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

Correlation

The correlation between OMF and MLI is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

OMF vs. MLI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

OMF:

0.32

MLI:

0.95

Sortino Ratio

OMF:

0.69

MLI:

1.69

Omega Ratio

OMF:

1.09

MLI:

1.20

Calmar Ratio

OMF:

0.39

MLI:

1.28

Martin Ratio

OMF:

1.14

MLI:

2.85

Ulcer Index

OMF:

10.32%

MLI:

12.45%

Daily Std Dev

OMF:

39.82%

MLI:

37.18%

Max Drawdown

OMF:

-69.20%

MLI:

-61.71%

Current Drawdown

OMF:

-7.54%

MLI:

-16.32%

Fundamentals

Market Cap

OMF:

$6.23B

MLI:

$8.75B

EPS

OMF:

$4.73

MLI:

$5.49

PE Ratio

OMF:

11.07

MLI:

14.40

PEG Ratio

OMF:

0.61

MLI:

0.00

PS Ratio

OMF:

2.41

MLI:

2.23

PB Ratio

OMF:

1.90

MLI:

3.28

Total Revenue (TTM)

OMF:

$4.25B

MLI:

$3.92B

Gross Profit (TTM)

OMF:

$2.38B

MLI:

$1.08B

EBITDA (TTM)

OMF:

$2.73B

MLI:

$891.70M

Returns By Period

In the year-to-date period, OMF achieves a 4.23% return, which is significantly higher than MLI's 0.27% return. Over the past 10 years, OMF has underperformed MLI with an annualized return of 8.77%, while MLI has yielded a comparatively higher 18.65% annualized return.


OMF

YTD

4.23%

1M

20.84%

6M

-0.56%

1Y

12.70%

5Y*

36.08%

10Y*

8.77%

MLI

YTD

0.27%

1M

7.57%

6M

-12.33%

1Y

34.96%

5Y*

50.17%

10Y*

18.65%

*Annualized

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Risk-Adjusted Performance

OMF vs. MLI — 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 6262
Overall Rank
The Sharpe Ratio Rank of OMF is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of OMF is 5656
Sortino Ratio Rank
The Omega Ratio Rank of OMF is 5656
Omega Ratio Rank
The Calmar Ratio Rank of OMF is 6969
Calmar Ratio Rank
The Martin Ratio Rank of OMF is 6565
Martin Ratio Rank

MLI
The Risk-Adjusted Performance Rank of MLI is 8181
Overall Rank
The Sharpe Ratio Rank of MLI is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of MLI is 8181
Sortino Ratio Rank
The Omega Ratio Rank of MLI is 7676
Omega Ratio Rank
The Calmar Ratio Rank of MLI is 8787
Calmar Ratio Rank
The Martin Ratio Rank of MLI is 7878
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. MLI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OneMain Holdings, Inc. (OMF) and Mueller Industries, Inc. (MLI). 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 0.32, which is lower than the MLI Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of OMF and MLI, 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. MLI - Dividend Comparison

OMF's dividend yield for the trailing twelve months is around 7.96%, more than MLI's 1.07% yield.


TTM20242023202220212020201920182017201620152014
OMF
OneMain Holdings, Inc.
7.96%7.90%8.13%11.41%19.08%12.33%7.12%0.00%0.00%0.00%0.00%0.00%
MLI
Mueller Industries, Inc.
1.07%1.01%1.27%2.54%0.88%1.14%1.26%1.71%9.60%0.94%1.11%0.88%

Drawdowns

OMF vs. MLI - Drawdown Comparison

The maximum OMF drawdown since its inception was -69.20%, which is greater than MLI's maximum drawdown of -61.71%. Use the drawdown chart below to compare losses from any high point for OMF and MLI. For additional features, visit the drawdowns tool.


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Volatility

OMF vs. MLI - Volatility Comparison

OneMain Holdings, Inc. (OMF) has a higher volatility of 10.47% compared to Mueller Industries, Inc. (MLI) at 9.09%. This indicates that OMF's price experiences larger fluctuations and is considered to be riskier than MLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

OMF vs. MLI - Financials Comparison

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


200.00M400.00M600.00M800.00M1.00B1.20B1.40B20212022202320242025
188.00M
1.00B
(OMF) Total Revenue
(MLI) Total Revenue
Values in USD except per share items