OMF vs. LLY
OMF (OneMain Holdings, Inc.) and LLY (Eli Lilly and Company) are both stocks. OMF operates in Credit Services (Financial Services), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, OMF returned 17.73%/yr vs 33.45%/yr for LLY. At a 0.14 correlation, their price movements are largely independent.
Performance
OMF vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, OMF achieves a -12.84% return, which is significantly lower than LLY's 5.78% return. Over the past 10 years, OMF has underperformed LLY with an annualized return of 17.73%, while LLY has yielded a comparatively higher 33.45% annualized 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%
LLY
- 1D
- -2.41%
- 1M
- 12.75%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 39.26%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
OMF vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OMF OneMain Holdings, Inc. | -12.84% | 39.77% | 15.14% | 63.03% | -27.20% | 23.56% | 34.53% | 88.37% | -6.54% | 17.39% |
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between OMF and LLY is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2015 | 0.14 |
The correlation between OMF and LLY shifts across timeframes, from 0.03 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
Fundamentals
OMF:
$6.65B
LLY:
$1.02T
OMF:
$6.71
LLY:
$28.14
OMF:
8.45
LLY:
40.26
OMF:
1.36
LLY:
14.08
OMF:
1.97
LLY:
32.54
OMF:
$4.94B
LLY:
$72.25B
OMF:
$2.20B
LLY:
$59.75B
OMF:
$943.00M
LLY:
$32.97B
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Return for Risk
OMF vs. LLY — Risk / Return Rank
OMF
LLY
OMF vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OneMain Holdings, Inc. (OMF) and Eli Lilly and Company (LLY). 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 | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.22 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 1.72 | -1.22 |
| Martin ratioReturn relative to average drawdown | 1.12 | 4.28 | -3.16 |
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Drawdowns
OMF vs. LLY - Drawdown Comparison
The maximum OMF drawdown since its inception was -68.66%, roughly equal to the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for OMF and LLY.
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Drawdown Indicators
| OMF | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.66% | -68.24% | -0.42% |
Max Drawdown (1Y)Largest decline over 1 year | -29.68% | -23.64% | -6.04% |
Max Drawdown (3Y)Largest decline over 3 years | -29.94% | -34.48% | +4.54% |
Max Drawdown (5Y)Largest decline over 5 years | -47.93% | -34.48% | -13.45% |
Max Drawdown (10Y)Largest decline over 10 years | -68.66% | -34.48% | -34.18% |
Current DrawdownCurrent decline from peak | -17.50% | -2.41% | -15.09% |
Average DrawdownAverage peak-to-trough decline | -24.29% | -19.21% | -5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.25% | 9.49% | +3.76% |
Volatility
OMF vs. LLY - Volatility Comparison
OneMain Holdings, Inc. (OMF) and Eli Lilly and Company (LLY) have volatilities of 8.84% and 9.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OMF | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.84% | 9.27% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 21.61% | 27.16% | -5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.07% | 38.01% | -8.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.65% | 32.46% | +3.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.05% | 30.19% | +15.86% |
Dividends
OMF vs. LLY - Dividend Comparison
OMF's dividend yield for the trailing twelve months is around 7.39%, more than LLY's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
OMF OneMain Holdings, Inc. | 7.39% | 6.17% | 7.90% | 8.13% | 11.41% | 19.08% | 12.33% | 7.12% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
OMF vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between OneMain Holdings, Inc. and Eli Lilly and Company. 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 LLY have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (9.27%) compared to OMF (8.84%). In terms of maximum drawdown, OMF dropped -68.66% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.07 vs 0.51), 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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