PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
OMF vs. MLI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

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.


-0.50.00.51.00.5

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.

300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
437.54%
615.58%
OMF
MLI

Key characteristics

Sharpe Ratio

OMF:

0.51

MLI:

2.22

Sortino Ratio

OMF:

0.88

MLI:

3.22

Omega Ratio

OMF:

1.11

MLI:

1.39

Calmar Ratio

OMF:

0.96

MLI:

4.26

Martin Ratio

OMF:

2.43

MLI:

14.22

Ulcer Index

OMF:

6.63%

MLI:

5.37%

Daily Std Dev

OMF:

31.63%

MLI:

34.46%

Max Drawdown

OMF:

-69.20%

MLI:

-61.71%

Current Drawdown

OMF:

-9.61%

MLI:

-15.69%

Fundamentals

Market Cap

OMF:

$6.42B

MLI:

$9.38B

EPS

OMF:

$4.56

MLI:

$5.14

PE Ratio

OMF:

11.79

MLI:

16.05

PEG Ratio

OMF:

0.61

MLI:

0.00

Total Revenue (TTM)

OMF:

$5.33B

MLI:

$3.58B

Gross Profit (TTM)

OMF:

$3.34B

MLI:

$975.81M

EBITDA (TTM)

OMF:

$3.67B

MLI:

$861.56M

Returns By Period

In the year-to-date period, OMF achieves a 14.68% return, which is significantly lower than MLI's 72.27% return. Over the past 10 years, OMF has underperformed MLI with an annualized return of 10.90%, while MLI has yielded a comparatively higher 19.58% annualized return.


OMF

YTD

14.68%

1M

-5.55%

6M

10.39%

1Y

14.24%

5Y*

16.71%

10Y*

10.90%

MLI

YTD

72.27%

1M

-11.67%

6M

44.80%

1Y

74.31%

5Y*

41.05%

10Y*

19.58%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 0.51, compared to the broader market-4.00-2.000.002.000.512.22
The chart of Sortino ratio for OMF, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.000.883.22
The chart of Omega ratio for OMF, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.39
The chart of Calmar ratio for OMF, currently valued at 0.96, compared to the broader market0.002.004.006.000.964.26
The chart of Martin ratio for OMF, currently valued at 2.42, compared to the broader market-5.000.005.0010.0015.0020.0025.002.4314.22
OMF
MLI

The current OMF Sharpe Ratio is 0.51, which is lower than the MLI Sharpe Ratio of 2.22. 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.51
2.22
OMF
MLI

Dividends

OMF vs. MLI - Dividend Comparison

OMF's dividend yield for the trailing twelve months is around 7.94%, more than MLI's 1.00% yield.


TTM20232022202120202019201820172016201520142013
OMF
OneMain Holdings, Inc.
7.94%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.
1.00%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%JulyAugustSeptemberOctoberNovemberDecember
-9.61%
-15.69%
OMF
MLI

Volatility

OMF vs. MLI - Volatility Comparison

The current volatility for OneMain Holdings, Inc. (OMF) is 7.67%, while Mueller Industries, Inc. (MLI) has a volatility of 11.58%. This indicates that OMF experiences smaller price fluctuations and is considered to be less risky than MLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.67%
11.58%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab