PROSY vs. OMF

Last updated Jun 13, 2026

PROSY (Prosus N.V.) and OMF (OneMain Holdings, Inc.) are both stocks. PROSY operates in Internet Content & Information (Communication Services), while OMF operates in Credit Services (Financial Services). Over the past 5 years, PROSY returned -0.56%/yr vs 8.86%/yr for OMF. At a 0.27 correlation, their price movements are largely independent.

Performance

PROSY vs. OMF - Performance Comparison

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

Returns By Period

In the year-to-date period, PROSY achieves a -26.62% return, which is significantly lower than OMF's -12.84% return.

PROSY

• 1D: -2.58%
• 1M: -0.11%
• YTD: -26.62%
• 6M: -27.15%
• 1Y: -15.15%
• 3Y*: 10.69%
• 5Y*: -0.56%
• 10Y*: —

OMF

• 1D: -0.02%
• 1M: 5.96%
• YTD: -12.84%
• 6M: -14.45%
• 1Y: 17.69%
• 3Y*: 18.04%
• 5Y*: 8.86%
• 10Y*: 17.73%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PROSY vs. OMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PROSY Prosus N.V.	-26.62%	55.67%	33.80%	-5.32%	-17.15%	-23.28%	45.77%	-9.97%
OMF OneMain Holdings, Inc.	-12.84%	39.77%	15.14%	63.03%	-27.20%	23.56%	34.53%	10.44%

Correlation

The correlation between PROSY and OMF is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (All Time) Calculated using the full available price history since Sep 13, 2019	0.27

Fundamentals

Market Cap PROSY : $101.26B OMF : $6.65B
EPS PROSY : $1.91 OMF : $6.71
PE Ratio PROSY : 4.74 OMF : 8.45
PS Ratio PROSY : 7.94 OMF : 1.36
PB Ratio PROSY : 1.83 OMF : 1.97
Total Revenue (TTM) PROSY : $12.76B OMF : $4.94B
Gross Profit (TTM) PROSY : $5.31B OMF : $2.20B
EBITDA (TTM) PROSY : $10.72B OMF : $943.00M

Return for Risk

PROSY vs. OMF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PROSY

PROSY Risk / Return Rank: 23
PROSY Sharpe Ratio Rank: 19
PROSY Sortino Ratio Rank: 19
PROSY Omega Ratio Rank: 20
PROSY Calmar Ratio Rank: 27
PROSY Martin Ratio Rank: 28

OMF

OMF Risk / Return Rank: 55
OMF Sharpe Ratio Rank: 60
OMF Sortino Ratio Rank: 54
OMF Omega Ratio Rank: 52
OMF Calmar Ratio Rank: 55
OMF Martin Ratio Rank: 55

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PROSY vs. OMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prosus N.V. (PROSY) and OneMain Holdings, Inc. (OMF). 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.

	PROSY	OMF	Difference
Sharpe ratio: Return per unit of total volatility	-0.53	0.51	-1.05
Sortino ratio: Return per unit of downside risk	-0.60	0.89	-1.49
Omega ratio: Gain probability vs. loss probability	0.93	1.11	-0.18
Calmar ratio: Return relative to maximum drawdown	-0.44	0.50	-0.94
Martin ratio: Return relative to average drawdown	-0.81	1.12	-1.93

PROSY vs. OMF - Sharpe Ratio Comparison

The current PROSY Sharpe Ratio is -0.53, which is lower than the OMF Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of PROSY and OMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PROSY vs. OMF - Drawdown Comparison

The maximum PROSY drawdown since its inception was -69.36%, roughly equal to the maximum OMF drawdown of -68.66%. Use the drawdown chart below to compare losses from any high point for PROSY and OMF.

Drawdown Indicators

	PROSY	OMF	Difference
Max Drawdown Largest peak-to-trough decline	-69.36%	-68.66%	-0.70%
Max Drawdown (1Y) Largest decline over 1 year	-39.09%	-29.68%	-9.41%
Max Drawdown (3Y) Largest decline over 3 years	-39.09%	-29.94%	-9.15%
Max Drawdown (5Y) Largest decline over 5 years	-60.96%	-47.93%	-13.03%
Max Drawdown (10Y) Largest decline over 10 years	—	-68.66%	—
Current Drawdown Current decline from peak	-37.79%	-17.50%	-20.29%
Average Drawdown Average peak-to-trough decline	-30.01%	-24.29%	-5.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.26%	13.25%	+8.01%

Volatility

PROSY vs. OMF - Volatility Comparison

Prosus N.V. (PROSY) has a higher volatility of 13.50% compared to OneMain Holdings, Inc. (OMF) at 8.84%. This indicates that PROSY's price experiences larger fluctuations and is considered to be riskier than OMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PROSY	OMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.50%	8.84%	+4.66%
Volatility (6M) Calculated over the trailing 6-month period	27.41%	21.61%	+5.80%
Volatility (1Y) Calculated over the trailing 1-year period	32.46%	29.07%	+3.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.10%	35.65%	+7.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.64%	46.05%	-4.41%

Dividends

PROSY vs. OMF - Dividend Comparison

PROSY has not paid dividends to shareholders, while OMF's dividend yield for the trailing twelve months is around 7.39%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
OMF OneMain Holdings, Inc.	7.39%	6.17%	7.90%	8.13%	11.41%	19.08%	12.33%	7.12%
PROSY Prosus N.V.	0.00%	0.00%	0.28%	0.25%	0.20%	0.20%	0.12%	0.00%

Financials

Frequently Asked Questions

Can I hold both PROSY and OMF in my portfolio?

PROSY and OMF have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PROSY or OMF?

PROSY has higher volatility (13.50%) compared to OMF (8.84%). In terms of maximum drawdown, PROSY dropped -69.36% vs OMF's -68.66%.

Which has better risk-adjusted returns?

OMF currently has the higher Sharpe Ratio (0.51 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.