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

Performance

OMF vs. INVH - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
18.87%
-2.11%
OMF
INVH

Returns By Period

In the year-to-date period, OMF achieves a 21.42% return, which is significantly higher than INVH's 1.21% return.


OMF

YTD

21.42%

1M

20.19%

6M

18.87%

1Y

57.66%

5Y (annualized)

18.83%

10Y (annualized)

11.09%

INVH

YTD

1.21%

1M

-0.03%

6M

-2.11%

1Y

4.97%

5Y (annualized)

5.26%

10Y (annualized)

N/A

Fundamentals


OMFINVH
Market Cap$6.51B$20.85B
EPS$4.56$0.72
PE Ratio11.9647.26
PEG Ratio0.6115.75
Total Revenue (TTM)$5.33B$2.63B
Gross Profit (TTM)$3.34B$1.08B
EBITDA (TTM)$3.67B$2.06B

Key characteristics


OMFINVH
Sharpe Ratio1.710.19
Sortino Ratio2.250.39
Omega Ratio1.301.05
Calmar Ratio2.380.16
Martin Ratio8.460.82
Ulcer Index6.50%4.74%
Daily Std Dev32.14%20.47%
Max Drawdown-69.20%-50.54%
Current Drawdown-0.96%-18.87%

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Correlation

-0.50.00.51.00.3

The correlation between OMF and INVH is 0.30, 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. INVH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OneMain Holdings, Inc. (OMF) and Invitation Homes Inc. (INVH). 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-4.00-2.000.002.004.001.710.19
The chart of Sortino ratio for OMF, currently valued at 2.25, compared to the broader market-4.00-2.000.002.004.002.250.39
The chart of Omega ratio for OMF, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.05
The chart of Calmar ratio for OMF, currently valued at 2.38, compared to the broader market0.002.004.006.002.380.16
The chart of Martin ratio for OMF, currently valued at 8.46, compared to the broader market-10.000.0010.0020.0030.008.460.82
OMF
INVH

The current OMF Sharpe Ratio is 1.71, which is higher than the INVH Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of OMF and INVH, 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
0.19
OMF
INVH

Dividends

OMF vs. INVH - Dividend Comparison

OMF's dividend yield for the trailing twelve months is around 7.50%, more than INVH's 3.32% yield.


TTM2023202220212020201920182017
OMF
OneMain Holdings, Inc.
7.50%8.13%11.41%19.08%12.33%7.12%0.00%0.00%
INVH
Invitation Homes Inc.
3.32%3.87%2.97%1.50%2.02%1.74%2.19%0.93%

Drawdowns

OMF vs. INVH - Drawdown Comparison

The maximum OMF drawdown since its inception was -69.20%, which is greater than INVH's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for OMF and INVH. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.96%
-18.87%
OMF
INVH

Volatility

OMF vs. INVH - Volatility Comparison

OneMain Holdings, Inc. (OMF) has a higher volatility of 12.89% compared to Invitation Homes Inc. (INVH) at 8.36%. This indicates that OMF's price experiences larger fluctuations and is considered to be riskier than INVH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
12.89%
8.36%
OMF
INVH

Financials

OMF vs. INVH - Financials Comparison

This section allows you to compare key financial metrics between OneMain Holdings, Inc. and Invitation Homes 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