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

Correlation

The correlation between OMF and RDN is 0.51, 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. 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.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
437.54%
160.44%
OMF
RDN

Key characteristics

Sharpe Ratio

OMF:

0.51

RDN:

0.65

Sortino Ratio

OMF:

0.88

RDN:

1.03

Omega Ratio

OMF:

1.11

RDN:

1.14

Calmar Ratio

OMF:

0.96

RDN:

0.33

Martin Ratio

OMF:

2.43

RDN:

2.79

Ulcer Index

OMF:

6.63%

RDN:

6.19%

Daily Std Dev

OMF:

31.63%

RDN:

26.48%

Max Drawdown

OMF:

-69.20%

RDN:

-98.83%

Current Drawdown

OMF:

-9.61%

RDN:

-42.10%

Fundamentals

Market Cap

OMF:

$6.42B

RDN:

$4.93B

EPS

OMF:

$4.56

RDN:

$3.86

PE Ratio

OMF:

11.79

RDN:

8.57

PEG Ratio

OMF:

0.61

RDN:

1.18

Total Revenue (TTM)

OMF:

$5.33B

RDN:

$1.30B

Gross Profit (TTM)

OMF:

$3.34B

RDN:

$794.35M

EBITDA (TTM)

OMF:

$3.67B

RDN:

$406.78M

Returns By Period

In the year-to-date period, OMF achieves a 14.68% return, which is significantly lower than RDN's 15.74% return. Over the past 10 years, OMF has outperformed RDN with an annualized return of 10.90%, while RDN has yielded a comparatively lower 8.54% annualized return.


OMF

YTD

14.68%

1M

-5.55%

6M

10.39%

1Y

14.24%

5Y*

16.71%

10Y*

10.90%

RDN

YTD

15.74%

1M

-3.91%

6M

4.97%

1Y

16.03%

5Y*

8.15%

10Y*

8.54%

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. 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.


Sharpe ratio
The chart of Sharpe ratio for OMF, currently valued at 0.51, compared to the broader market-4.00-2.000.002.000.510.65
The chart of Sortino ratio for OMF, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.000.881.03
The chart of Omega ratio for OMF, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.14
The chart of Calmar ratio for OMF, currently valued at 0.96, compared to the broader market0.002.004.006.000.961.22
The chart of Martin ratio for OMF, currently valued at 2.42, compared to the broader market-5.000.005.0010.0015.0020.0025.002.432.79
OMF
RDN

The current OMF Sharpe Ratio is 0.51, which is comparable to the RDN Sharpe Ratio of 0.65. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.51
0.65
OMF
RDN

Dividends

OMF vs. RDN - Dividend Comparison

OMF's dividend yield for the trailing twelve months is around 7.94%, more than RDN's 3.06% 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%
RDN
Radian Group Inc.
3.06%3.15%4.20%2.58%2.47%0.04%0.06%0.05%0.06%0.07%0.06%0.07%

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.61%
-12.55%
OMF
RDN

Volatility

OMF vs. RDN - Volatility Comparison

OneMain Holdings, Inc. (OMF) and Radian Group Inc. (RDN) have volatilities of 7.67% and 7.33%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.67%
7.33%
OMF
RDN

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


Values in USD except per share items
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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.

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