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OMF vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OMF and SCHD is 0.56, 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.


-0.50.00.51.00.6

Performance

OMF vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OneMain Holdings, Inc. (OMF) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
437.54%
241.34%
OMF
SCHD

Key characteristics

Sharpe Ratio

OMF:

0.51

SCHD:

1.20

Sortino Ratio

OMF:

0.88

SCHD:

1.76

Omega Ratio

OMF:

1.11

SCHD:

1.21

Calmar Ratio

OMF:

0.96

SCHD:

1.69

Martin Ratio

OMF:

2.43

SCHD:

5.86

Ulcer Index

OMF:

6.63%

SCHD:

2.30%

Daily Std Dev

OMF:

31.63%

SCHD:

11.25%

Max Drawdown

OMF:

-69.20%

SCHD:

-33.37%

Current Drawdown

OMF:

-9.61%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, OMF achieves a 14.68% return, which is significantly higher than SCHD's 11.54% return. Both investments have delivered pretty close results over the past 10 years, with OMF having a 10.90% annualized return and SCHD not far behind at 10.86%.


OMF

YTD

14.68%

1M

-5.55%

6M

10.39%

1Y

14.24%

5Y*

16.71%

10Y*

10.90%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

OMF vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OneMain Holdings, Inc. (OMF) and Schwab US Dividend Equity ETF (SCHD). 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-4.00-2.000.002.000.511.20
The chart of Sortino ratio for OMF, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.000.881.76
The chart of Omega ratio for OMF, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.21
The chart of Calmar ratio for OMF, currently valued at 0.96, compared to the broader market0.002.004.006.000.961.69
The chart of Martin ratio for OMF, currently valued at 2.42, compared to the broader market-5.000.005.0010.0015.0020.0025.002.435.86
OMF
SCHD

The current OMF Sharpe Ratio is 0.51, which is lower than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of OMF and SCHD, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.51
1.20
OMF
SCHD

Dividends

OMF vs. SCHD - Dividend Comparison

OMF's dividend yield for the trailing twelve months is around 7.94%, more than SCHD's 3.64% 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%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

OMF vs. SCHD - Drawdown Comparison

The maximum OMF drawdown since its inception was -69.20%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for OMF and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.61%
-6.72%
OMF
SCHD

Volatility

OMF vs. SCHD - Volatility Comparison

OneMain Holdings, Inc. (OMF) has a higher volatility of 7.67% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that OMF's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.67%
3.88%
OMF
SCHD
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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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