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

Correlation

The correlation between OMF and RDN is 0.50, 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. RDN - Performance Comparison

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

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Key characteristics

Sharpe Ratio

OMF:

0.09

RDN:

0.35

Sortino Ratio

OMF:

0.47

RDN:

0.66

Omega Ratio

OMF:

1.06

RDN:

1.09

Calmar Ratio

OMF:

0.18

RDN:

0.21

Martin Ratio

OMF:

0.52

RDN:

1.16

Ulcer Index

OMF:

10.36%

RDN:

8.27%

Daily Std Dev

OMF:

39.43%

RDN:

26.70%

Max Drawdown

OMF:

-69.20%

RDN:

-98.83%

Current Drawdown

OMF:

-13.30%

RDN:

-38.95%

Fundamentals

Market Cap

OMF:

$5.88B

RDN:

$4.78B

EPS

OMF:

$4.73

RDN:

$3.92

PE Ratio

OMF:

10.43

RDN:

8.63

PEG Ratio

OMF:

0.61

RDN:

1.18

PS Ratio

OMF:

2.28

RDN:

3.53

PB Ratio

OMF:

1.79

RDN:

1.04

Total Revenue (TTM)

OMF:

$4.25B

RDN:

$971.19M

Gross Profit (TTM)

OMF:

$2.38B

RDN:

$554.90M

EBITDA (TTM)

OMF:

$2.73B

RDN:

$453.84M

Returns By Period

In the year-to-date period, OMF achieves a -2.26% return, which is significantly lower than RDN's 6.54% return. Both investments have delivered pretty close results over the past 10 years, with OMF having a 7.91% annualized return and RDN not far ahead at 8.17%.


OMF

YTD

-2.26%

1M

9.55%

6M

-5.59%

1Y

3.65%

5Y*

31.46%

10Y*

7.91%

RDN

YTD

6.54%

1M

3.84%

6M

1.66%

1Y

9.14%

5Y*

21.73%

10Y*

8.17%

*Annualized

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Risk-Adjusted Performance

OMF vs. RDN — 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 5555
Overall Rank
The Sharpe Ratio Rank of OMF is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of OMF is 5151
Sortino Ratio Rank
The Omega Ratio Rank of OMF is 5151
Omega Ratio Rank
The Calmar Ratio Rank of OMF is 6161
Calmar Ratio Rank
The Martin Ratio Rank of OMF is 5959
Martin Ratio Rank

RDN
The Risk-Adjusted Performance Rank of RDN is 6161
Overall Rank
The Sharpe Ratio Rank of RDN is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of RDN is 5757
Sortino Ratio Rank
The Omega Ratio Rank of RDN is 5555
Omega Ratio Rank
The Calmar Ratio Rank of RDN is 6262
Calmar Ratio Rank
The Martin Ratio Rank of RDN is 6666
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. RDN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OneMain Holdings, Inc. (OMF) and Radian Group Inc. (RDN). 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 0.09, which is lower than the RDN Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of OMF and RDN, 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. RDN - Dividend Comparison

OMF's dividend yield for the trailing twelve months is around 8.49%, more than RDN's 2.95% yield.


TTM20242023202220212020201920182017201620152014
OMF
OneMain Holdings, Inc.
8.49%7.90%8.13%11.41%19.08%12.33%7.12%0.00%0.00%0.00%0.00%0.00%
RDN
Radian Group Inc.
2.95%3.09%3.15%4.20%2.58%2.47%0.04%0.06%0.05%0.06%0.07%0.06%

Drawdowns

OMF vs. RDN - Drawdown Comparison

The maximum OMF drawdown since its inception was -69.20%, smaller than the maximum RDN drawdown of -98.83%. Use the drawdown chart below to compare losses from any high point for OMF and RDN. For additional features, visit the drawdowns tool.


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Volatility

OMF vs. RDN - Volatility Comparison


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Financials

OMF vs. RDN - Financials Comparison

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


0.00500.00M1.00B1.50B20212022202320242025
188.00M
318.00K
(OMF) Total Revenue
(RDN) Total Revenue
Values in USD except per share items