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OMF vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OMF vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OneMain Holdings, Inc. (OMF) and iShares Bitcoin Trust ETF (IBIT). 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 -12.84% return, which is significantly higher than IBIT's -27.41% 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%

IBIT

1D
-0.03%
1M
-19.59%
YTD
-27.41%
6M
-29.61%
1Y
-39.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OMF vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
OMF
OneMain Holdings, Inc.
-12.84%39.77%13.61%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between OMF and IBIT is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.27

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Return for Risk

OMF vs. IBIT — Risk / Return Rank

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

OMF
OMF Risk / Return Rank: 5555
Overall Rank
OMF Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
OMF Sortino Ratio Rank: 5454
Sortino Ratio Rank
OMF Omega Ratio Rank: 5252
Omega Ratio Rank
OMF Calmar Ratio Rank: 5555
Calmar Ratio Rank
OMF Martin Ratio Rank: 5555
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OneMain Holdings, Inc. (OMF) and iShares Bitcoin Trust ETF (IBIT). 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.


OMFIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.44

Sortino ratioReturn per unit of downside risk

+2.19

Omega ratioGain probability vs. loss probability

1.11

0.85

+0.25

Calmar ratioReturn relative to maximum drawdown

0.50

-0.78

+1.28

Martin ratioReturn relative to average drawdown

1.12

-1.37

+2.49

OMF vs. IBIT - Sharpe Ratio Comparison

The current OMF Sharpe Ratio is 0.51, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of OMF and IBIT, 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. IBIT - Drawdown Comparison

The maximum OMF drawdown since its inception was -68.66%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for OMF and IBIT.


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Drawdown Indicators


OMFIBITDifference

Max Drawdown

Largest peak-to-trough decline

-68.66%

-52.11%

-16.55%

Max Drawdown (1Y)

Largest decline over 1 year

-29.68%

-52.11%

+22.43%

Max Drawdown (3Y)

Largest decline over 3 years

-29.94%

Max Drawdown (5Y)

Largest decline over 5 years

-47.93%

Max Drawdown (10Y)

Largest decline over 10 years

-68.66%

Current Drawdown

Current decline from peak

-17.50%

-49.45%

+31.95%

Average Drawdown

Average peak-to-trough decline

-24.29%

-16.53%

-7.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.25%

29.64%

-16.39%

Volatility

OMF vs. IBIT - Volatility Comparison

The current volatility for OneMain Holdings, Inc. (OMF) is 8.84%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that OMF experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OMFIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.84%

12.07%

-3.23%

Volatility (6M)

Calculated over the trailing 6-month period

21.61%

34.45%

-12.84%

Volatility (1Y)

Calculated over the trailing 1-year period

29.07%

44.10%

-15.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.65%

50.26%

-14.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.05%

50.26%

-4.21%

Dividends

OMF vs. IBIT - Dividend Comparison

OMF's dividend yield for the trailing twelve months is around 7.39%, while IBIT has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OMF
OneMain Holdings, Inc.
7.39%6.17%7.90%8.13%11.41%19.08%12.33%7.12%

Frequently Asked Questions


OMF and IBIT have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (12.07%) compared to OMF (8.84%). In terms of maximum drawdown, OMF dropped -68.66% vs IBIT's -52.11%.

OMF currently has the higher Sharpe Ratio (0.51 vs -0.92), 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 IBIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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