OMF vs. ALL

Last updated Jun 13, 2026

OMF (OneMain Holdings, Inc.) and ALL (The Allstate Corporation) are both stocks. Both are in the Financial Services sector — OMF in Credit Services, ALL in Insurance - Property & Casualty. Over the past 10 years, OMF returned 17.73%/yr vs 15.27%/yr for ALL. At a 0.34 correlation, their price movements are largely independent.

Performance

OMF vs. ALL - Performance Comparison

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

Returns By Period

In the year-to-date period, OMF achieves a -12.84% return, which is significantly lower than ALL's 7.58% return. Over the past 10 years, OMF has outperformed ALL with an annualized return of 17.73%, while ALL has yielded a comparatively lower 15.27% annualized return.

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%

ALL

• 1D: 0.94%
• 1M: 2.50%
• YTD: 7.58%
• 6M: 8.08%
• 1Y: 13.66%
• 3Y*: 27.76%
• 5Y*: 13.66%
• 10Y*: 15.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

OMF vs. ALL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OMF OneMain Holdings, Inc.	-12.84%	39.77%	15.14%	63.03%	-27.20%	23.56%	34.53%	88.37%	-6.54%	17.39%
ALL The Allstate Corporation	7.58%	10.09%	40.61%	6.37%	18.37%	9.86%	-0.12%	38.82%	-19.52%	43.64%

Correlation

The correlation between OMF and ALL is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since Nov 27, 2015	0.34

Over the past year, the correlation between OMF and ALL has dropped to 0.11 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

Fundamentals

Market Cap OMF : $6.65B ALL : $58.20B
EPS OMF : $6.71 ALL : $45.76
PE Ratio OMF : 8.45 ALL : 4.84
PS Ratio OMF : 1.36 ALL : 0.88
PB Ratio OMF : 1.97 ALL : 1.97
Total Revenue (TTM) OMF : $4.94B ALL : $67.14B
Gross Profit (TTM) OMF : $2.20B ALL : $19.06B
EBITDA (TTM) OMF : $943.00M ALL : $13.09B

Return for Risk

OMF vs. ALL — Risk / Return Rank

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

OMF

OMF Risk / Return Rank: 55
OMF Sharpe Ratio Rank: 60
OMF Sortino Ratio Rank: 54
OMF Omega Ratio Rank: 52
OMF Calmar Ratio Rank: 55
OMF Martin Ratio Rank: 55

ALL

ALL Risk / Return Rank: 60
ALL Sharpe Ratio Rank: 62
ALL Sortino Ratio Rank: 54
ALL Omega Ratio Rank: 53
ALL Calmar Ratio Rank: 66
ALL Martin Ratio Rank: 67

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. ALL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OneMain Holdings, Inc. (OMF) and The Allstate Corporation (ALL). 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.

	OMF	ALL	Difference
Sharpe ratio: Return per unit of total volatility	0.51	0.55	-0.03
Sortino ratio: Return per unit of downside risk	0.89	0.90	-0.01
Omega ratio: Gain probability vs. loss probability	1.11	1.11	0.00
Calmar ratio: Return relative to maximum drawdown	0.50	1.13	-0.62
Martin ratio: Return relative to average drawdown	1.12	2.90	-1.78

OMF vs. ALL - Sharpe Ratio Comparison

The current OMF Sharpe Ratio is 0.51, which is comparable to the ALL Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of OMF and ALL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

OMF vs. ALL - Drawdown Comparison

The maximum OMF drawdown since its inception was -68.66%, smaller than the maximum ALL drawdown of -77.03%. Use the drawdown chart below to compare losses from any high point for OMF and ALL.

Drawdown Indicators

	OMF	ALL	Difference
Max Drawdown Largest peak-to-trough decline	-68.66%	-77.03%	+8.37%
Max Drawdown (1Y) Largest decline over 1 year	-29.68%	-11.48%	-18.20%
Max Drawdown (3Y) Largest decline over 3 years	-29.94%	-14.11%	-15.83%
Max Drawdown (5Y) Largest decline over 5 years	-47.93%	-27.35%	-20.58%
Max Drawdown (10Y) Largest decline over 10 years	-68.66%	-41.39%	-27.27%
Current Drawdown Current decline from peak	-17.50%	-0.79%	-16.71%
Average Drawdown Average peak-to-trough decline	-24.29%	-16.43%	-7.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.25%	4.46%	+8.79%

Volatility

OMF vs. ALL - Volatility Comparison

OneMain Holdings, Inc. (OMF) and The Allstate Corporation (ALL) have volatilities of 8.84% and 8.80%, 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.

Volatility by Period

	OMF	ALL	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.84%	8.80%	+0.04%
Volatility (6M) Calculated over the trailing 6-month period	21.61%	17.29%	+4.32%
Volatility (1Y) Calculated over the trailing 1-year period	29.07%	23.73%	+5.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.65%	25.46%	+10.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.05%	24.95%	+21.10%

Dividends

OMF vs. ALL - Dividend Comparison

OMF's dividend yield for the trailing twelve months is around 7.39%, more than ALL's 1.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ALL The Allstate Corporation	1.88%	1.92%	1.91%	2.54%	2.51%	2.75%	1.96%	1.78%	2.23%	1.41%	1.78%	1.93%
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

Frequently Asked Questions

Can I hold both OMF and ALL in my portfolio?

OMF and ALL have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OMF or ALL?

OMF has higher volatility (8.84%) compared to ALL (8.80%). In terms of maximum drawdown, OMF dropped -68.66% vs ALL's -77.03%.

Which has better risk-adjusted returns?

ALL currently has the higher Sharpe Ratio (0.55 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.