OMF vs. ENVA
OMF (OneMain Holdings, Inc.) and ENVA (Enova International, Inc.) are both stocks. Both operate in the Credit Services industry within the Financial Services sector. Over the past 10 years, OMF returned 18.18%/yr vs 40.45%/yr for ENVA. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
OMF vs. ENVA - Performance Comparison
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Returns By Period
In the year-to-date period, OMF achieves a -8.93% return, which is significantly lower than ENVA's 51.46% return. Over the past 10 years, OMF has underperformed ENVA with an annualized return of 18.18%, while ENVA has yielded a comparatively higher 40.45% annualized return.
OMF
- 1D
- 0.70%
- 1M
- 4.48%
- 6M
- -13.21%
- YTD
- -8.93%
- 1Y
- 8.29%
- 3Y*
- 18.49%
- 5Y*
- 9.25%
- 10Y*
- 18.18%
ENVA
- 1D
- 0.71%
- 1M
- 25.75%
- 6M
- 47.33%
- YTD
- 51.46%
- 1Y
- 107.36%
- 3Y*
- 64.95%
- 5Y*
- 47.65%
- 10Y*
- 40.45%
OMF vs. ENVA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OMF OneMain Holdings, Inc. | -8.93% | 39.77% | 15.14% | 63.03% | -27.20% | 23.56% | 34.53% | 88.37% | -6.54% | 17.39% |
ENVA Enova International, Inc. | 51.46% | 63.95% | 73.19% | 44.28% | -6.32% | 65.36% | 2.95% | 23.64% | 28.03% | 21.12% |
Correlation
The correlation between OMF and ENVA is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2015 | 0.62 |
The correlation between OMF and ENVA has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.
Fundamentals
OMF:
$6.85B
ENVA:
$5.92B
OMF:
$6.73
ENVA:
$12.37
OMF:
8.81
ENVA:
19.24
OMF:
1.42
ENVA:
1.92
OMF:
2.06
ENVA:
4.48
OMF:
$4.94B
ENVA:
$3.28B
OMF:
$2.20B
ENVA:
$1.23B
OMF:
$943.00M
ENVA:
$456.13M
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Return for Risk
OMF vs. ENVA — Risk / Return Rank
OMF
ENVA
OMF vs. ENVA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OneMain Holdings, Inc. (OMF) and Enova International, Inc. (ENVA). 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 | ENVA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.40 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.22 | 4.19 | -3.97 |
| Martin ratioReturn relative to average drawdown | 0.48 | 10.81 | -10.32 |
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Drawdowns
OMF vs. ENVA - Drawdown Comparison
The maximum OMF drawdown since its inception was -68.66%, smaller than the maximum ENVA drawdown of -84.26%. Use the drawdown chart below to compare losses from any high point for OMF and ENVA.
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Drawdown Indicators
| OMF | ENVA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.66% | -84.26% | +15.60% |
Max Drawdown (1Y)Largest decline over 1 year | -29.68% | -24.75% | -4.93% |
Max Drawdown (3Y)Largest decline over 3 years | -29.94% | -37.01% | +7.07% |
Max Drawdown (5Y)Largest decline over 5 years | -47.93% | -42.84% | -5.09% |
Max Drawdown (10Y)Largest decline over 10 years | -68.66% | -77.57% | +8.91% |
Current DrawdownCurrent decline from peak | -13.81% | -1.69% | -12.12% |
Average DrawdownAverage peak-to-trough decline | -24.22% | -31.63% | +7.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.78% | 9.59% | +4.19% |
Volatility
OMF vs. ENVA - Volatility Comparison
The current volatility for OneMain Holdings, Inc. (OMF) is 8.79%, while Enova International, Inc. (ENVA) has a volatility of 11.06%. This indicates that OMF experiences smaller price fluctuations and is considered to be less risky than ENVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OMF | ENVA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.79% | 11.06% | -2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 22.02% | 27.99% | -5.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.45% | 39.29% | -9.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.62% | 40.38% | -4.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.77% | 49.10% | -3.33% |
Dividends
OMF vs. ENVA - Dividend Comparison
OMF's dividend yield for the trailing twelve months is around 7.07%, while ENVA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
ENVA Enova International, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OMF OneMain Holdings, Inc. | 7.07% | 6.17% | 7.90% | 8.13% | 11.41% | 19.08% | 12.33% | 7.12% |
Financials
OMF vs. ENVA - Financials Comparison
This section allows you to compare key financial metrics between OneMain Holdings, Inc. and Enova International, 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
OMF and ENVA have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENVA has higher volatility (11.06%) compared to OMF (8.79%). In terms of maximum drawdown, OMF dropped -68.66% vs ENVA's -84.26%.
ENVA currently has the higher Sharpe Ratio (2.64 vs 0.23), 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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