OMF vs. PROSY

Last updated Jun 13, 2026

OMF (OneMain Holdings, Inc.) and PROSY (Prosus N.V.) are both stocks. OMF operates in Credit Services (Financial Services), while PROSY operates in Internet Content & Information (Communication Services). Over the past 5 years, OMF returned 8.86%/yr vs -0.56%/yr for PROSY. At a 0.27 correlation, their price movements are largely independent.

Performance

OMF vs. PROSY - Performance Comparison

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

Returns By Period

In the year-to-date period, OMF achieves a -12.84% return, which is significantly higher than PROSY's -26.62% 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%

PROSY

• 1D: -2.58%
• 1M: -0.11%
• YTD: -26.62%
• 6M: -27.15%
• 1Y: -15.15%
• 3Y*: 10.69%
• 5Y*: -0.56%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

OMF vs. PROSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
OMF OneMain Holdings, Inc.	-12.84%	39.77%	15.14%	63.03%	-27.20%	23.56%	34.53%	10.44%
PROSY Prosus N.V.	-26.62%	55.67%	33.80%	-5.32%	-17.15%	-23.28%	45.77%	-9.97%

Correlation

The correlation between OMF and PROSY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (All Time) Calculated using the full available price history since Sep 13, 2019	0.27

Fundamentals

Market Cap OMF : $6.65B PROSY : $101.26B
EPS OMF : $6.71 PROSY : $1.91
PE Ratio OMF : 8.45 PROSY : 4.74
PS Ratio OMF : 1.36 PROSY : 7.94
PB Ratio OMF : 1.97 PROSY : 1.83
Total Revenue (TTM) OMF : $4.94B PROSY : $12.76B
Gross Profit (TTM) OMF : $2.20B PROSY : $5.31B
EBITDA (TTM) OMF : $943.00M PROSY : $10.72B

Return for Risk

OMF vs. PROSY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OMF

OMF Risk / Return Rank: 55
OMF Sharpe Ratio Rank: 60
OMF Sortino Ratio Rank: 54
OMF Omega Ratio Rank: 52
OMF Calmar Ratio Rank: 55
OMF Martin Ratio Rank: 55

PROSY

PROSY Risk / Return Rank: 23
PROSY Sharpe Ratio Rank: 19
PROSY Sortino Ratio Rank: 19
PROSY Omega Ratio Rank: 20
PROSY Calmar Ratio Rank: 27
PROSY Martin Ratio Rank: 28

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OMF vs. PROSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OneMain Holdings, Inc. (OMF) and Prosus N.V. (PROSY). 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	PROSY	Difference
Sharpe ratio: Return per unit of total volatility	0.51	-0.53	+1.05
Sortino ratio: Return per unit of downside risk	0.89	-0.60	+1.49
Omega ratio: Gain probability vs. loss probability	1.11	0.93	+0.18
Calmar ratio: Return relative to maximum drawdown	0.50	-0.44	+0.94
Martin ratio: Return relative to average drawdown	1.12	-0.81	+1.93

OMF vs. PROSY - Sharpe Ratio Comparison

The current OMF Sharpe Ratio is 0.51, which is higher than the PROSY Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of OMF and PROSY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

OMF vs. PROSY - Drawdown Comparison

The maximum OMF drawdown since its inception was -68.66%, roughly equal to the maximum PROSY drawdown of -69.36%. Use the drawdown chart below to compare losses from any high point for OMF and PROSY.

Drawdown Indicators

	OMF	PROSY	Difference
Max Drawdown Largest peak-to-trough decline	-68.66%	-69.36%	+0.70%
Max Drawdown (1Y) Largest decline over 1 year	-29.68%	-39.09%	+9.41%
Max Drawdown (3Y) Largest decline over 3 years	-29.94%	-39.09%	+9.15%
Max Drawdown (5Y) Largest decline over 5 years	-47.93%	-60.96%	+13.03%
Max Drawdown (10Y) Largest decline over 10 years	-68.66%	—	—
Current Drawdown Current decline from peak	-17.50%	-37.79%	+20.29%
Average Drawdown Average peak-to-trough decline	-24.29%	-30.01%	+5.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.25%	21.26%	-8.01%

Volatility

OMF vs. PROSY - Volatility Comparison

The current volatility for OneMain Holdings, Inc. (OMF) is 8.84%, while Prosus N.V. (PROSY) has a volatility of 13.50%. This indicates that OMF experiences smaller price fluctuations and is considered to be less risky than PROSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OMF	PROSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.84%	13.50%	-4.66%
Volatility (6M) Calculated over the trailing 6-month period	21.61%	27.41%	-5.80%
Volatility (1Y) Calculated over the trailing 1-year period	29.07%	32.46%	-3.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.65%	43.10%	-7.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.05%	41.64%	+4.41%

Dividends

OMF vs. PROSY - Dividend Comparison

OMF's dividend yield for the trailing twelve months is around 7.39%, while PROSY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
OMF OneMain Holdings, Inc.	7.39%	6.17%	7.90%	8.13%	11.41%	19.08%	12.33%	7.12%
PROSY Prosus N.V.	0.00%	0.00%	0.28%	0.25%	0.20%	0.20%	0.12%	0.00%

Financials

Frequently Asked Questions

Can I hold both OMF and PROSY in my portfolio?

OMF and PROSY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OMF or PROSY?

PROSY has higher volatility (13.50%) compared to OMF (8.84%). In terms of maximum drawdown, OMF dropped -68.66% vs PROSY's -69.36%.

Which has better risk-adjusted returns?

OMF currently has the higher Sharpe Ratio (0.51 vs -0.53), 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.