GNK:

-0.35

OMF:

0.37

Martin Ratio

GNK:

-1.16

OMF:

1.06

Ulcer Index

GNK:

27.65%

OMF:

10.37%

Daily Std Dev

GNK:

34.29%

OMF:

39.88%

Max Drawdown

GNK:

-98.25%

OMF:

-69.20%

Current Drawdown

GNK:

-90.03%

OMF:

-8.30%

Fundamentals

Market Cap

GNK:

$581.67M

OMF:

$5.83B

EPS

GNK:

$1.04

OMF:

$4.73

PE Ratio

GNK:

13.02

OMF:

10.36

PEG Ratio

GNK:

-1.77

OMF:

0.61

PS Ratio

GNK:

1.54

OMF:

2.26

PB Ratio

GNK:

0.64

OMF:

1.78

Total Revenue (TTM)

GNK:

$376.85M

OMF:

$4.25B

Gross Profit (TTM)

GNK:

$82.16M

OMF:

$2.38B

EBITDA (TTM)

GNK:

$119.29M

OMF:

$2.73B

Returns By Period

In the year-to-date period, GNK achieves a 4.05% return, which is significantly higher than OMF's 3.37% return. Over the past 10 years, GNK has underperformed OMF with an annualized return of -11.34%, while OMF has yielded a comparatively higher 8.69% annualized return.


GNK

YTD

4.05%

1M

7.58%

6M

-16.62%

1Y

-32.53%

5Y*

34.77%

10Y*

-11.34%

OMF

YTD

3.37%

1M

22.60%

6M

-1.58%

1Y

10.83%

5Y*

38.13%

10Y*

8.69%

*Annualized

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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 1313
Overall Rank
The Sharpe Ratio Rank of GNK is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of GNK is 77
Sortino Ratio Rank
The Omega Ratio Rank of GNK is 99
Omega Ratio Rank
The Calmar Ratio Rank of GNK is 2525
Calmar Ratio Rank
The Martin Ratio Rank of GNK is 1818
Martin Ratio Rank

OMF
The Risk-Adjusted Performance Rank of OMF is 6161
Overall Rank
The Sharpe Ratio Rank of OMF is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of OMF is 5757
Sortino Ratio Rank
The Omega Ratio Rank of OMF is 5656
Omega Ratio Rank
The Calmar Ratio Rank of OMF is 6767
Calmar Ratio Rank
The Martin Ratio Rank of OMF is 6363
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.


The current GNK Sharpe Ratio is -0.95, which is lower than the OMF Sharpe Ratio of 0.27. 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.


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Dividends

GNK vs. OMF - Dividend Comparison

GNK has not paid dividends to shareholders, while OMF's dividend yield for the trailing twelve months is around 8.03%.


TTM202420232022202120202019
GNK
Genco Shipping & Trading Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OMF
OneMain Holdings, Inc.
8.03%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.


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Volatility

GNK vs. OMF - Volatility Comparison

Genco Shipping & Trading Limited (GNK) has a higher volatility of 12.95% compared to OneMain Holdings, Inc. (OMF) at 10.50%. 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.


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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


0.00500.00M1.00B1.50B20212022202320242025
71.27M
188.00M
(GNK) Total Revenue
(OMF) Total Revenue
Values in USD except per share items