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OMF vs. ABR
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

OMF vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OneMain Holdings, Inc. (OMF) and Arbor Realty Trust, Inc. (ABR). The values are adjusted to include any dividend payments, if applicable.

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OMF vs. ABR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OMF
OneMain Holdings, Inc.
-19.33%39.77%15.14%63.03%-27.20%23.56%34.53%88.37%-6.54%17.39%
ABR
Arbor Realty Trust, Inc.
2.99%-36.65%3.16%29.73%-20.73%39.42%10.04%55.19%30.04%26.60%

Fundamentals

Market Cap

OMF:

$6.33B

ABR:

$1.64B

EPS

OMF:

$6.58

ABR:

$0.51

PE Ratio

OMF:

8.13

ABR:

15.12

PS Ratio

OMF:

1.02

ABR:

4.24

PB Ratio

OMF:

1.86

ABR:

0.71

Total Revenue (TTM)

OMF:

$6.24B

ABR:

$382.72M

Gross Profit (TTM)

OMF:

$4.34B

ABR:

$232.49M

EBITDA (TTM)

OMF:

$1.54B

ABR:

$938.50M

Returns By Period

In the year-to-date period, OMF achieves a -19.33% return, which is significantly lower than ABR's 2.99% return. Over the past 10 years, OMF has outperformed ABR with an annualized return of 15.77%, while ABR has yielded a comparatively lower 12.30% annualized return.


OMF

1D
2.43%
1M
-2.78%
YTD
-19.33%
6M
-1.77%
1Y
18.05%
3Y*
22.98%
5Y*
9.09%
10Y*
15.77%

ABR

1D
4.90%
1M
0.78%
YTD
2.99%
6M
-32.31%
1Y
-25.79%
3Y*
-0.88%
5Y*
-3.65%
10Y*
12.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

OMF vs. ABR — Risk / Return Rank

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

OMF
OMF Risk / Return Rank: 5757
Overall Rank
OMF Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
OMF Sortino Ratio Rank: 5454
Sortino Ratio Rank
OMF Omega Ratio Rank: 5555
Omega Ratio Rank
OMF Calmar Ratio Rank: 5757
Calmar Ratio Rank
OMF Martin Ratio Rank: 6060
Martin Ratio Rank

ABR
ABR Risk / Return Rank: 1717
Overall Rank
ABR Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ABR Sortino Ratio Rank: 1515
Sortino Ratio Rank
ABR Omega Ratio Rank: 1616
Omega Ratio Rank
ABR Calmar Ratio Rank: 2020
Calmar Ratio Rank
ABR Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OMF vs. ABR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OneMain Holdings, Inc. (OMF) and Arbor Realty Trust, Inc. (ABR). 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.


OMFABRDifference

Sharpe ratio

Return per unit of total volatility

0.50

-0.64

+1.14

Sortino ratio

Return per unit of downside risk

0.92

-0.73

+1.65

Omega ratio

Gain probability vs. loss probability

1.12

0.91

+0.21

Calmar ratio

Return relative to maximum drawdown

0.65

-0.64

+1.29

Martin ratio

Return relative to average drawdown

1.86

-1.20

+3.05

OMF vs. ABR - Sharpe Ratio Comparison

The current OMF Sharpe Ratio is 0.50, which is higher than the ABR Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of OMF and ABR, 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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Sharpe Ratios by Period


OMFABRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

-0.64

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

-0.10

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.31

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.08

+0.11

Correlation

The correlation between OMF and ABR is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

OMF vs. ABR - Dividend Comparison

OMF's dividend yield for the trailing twelve months is around 7.81%, less than ABR's 15.56% yield.


TTM20252024202320222021202020192018201720162015
OMF
OneMain Holdings, Inc.
7.81%6.17%7.90%8.13%11.41%19.08%12.33%7.12%0.00%0.00%0.00%0.00%
ABR
Arbor Realty Trust, Inc.
15.56%17.14%12.42%11.07%11.68%7.53%8.67%7.94%11.22%8.33%8.31%8.11%

Drawdowns

OMF vs. ABR - Drawdown Comparison

The maximum OMF drawdown since its inception was -68.66%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for OMF and ABR.


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Drawdown Indicators


OMFABRDifference

Max Drawdown

Largest peak-to-trough decline

-68.66%

-97.76%

+29.10%

Max Drawdown (1Y)

Largest decline over 1 year

-29.68%

-40.49%

+10.81%

Max Drawdown (5Y)

Largest decline over 5 years

-47.93%

-46.72%

-1.21%

Max Drawdown (10Y)

Largest decline over 10 years

-68.66%

-72.76%

+4.10%

Current Drawdown

Current decline from peak

-23.64%

-40.61%

+16.97%

Average Drawdown

Average peak-to-trough decline

-24.39%

-41.83%

+17.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.36%

21.57%

-11.21%

Volatility

OMF vs. ABR - Volatility Comparison

The current volatility for OneMain Holdings, Inc. (OMF) is 9.27%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 12.40%. This indicates that OMF experiences smaller price fluctuations and is considered to be less risky than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OMFABRDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.27%

12.40%

-3.13%

Volatility (6M)

Calculated over the trailing 6-month period

23.27%

30.52%

-7.25%

Volatility (1Y)

Calculated over the trailing 1-year period

35.94%

40.43%

-4.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.70%

36.10%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.29%

39.77%

+6.52%

Financials

OMF vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between OneMain Holdings, Inc. and Arbor Realty Trust, 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


0.00500.00M1.00B1.50BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.61B
-362.11M
(OMF) Total Revenue
(ABR) Total Revenue
Values in USD except per share items