OMF vs. QDVO
OMF (OneMain Holdings, Inc.) is a stock, while QDVO (Amplify CWP Growth & Income ETF) is Derivative Income fund actively managed by Amplify. Over the past year, OMF returned 15.08% vs 26.60% for QDVO. At a 0.44 correlation, their price movements are largely independent.
Performance
OMF vs. QDVO - Performance Comparison
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Returns By Period
In the year-to-date period, OMF achieves a -15.04% return, which is significantly lower than QDVO's 9.91% return.
OMF
- 1D
- 3.50%
- 1M
- 2.33%
- YTD
- -15.04%
- 6M
- -11.69%
- 1Y
- 15.08%
- 3Y*
- 19.96%
- 5Y*
- 8.34%
- 10Y*
- 14.93%
QDVO
- 1D
- 0.10%
- 1M
- 3.95%
- YTD
- 9.91%
- 6M
- 9.61%
- 1Y
- 26.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OMF vs. QDVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
OMF OneMain Holdings, Inc. | -15.04% | 39.77% | 12.35% |
QDVO Amplify CWP Growth & Income ETF | 9.91% | 20.16% | 11.80% |
Correlation
The correlation between OMF and QDVO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2024 | 0.44 |
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Return for Risk
OMF vs. QDVO — Risk / Return Rank
OMF
QDVO
OMF vs. QDVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OneMain Holdings, Inc. (OMF) and Amplify CWP Growth & Income ETF (QDVO). 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.
| OMF | QDVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.39 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 2.62 | -2.11 |
| Martin ratioReturn relative to average drawdown | 1.17 | 10.64 | -9.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OMF | QDVO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 2.19 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 1.42 | -1.22 |
Drawdowns
OMF vs. QDVO - Drawdown Comparison
The maximum OMF drawdown since its inception was -68.66%, which is greater than QDVO's maximum drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for OMF and QDVO.
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Drawdown Indicators
| OMF | QDVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.66% | -17.75% | -50.91% |
Max Drawdown (1Y)Largest decline over 1 year | -29.68% | -10.21% | -19.47% |
Max Drawdown (3Y)Largest decline over 3 years | -29.94% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -47.93% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -68.66% | — | — |
Current DrawdownCurrent decline from peak | -19.58% | -0.84% | -18.74% |
Average DrawdownAverage peak-to-trough decline | -24.31% | -2.36% | -21.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.92% | 2.51% | +10.41% |
Volatility
OMF vs. QDVO - Volatility Comparison
OneMain Holdings, Inc. (OMF) has a higher volatility of 7.71% compared to Amplify CWP Growth & Income ETF (QDVO) at 2.86%. This indicates that OMF's price experiences larger fluctuations and is considered to be riskier than QDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OMF | QDVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 2.86% | +4.85% |
Volatility (6M)Calculated over the trailing 6-month period | 21.38% | 8.87% | +12.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.64% | 12.21% | +16.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.57% | 17.42% | +18.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.08% | 17.42% | +28.66% |
Dividends
OMF vs. QDVO - Dividend Comparison
OMF's dividend yield for the trailing twelve months is around 7.58%, less than QDVO's 10.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
OMF OneMain Holdings, Inc. | 7.58% | 6.17% | 7.90% | 8.13% | 11.41% | 19.08% | 12.33% | 7.12% |
QDVO Amplify CWP Growth & Income ETF | 10.11% | 9.92% | 2.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OMF and QDVO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OMF has higher volatility (7.71%) compared to QDVO (2.86%). In terms of maximum drawdown, OMF dropped -68.66% vs QDVO's -17.75%.
QDVO currently has the higher Sharpe Ratio (2.19 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.
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