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

Correlation

The correlation between OMF and GNK is 0.27, 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.


Performance

OMF vs. GNK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OneMain Holdings, Inc. (OMF) and Genco Shipping & Trading Limited (GNK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

OMF:

0.09

GNK:

-1.05

Sortino Ratio

OMF:

0.47

GNK:

-1.51

Omega Ratio

OMF:

1.06

GNK:

0.83

Calmar Ratio

OMF:

0.18

GNK:

-0.37

Martin Ratio

OMF:

0.52

GNK:

-1.25

Ulcer Index

OMF:

10.36%

GNK:

27.57%

Daily Std Dev

OMF:

39.43%

GNK:

33.87%

Max Drawdown

OMF:

-69.20%

GNK:

-98.25%

Current Drawdown

OMF:

-13.30%

GNK:

-90.48%

Fundamentals

Market Cap

OMF:

$5.88B

GNK:

$583.39M

EPS

OMF:

$4.73

GNK:

$1.75

PE Ratio

OMF:

10.43

GNK:

7.76

PEG Ratio

OMF:

0.61

GNK:

-1.77

PS Ratio

OMF:

2.28

GNK:

1.38

PB Ratio

OMF:

1.79

GNK:

0.63

Total Revenue (TTM)

OMF:

$4.25B

GNK:

$376.85M

Gross Profit (TTM)

OMF:

$2.38B

GNK:

$82.16M

EBITDA (TTM)

OMF:

$2.73B

GNK:

$119.29M

Returns By Period

In the year-to-date period, OMF achieves a -2.26% return, which is significantly lower than GNK's -0.71% return. Over the past 10 years, OMF has outperformed GNK with an annualized return of 7.91%, while GNK has yielded a comparatively lower -11.62% annualized return.


OMF

YTD

-2.26%

1M

9.55%

6M

-5.59%

1Y

3.65%

5Y*

31.46%

10Y*

7.91%

GNK

YTD

-0.71%

1M

8.32%

6M

-18.75%

1Y

-35.26%

5Y*

28.76%

10Y*

-11.62%

*Annualized

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Risk-Adjusted Performance

OMF vs. GNK — Risk-Adjusted Performance Rank

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

OMF
The Risk-Adjusted Performance Rank of OMF is 5555
Overall Rank
The Sharpe Ratio Rank of OMF is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of OMF is 5151
Sortino Ratio Rank
The Omega Ratio Rank of OMF is 5151
Omega Ratio Rank
The Calmar Ratio Rank of OMF is 6161
Calmar Ratio Rank
The Martin Ratio Rank of OMF is 5959
Martin Ratio Rank

GNK
The Risk-Adjusted Performance Rank of GNK is 1313
Overall Rank
The Sharpe Ratio Rank of GNK is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of GNK is 66
Sortino Ratio Rank
The Omega Ratio Rank of GNK is 99
Omega Ratio Rank
The Calmar Ratio Rank of GNK is 2828
Calmar Ratio Rank
The Martin Ratio Rank of GNK is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OMF vs. GNK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OneMain Holdings, Inc. (OMF) and Genco Shipping & Trading Limited (GNK). 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.


The current OMF Sharpe Ratio is 0.09, which is higher than the GNK Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of OMF and GNK, 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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Dividends

OMF vs. GNK - Dividend Comparison

OMF's dividend yield for the trailing twelve months is around 8.49%, less than GNK's 10.78% yield.


TTM202420232022202120202019
OMF
OneMain Holdings, Inc.
8.49%7.90%8.13%11.41%19.08%12.33%7.12%
GNK
Genco Shipping & Trading Limited
10.78%11.26%5.73%17.84%2.00%3.19%4.71%

Drawdowns

OMF vs. GNK - Drawdown Comparison

The maximum OMF drawdown since its inception was -69.20%, smaller than the maximum GNK drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for OMF and GNK. For additional features, visit the drawdowns tool.


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Volatility

OMF vs. GNK - Volatility Comparison


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Financials

OMF vs. GNK - Financials Comparison

This section allows you to compare key financial metrics between OneMain Holdings, Inc. and Genco Shipping & Trading Limited. 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


0.00500.00M1.00B1.50B20212022202320242025
188.00M
71.27M
(OMF) Total Revenue
(GNK) Total Revenue
Values in USD except per share items