OMF vs. SSSS
OMF (OneMain Holdings, Inc.) and SSSS (SuRo Capital Corp.) are both stocks. Both are in the Financial Services sector — OMF in Credit Services, SSSS in Asset Management. Over the past 10 years, OMF returned 19.71%/yr vs 18.46%/yr for SSSS. At a 0.24 correlation, their price movements are largely independent.
Performance
OMF vs. SSSS - Performance Comparison
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Returns By Period
In the year-to-date period, OMF achieves a -4.17% return, which is significantly lower than SSSS's 39.08% return. Over the past 10 years, OMF has outperformed SSSS with an annualized return of 19.71%, while SSSS has yielded a comparatively lower 18.46% annualized return.
OMF
- 1D
- 3.16%
- 1M
- 12.73%
- YTD
- -4.17%
- 6M
- -5.66%
- 1Y
- 18.48%
- 3Y*
- 22.17%
- 5Y*
- 10.72%
- 10Y*
- 19.71%
SSSS
- 1D
- 7.76%
- 1M
- -5.41%
- YTD
- 39.08%
- 6M
- 39.53%
- 1Y
- 70.71%
- 3Y*
- 63.23%
- 5Y*
- 8.05%
- 10Y*
- 18.46%
OMF vs. SSSS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OMF OneMain Holdings, Inc. | -4.17% | 39.77% | 15.14% | 63.03% | -27.20% | 23.56% | 34.53% | 88.37% | -6.54% | 17.39% |
SSSS SuRo Capital Corp. | 39.08% | 69.91% | 49.24% | 3.68% | -70.31% | 72.62% | 116.63% | 31.56% | -4.22% | 8.35% |
Correlation
The correlation between OMF and SSSS is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2015 | 0.24 |
The correlation between OMF and SSSS shifts across timeframes, from 0.23 (3 years) to 0.34 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
OMF:
$7.31B
SSSS:
$385.14M
OMF:
$6.73
SSSS:
$1.69
OMF:
9.27
SSSS:
7.54
OMF:
1.49
SSSS:
0.00
OMF:
2.17
SSSS:
0.00
OMF:
$4.94B
SSSS:
$732.03B
OMF:
$2.20B
SSSS:
$59.82M
OMF:
$943.00M
SSSS:
$57.61B
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Return for Risk
OMF vs. SSSS — Risk / Return Rank
OMF
SSSS
OMF vs. SSSS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OneMain Holdings, Inc. (OMF) and SuRo Capital Corp. (SSSS). 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 | SSSS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.29 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 3.81 | -3.19 |
| Martin ratioReturn relative to average drawdown | 1.37 | 13.26 | -11.89 |
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Drawdowns
OMF vs. SSSS - Drawdown Comparison
The maximum OMF drawdown since its inception was -68.66%, smaller than the maximum SSSS drawdown of -77.81%. Use the drawdown chart below to compare losses from any high point for OMF and SSSS.
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Drawdown Indicators
| OMF | SSSS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.66% | -77.81% | +9.15% |
Max Drawdown (1Y)Largest decline over 1 year | -29.68% | -18.63% | -11.05% |
Max Drawdown (3Y)Largest decline over 3 years | -29.94% | -33.03% | +3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -47.93% | -77.81% | +29.88% |
Max Drawdown (10Y)Largest decline over 10 years | -68.66% | -77.81% | +9.15% |
Current DrawdownCurrent decline from peak | -9.30% | -11.94% | +2.64% |
Average DrawdownAverage peak-to-trough decline | -24.25% | -47.02% | +22.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.57% | 5.35% | +8.22% |
Volatility
OMF vs. SSSS - Volatility Comparison
The current volatility for OneMain Holdings, Inc. (OMF) is 8.55%, while SuRo Capital Corp. (SSSS) has a volatility of 14.85%. This indicates that OMF experiences smaller price fluctuations and is considered to be less risky than SSSS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OMF | SSSS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.55% | 14.85% | -6.30% |
Volatility (6M)Calculated over the trailing 6-month period | 21.59% | 33.84% | -12.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.08% | 43.18% | -14.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.59% | 47.23% | -11.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.86% | 46.65% | -0.79% |
Dividends
OMF vs. SSSS - Dividend Comparison
OMF's dividend yield for the trailing twelve months is around 6.72%, less than SSSS's 6.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
OMF OneMain Holdings, Inc. | 6.72% | 6.17% | 7.90% | 8.13% | 11.41% | 19.08% | 12.33% | 7.12% | 0.00% | 0.00% | 0.00% |
SSSS SuRo Capital Corp. | 6.85% | 5.30% | 0.00% | 0.00% | 2.89% | 61.78% | 6.65% | 4.89% | 0.00% | 0.00% | 55.67% |
Financials
OMF vs. SSSS - Financials Comparison
This section allows you to compare key financial metrics between OneMain Holdings, Inc. and SuRo Capital Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
OMF and SSSS have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSSS has higher volatility (14.85%) compared to OMF (8.55%). In terms of maximum drawdown, OMF dropped -68.66% vs SSSS's -77.81%.
SSSS currently has the higher Sharpe Ratio (1.65 vs 0.64), 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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