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OMF vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OMF and JEPI is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

OMF vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OneMain Holdings, Inc. (OMF) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
288.97%
66.94%
OMF
JEPI

Key characteristics

Sharpe Ratio

OMF:

0.19

JEPI:

0.41

Sortino Ratio

OMF:

0.54

JEPI:

0.67

Omega Ratio

OMF:

1.07

JEPI:

1.11

Calmar Ratio

OMF:

0.25

JEPI:

0.43

Martin Ratio

OMF:

0.75

JEPI:

1.99

Ulcer Index

OMF:

9.85%

JEPI:

2.83%

Daily Std Dev

OMF:

39.25%

JEPI:

13.76%

Max Drawdown

OMF:

-69.20%

JEPI:

-13.71%

Current Drawdown

OMF:

-15.60%

JEPI:

-7.02%

Returns By Period

In the year-to-date period, OMF achieves a -4.85% return, which is significantly lower than JEPI's -2.96% return.


OMF

YTD

-4.85%

1M

-5.49%

6M

8.72%

1Y

2.87%

5Y*

35.15%

10Y*

6.58%

JEPI

YTD

-2.96%

1M

-4.23%

6M

-4.11%

1Y

4.70%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

OMF vs. JEPI — 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 5959
Overall Rank
The Sharpe Ratio Rank of OMF is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of OMF is 5454
Sortino Ratio Rank
The Omega Ratio Rank of OMF is 5353
Omega Ratio Rank
The Calmar Ratio Rank of OMF is 6464
Calmar Ratio Rank
The Martin Ratio Rank of OMF is 6262
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5656
Overall Rank
The Sharpe Ratio Rank of JEPI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6161
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. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OneMain Holdings, Inc. (OMF) and JPMorgan Equity Premium Income ETF (JEPI). 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 chart of Sharpe ratio for OMF, currently valued at 0.19, compared to the broader market-2.00-1.000.001.002.003.00
OMF: 0.19
JEPI: 0.41
The chart of Sortino ratio for OMF, currently valued at 0.54, compared to the broader market-6.00-4.00-2.000.002.004.00
OMF: 0.54
JEPI: 0.67
The chart of Omega ratio for OMF, currently valued at 1.07, compared to the broader market0.501.001.502.00
OMF: 1.07
JEPI: 1.11
The chart of Calmar ratio for OMF, currently valued at 0.25, compared to the broader market0.001.002.003.004.005.00
OMF: 0.25
JEPI: 0.43
The chart of Martin ratio for OMF, currently valued at 0.75, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
OMF: 0.75
JEPI: 1.99

The current OMF Sharpe Ratio is 0.19, which is lower than the JEPI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of OMF and JEPI, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.19
0.41
OMF
JEPI

Dividends

OMF vs. JEPI - Dividend Comparison

OMF's dividend yield for the trailing twelve months is around 8.54%, more than JEPI's 7.90% yield.


TTM202420232022202120202019
OMF
OneMain Holdings, Inc.
8.54%7.90%8.13%11.41%19.08%12.33%7.12%
JEPI
JPMorgan Equity Premium Income ETF
7.90%7.33%8.40%11.67%6.59%5.79%0.00%

Drawdowns

OMF vs. JEPI - Drawdown Comparison

The maximum OMF drawdown since its inception was -69.20%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for OMF and JEPI. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.60%
-7.02%
OMF
JEPI

Volatility

OMF vs. JEPI - Volatility Comparison

OneMain Holdings, Inc. (OMF) has a higher volatility of 23.03% compared to JPMorgan Equity Premium Income ETF (JEPI) at 11.06%. This indicates that OMF's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
23.03%
11.06%
OMF
JEPI