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

Performance

OMF vs. CSWC - Performance Comparison

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

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Returns By Period

In the year-to-date period, OMF achieves a -4.17% return, which is significantly lower than CSWC's 12.25% return. Over the past 10 years, OMF has outperformed CSWC with an annualized return of 19.71%, while CSWC has yielded a comparatively lower 17.25% annualized return.


OMF

1D
3.16%
1M
12.73%
YTD
-4.17%
6M
-5.66%
1Y
18.48%
3Y*
22.17%
5Y*
10.72%
10Y*
19.71%

CSWC

1D
1.60%
1M
2.39%
YTD
12.25%
6M
13.58%
1Y
20.53%
3Y*
18.48%
5Y*
12.18%
10Y*
17.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OMF vs. CSWC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OMF
OneMain Holdings, Inc.
-4.17%39.77%15.14%63.03%-27.20%23.56%34.53%88.37%-6.54%17.39%
CSWC
Capital Southwest Corporation
12.25%14.28%2.14%56.10%-24.63%57.40%-1.56%22.80%29.52%9.99%

Correlation

The correlation between OMF and CSWC is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Nov 27, 2015

0.35

The correlation between OMF and CSWC shifts across timeframes, from 0.35 (all time) to 0.46 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

OMF:

$7.31B

CSWC:

$1.47B

EPS

OMF:

$6.73

CSWC:

$1.75

PE Ratio

OMF:

9.27

CSWC:

13.47

PS Ratio

OMF:

1.49

CSWC:

6.85

PB Ratio

OMF:

2.17

CSWC:

1.45

Total Revenue (TTM)

OMF:

$4.94B

CSWC:

$222.04M

Gross Profit (TTM)

OMF:

$2.20B

CSWC:

$172.70M

EBITDA (TTM)

OMF:

$943.00M

CSWC:

$142.78M

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Return for Risk

OMF vs. CSWC — Risk / Return Rank

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

OMF
OMF Risk / Return Rank: 5959
Overall Rank
OMF Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
OMF Sortino Ratio Rank: 5858
Sortino Ratio Rank
OMF Omega Ratio Rank: 5757
Omega Ratio Rank
OMF Calmar Ratio Rank: 5858
Calmar Ratio Rank
OMF Martin Ratio Rank: 5858
Martin Ratio Rank

CSWC
CSWC Risk / Return Rank: 7171
Overall Rank
CSWC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CSWC Sortino Ratio Rank: 7171
Sortino Ratio Rank
CSWC Omega Ratio Rank: 6868
Omega Ratio Rank
CSWC Calmar Ratio Rank: 6969
Calmar Ratio Rank
CSWC Martin Ratio Rank: 7575
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. CSWC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OneMain Holdings, Inc. (OMF) and Capital Southwest Corporation (CSWC). 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.


OMFCSWCDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.13

1.20

-0.07

Calmar ratioReturn relative to maximum drawdown

0.63

1.31

-0.68

Martin ratioReturn relative to average drawdown

1.37

4.18

-2.82

OMF vs. CSWC - Sharpe Ratio Comparison

The current OMF Sharpe Ratio is 0.64, which is lower than the CSWC Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of OMF and CSWC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OMF vs. CSWC - Drawdown Comparison

The maximum OMF drawdown since its inception was -68.66%, roughly equal to the maximum CSWC drawdown of -68.33%. Use the drawdown chart below to compare losses from any high point for OMF and CSWC.


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Drawdown Indicators


OMFCSWCDifference

Max Drawdown

Largest peak-to-trough decline

-68.66%

-68.33%

-0.33%

Max Drawdown (1Y)

Largest decline over 1 year

-29.68%

-15.75%

-13.93%

Max Drawdown (3Y)

Largest decline over 3 years

-29.94%

-27.74%

-2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-47.93%

-33.66%

-14.27%

Max Drawdown (10Y)

Largest decline over 10 years

-68.66%

-61.15%

-7.51%

Current Drawdown

Current decline from peak

-9.30%

-1.36%

-7.94%

Average Drawdown

Average peak-to-trough decline

-24.25%

-18.33%

-5.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.57%

4.92%

+8.65%

Volatility

OMF vs. CSWC - Volatility Comparison

OneMain Holdings, Inc. (OMF) has a higher volatility of 8.55% compared to Capital Southwest Corporation (CSWC) at 5.07%. This indicates that OMF's price experiences larger fluctuations and is considered to be riskier than CSWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OMFCSWCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.55%

5.07%

+3.48%

Volatility (6M)

Calculated over the trailing 6-month period

21.59%

14.21%

+7.38%

Volatility (1Y)

Calculated over the trailing 1-year period

29.08%

18.93%

+10.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.59%

22.51%

+13.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.86%

27.42%

+18.44%

Dividends

OMF vs. CSWC - Dividend Comparison

OMF's dividend yield for the trailing twelve months is around 6.72%, less than CSWC's 10.89% yield.


PositionTTM20252024202320222021202020192018201720162015
CSWC
Capital Southwest Corporation
10.89%11.56%11.59%10.21%12.46%10.13%11.49%13.07%10.77%7.01%2.35%216.86%
OMF
OneMain Holdings, Inc.
6.72%6.17%7.90%8.13%11.41%19.08%12.33%7.12%0.00%0.00%0.00%0.00%

Financials

OMF vs. CSWC - Financials Comparison

This section allows you to compare key financial metrics between OneMain Holdings, Inc. and Capital Southwest Corporation. 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


0.00500.00M1.00B1.50BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
197.00M
54.00M
(OMF) Total Revenue
(CSWC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


OMF and CSWC have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OMF has higher volatility (8.55%) compared to CSWC (5.07%). In terms of maximum drawdown, OMF dropped -68.66% vs CSWC's -68.33%.

CSWC currently has the higher Sharpe Ratio (1.09 vs 0.64), 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.

Portfolio Optimizer

Find the right allocation for OMF and CSWC

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