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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%JulyAugustSeptemberOctoberNovemberDecember
-32.35%
9.02%
GNK
OMF

Key characteristics

Sharpe Ratio

GNK:

-0.24

OMF:

0.41

Sortino Ratio

GNK:

-0.15

OMF:

0.75

Omega Ratio

GNK:

0.98

OMF:

1.10

Calmar Ratio

GNK:

-0.08

OMF:

0.77

Martin Ratio

GNK:

-0.44

OMF:

1.94

Ulcer Index

GNK:

15.92%

OMF:

6.60%

Daily Std Dev

GNK:

28.74%

OMF:

31.64%

Max Drawdown

GNK:

-98.25%

OMF:

-69.20%

Current Drawdown

GNK:

-90.62%

OMF:

-10.88%

Fundamentals

Market Cap

GNK:

$599.89M

OMF:

$6.42B

EPS

GNK:

$1.58

OMF:

$4.56

PE Ratio

GNK:

8.88

OMF:

11.79

PEG Ratio

GNK:

-1.77

OMF:

0.61

Total Revenue (TTM)

GNK:

$439.33M

OMF:

$5.33B

Gross Profit (TTM)

GNK:

$120.77M

OMF:

$3.34B

EBITDA (TTM)

GNK:

$149.53M

OMF:

$3.67B

Returns By Period

In the year-to-date period, GNK achieves a -10.84% return, which is significantly lower than OMF's 13.07% return. Over the past 10 years, GNK has underperformed OMF with an annualized return of -17.13%, while OMF has yielded a comparatively higher 10.77% annualized return.


GNK

YTD

-10.84%

1M

-20.70%

6M

-32.34%

1Y

-6.08%

5Y*

12.42%

10Y*

-17.13%

OMF

YTD

13.07%

1M

-6.13%

6M

9.02%

1Y

14.44%

5Y*

16.40%

10Y*

10.77%

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Risk-Adjusted Performance

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 -0.24, compared to the broader market-4.00-2.000.002.00-0.240.41
The chart of Sortino ratio for GNK, currently valued at -0.15, compared to the broader market-4.00-2.000.002.004.00-0.150.75
The chart of Omega ratio for GNK, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.10
The chart of Calmar ratio for GNK, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.080.77
The chart of Martin ratio for GNK, currently valued at -0.44, compared to the broader market0.0010.0020.00-0.441.94
GNK
OMF

The current GNK Sharpe Ratio is -0.24, which is lower than the OMF Sharpe Ratio of 0.41. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.24
0.41
GNK
OMF

Dividends

GNK vs. OMF - Dividend Comparison

GNK's dividend yield for the trailing twelve months is around 11.51%, more than OMF's 8.05% yield.


TTM20232022202120202019
GNK
Genco Shipping & Trading Limited
11.51%5.73%17.84%2.00%3.19%4.71%
OMF
OneMain Holdings, Inc.
8.05%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%JulyAugustSeptemberOctoberNovemberDecember
-90.62%
-10.88%
GNK
OMF

Volatility

GNK vs. OMF - Volatility Comparison

Genco Shipping & Trading Limited (GNK) has a higher volatility of 8.34% compared to OneMain Holdings, Inc. (OMF) at 7.55%. 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%JulyAugustSeptemberOctoberNovemberDecember
8.34%
7.55%
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
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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.

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