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

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.

0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
19.66%
57.23%
OMF
MLI

Returns By Period

In the year-to-date period, OMF achieves a 21.42% return, which is significantly lower than MLI's 95.02% return. Over the past 10 years, OMF has underperformed MLI with an annualized return of 11.09%, while MLI has yielded a comparatively higher 21.39% annualized return.


OMF

YTD

21.42%

1M

20.19%

6M

18.87%

1Y

57.66%

5Y (annualized)

18.83%

10Y (annualized)

11.09%

MLI

YTD

95.02%

1M

26.25%

6M

56.93%

1Y

126.32%

5Y (annualized)

45.00%

10Y (annualized)

21.39%

Fundamentals


OMFMLI
Market Cap$6.51B$10.35B
EPS$4.56$5.14
PE Ratio11.9617.70
PEG Ratio0.610.00
Total Revenue (TTM)$5.33B$3.58B
Gross Profit (TTM)$3.34B$975.81M
EBITDA (TTM)$3.67B$861.56M

Key characteristics


OMFMLI
Sharpe Ratio1.713.71
Sortino Ratio2.254.95
Omega Ratio1.301.60
Calmar Ratio2.3810.99
Martin Ratio8.4637.12
Ulcer Index6.50%3.32%
Daily Std Dev32.14%33.21%
Max Drawdown-69.20%-61.71%
Current Drawdown-0.96%-4.55%

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Correlation

-0.50.00.51.00.5

The correlation between OMF and MLI is 0.49, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for OMF, currently valued at 1.71, compared to the broader market-4.00-2.000.002.004.001.713.71
The chart of Sortino ratio for OMF, currently valued at 2.25, compared to the broader market-4.00-2.000.002.004.002.254.95
The chart of Omega ratio for OMF, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.60
The chart of Calmar ratio for OMF, currently valued at 2.38, compared to the broader market0.002.004.006.002.3810.99
The chart of Martin ratio for OMF, currently valued at 8.46, compared to the broader market-10.000.0010.0020.0030.008.4637.12
OMF
MLI

The current OMF Sharpe Ratio is 1.71, which is lower than the MLI Sharpe Ratio of 3.71. 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.

Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
1.71
3.71
OMF
MLI

Dividends

OMF vs. MLI - Dividend Comparison

OMF's dividend yield for the trailing twelve months is around 7.50%, more than MLI's 0.82% yield.


TTM20232022202120202019201820172016201520142013
OMF
OneMain Holdings, Inc.
7.50%8.13%11.41%19.08%12.33%7.12%0.00%0.00%0.00%0.00%0.00%0.00%
MLI
Mueller Industries, Inc.
0.82%1.27%2.54%0.88%1.14%1.26%1.71%9.60%0.94%1.11%0.88%0.79%

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.96%
-4.55%
OMF
MLI

Volatility

OMF vs. MLI - Volatility Comparison

OneMain Holdings, Inc. (OMF) and Mueller Industries, Inc. (MLI) have volatilities of 12.89% and 13.12%, 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.89%
13.12%
OMF
MLI

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


Values in USD except per share items