LLY vs. OMF
LLY (Eli Lilly and Company) and OMF (OneMain Holdings, Inc.) are both stocks. LLY operates in Drug Manufacturers - General (Healthcare), while OMF operates in Credit Services (Financial Services). Over the past 10 years, LLY returned 33.45%/yr vs 17.73%/yr for OMF. At a 0.14 correlation, their price movements are largely independent.
Performance
LLY vs. OMF - Performance Comparison
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Returns By Period
In the year-to-date period, LLY achieves a 5.78% return, which is significantly higher than OMF's -12.84% return. Over the past 10 years, LLY has outperformed OMF with an annualized return of 33.45%, while OMF has yielded a comparatively lower 17.73% annualized return.
LLY
- 1D
- -2.41%
- 1M
- 12.75%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 39.26%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
OMF
- 1D
- -0.02%
- 1M
- 5.96%
- YTD
- -12.84%
- 6M
- -14.45%
- 1Y
- 17.69%
- 3Y*
- 18.04%
- 5Y*
- 8.86%
- 10Y*
- 17.73%
LLY vs. OMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
OMF OneMain Holdings, Inc. | -12.84% | 39.77% | 15.14% | 63.03% | -27.20% | 23.56% | 34.53% | 88.37% | -6.54% | 17.39% |
Correlation
The correlation between LLY and OMF is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2015 | 0.14 |
The correlation between LLY and OMF shifts across timeframes, from 0.03 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
Fundamentals
LLY:
$1.02T
OMF:
$6.65B
LLY:
$28.14
OMF:
$6.71
LLY:
40.26
OMF:
8.45
LLY:
14.08
OMF:
1.36
LLY:
32.54
OMF:
1.97
LLY:
$72.25B
OMF:
$4.94B
LLY:
$59.75B
OMF:
$2.20B
LLY:
$32.97B
OMF:
$943.00M
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Return for Risk
LLY vs. OMF — Risk / Return Rank
LLY
OMF
LLY vs. OMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) 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.
| LLY | OMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.11 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 0.50 | +1.22 |
| Martin ratioReturn relative to average drawdown | 4.28 | 1.12 | +3.16 |
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Drawdowns
LLY vs. OMF - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, roughly equal to the maximum OMF drawdown of -68.66%. Use the drawdown chart below to compare losses from any high point for LLY and OMF.
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Drawdown Indicators
| LLY | OMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -68.66% | +0.42% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -29.68% | +6.04% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -29.94% | -4.54% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -47.93% | +13.45% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -68.66% | +34.18% |
Current DrawdownCurrent decline from peak | -2.41% | -17.50% | +15.09% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -24.29% | +5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 13.25% | -3.76% |
Volatility
LLY vs. OMF - Volatility Comparison
Eli Lilly and Company (LLY) and OneMain Holdings, Inc. (OMF) have volatilities of 9.27% and 8.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | OMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 8.84% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 27.16% | 21.61% | +5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.01% | 29.07% | +8.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.46% | 35.65% | -3.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 46.05% | -15.86% |
Dividends
LLY vs. OMF - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.57%, less than OMF's 7.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
OMF OneMain Holdings, Inc. | 7.39% | 6.17% | 7.90% | 8.13% | 11.41% | 19.08% | 12.33% | 7.12% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
LLY vs. OMF - Financials Comparison
This section allows you to compare key financial metrics between Eli Lilly and Company 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
Frequently Asked Questions
LLY and OMF have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (9.27%) compared to OMF (8.84%). In terms of maximum drawdown, LLY dropped -68.24% vs OMF's -68.66%.
LLY currently has the higher Sharpe Ratio (1.07 vs 0.51), 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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