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

Performance

OMF vs. AMRK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OneMain Holdings, Inc. (OMF) and A-Mark Precious Metals, Inc. (AMRK). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.87%
-20.61%
OMF
AMRK

Returns By Period

In the year-to-date period, OMF achieves a 21.42% return, which is significantly higher than AMRK's 4.23% return. Over the past 10 years, OMF has underperformed AMRK with an annualized return of 11.09%, while AMRK has yielded a comparatively higher 23.88% annualized return.


OMF

YTD

21.42%

1M

20.19%

6M

18.87%

1Y

57.66%

5Y (annualized)

18.83%

10Y (annualized)

11.09%

AMRK

YTD

4.23%

1M

-26.07%

6M

-20.61%

1Y

12.42%

5Y (annualized)

50.50%

10Y (annualized)

23.88%

Fundamentals


OMFAMRK
Market Cap$6.51B$697.61M
EPS$4.56$2.44
PE Ratio11.9612.33
PEG Ratio0.610.00
Total Revenue (TTM)$5.33B$9.95B
Gross Profit (TTM)$3.34B$197.53M
EBITDA (TTM)$3.67B$83.84M

Key characteristics


OMFAMRK
Sharpe Ratio1.710.35
Sortino Ratio2.250.87
Omega Ratio1.301.11
Calmar Ratio2.380.44
Martin Ratio8.461.29
Ulcer Index6.50%13.17%
Daily Std Dev32.14%48.21%
Max Drawdown-69.20%-63.15%
Current Drawdown-0.96%-33.98%

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Correlation

-0.50.00.51.00.2

The correlation between OMF and AMRK is 0.16, 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.

Risk-Adjusted Performance

OMF vs. AMRK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OneMain Holdings, Inc. (OMF) and A-Mark Precious Metals, Inc. (AMRK). 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 OMF, currently valued at 1.71, compared to the broader market-4.00-2.000.002.004.001.710.35
The chart of Sortino ratio for OMF, currently valued at 2.25, compared to the broader market-4.00-2.000.002.004.002.250.87
The chart of Omega ratio for OMF, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.11
The chart of Calmar ratio for OMF, currently valued at 2.38, compared to the broader market0.002.004.006.002.380.44
The chart of Martin ratio for OMF, currently valued at 8.46, compared to the broader market-10.000.0010.0020.0030.008.461.29
OMF
AMRK

The current OMF Sharpe Ratio is 1.71, which is higher than the AMRK Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of OMF and AMRK, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.71
0.35
OMF
AMRK

Dividends

OMF vs. AMRK - Dividend Comparison

OMF's dividend yield for the trailing twelve months is around 7.50%, more than AMRK's 2.59% yield.


TTM202320222021202020192018201720162015
OMF
OneMain Holdings, Inc.
7.50%8.13%11.41%19.08%12.33%7.12%0.00%0.00%0.00%0.00%
AMRK
A-Mark Precious Metals, Inc.
2.59%5.95%3.46%3.27%11.70%0.00%0.68%2.18%1.44%1.06%

Drawdowns

OMF vs. AMRK - Drawdown Comparison

The maximum OMF drawdown since its inception was -69.20%, which is greater than AMRK's maximum drawdown of -63.15%. Use the drawdown chart below to compare losses from any high point for OMF and AMRK. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.96%
-33.98%
OMF
AMRK

Volatility

OMF vs. AMRK - Volatility Comparison

The current volatility for OneMain Holdings, Inc. (OMF) is 12.89%, while A-Mark Precious Metals, Inc. (AMRK) has a volatility of 19.12%. This indicates that OMF experiences smaller price fluctuations and is considered to be less risky than AMRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.89%
19.12%
OMF
AMRK

Financials

OMF vs. AMRK - Financials Comparison

This section allows you to compare key financial metrics between OneMain Holdings, Inc. and A-Mark Precious Metals, 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