RDN vs. OMF

Last updated Jun 5, 2026

RDN (Radian Group Inc.) and OMF (OneMain Holdings, Inc.) are both stocks. Both are in the Financial Services sector — RDN in Insurance - Specialty, OMF in Credit Services. Over the past 10 years, RDN returned 13.27%/yr vs 14.93%/yr for OMF. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

RDN vs. OMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Radian Group Inc. (RDN) 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, RDN achieves a -5.21% return, which is significantly higher than OMF's -15.04% return. Over the past 10 years, RDN has underperformed OMF with an annualized return of 13.27%, while OMF has yielded a comparatively higher 14.93% annualized return.

RDN

• 1D: -0.21%
• 1M: -4.85%
• YTD: -5.21%
• 6M: -1.77%
• 1Y: 4.23%
• 3Y*: 12.76%
• 5Y*: 11.48%
• 10Y*: 13.27%

OMF

• 1D: 3.50%
• 1M: 2.33%
• YTD: -15.04%
• 6M: -11.69%
• 1Y: 15.08%
• 3Y*: 19.96%
• 5Y*: 8.34%
• 10Y*: 14.93%

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

RDN vs. OMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RDN Radian Group Inc.	-5.21%	16.90%	14.55%	55.31%	-6.35%	6.97%	-17.20%	53.86%	-20.58%	14.69%
OMF OneMain Holdings, Inc.	-15.04%	39.77%	15.14%	63.03%	-27.20%	23.56%	34.53%	88.37%	-6.54%	17.39%

Correlation

The correlation between RDN and OMF is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (10Y) Calculated over the trailing 10-year period	0.53
Correlation (All Time) Calculated using the full available price history since Nov 30, 2015	0.52

Over the past year, the correlation between RDN and OMF has dropped to 0.31 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.

Fundamentals

EPS RDN : $4.22 OMF : $6.71
PE Ratio RDN : 7.96 OMF : 8.24
PS Ratio RDN : 3.72 OMF : 1.33
Total Revenue (TTM) RDN : $1.25B OMF : $4.94B
Gross Profit (TTM) RDN : $1.15B OMF : $2.20B
EBITDA (TTM) RDN : $872.38M OMF : $943.00M

Return for Risk

RDN vs. OMF — Risk / Return Rank

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

RDN

RDN Risk / Return Rank: 45
RDN Sharpe Ratio Rank: 48
RDN Sortino Ratio Rank: 41
RDN Omega Ratio Rank: 40
RDN Calmar Ratio Rank: 49
RDN Martin Ratio Rank: 49

OMF

OMF Risk / Return Rank: 54
OMF Sharpe Ratio Rank: 59
OMF Sortino Ratio Rank: 52
OMF Omega Ratio Rank: 51
OMF Calmar Ratio Rank: 54
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.

RDN vs. OMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Radian Group Inc. (RDN) 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.

	RDN	OMF	Difference
Sharpe ratio: Return per unit of total volatility	0.18	0.53	-0.35
Sortino ratio: Return per unit of downside risk	0.43	0.90	-0.48
Omega ratio: Gain probability vs. loss probability	1.05	1.11	-0.06
Calmar ratio: Return relative to maximum drawdown	0.30	0.51	-0.21
Martin ratio: Return relative to average drawdown	0.61	1.17	-0.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RDN vs. OMF - Sharpe Ratio Comparison

The current RDN Sharpe Ratio is 0.18, which is lower than the OMF Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of RDN 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.

Sharpe Ratios by Period

	RDN	OMF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.18	0.53	-0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.24	+0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	0.33	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	0.20	-0.09

Drawdowns

RDN vs. OMF - Drawdown Comparison

The maximum RDN drawdown since its inception was -98.83%, which is greater than OMF's maximum drawdown of -68.66%. Use the drawdown chart below to compare losses from any high point for RDN and OMF.

Drawdown Indicators

	RDN	OMF	Difference
Max Drawdown Largest peak-to-trough decline	-98.83%	-68.66%	-30.17%
Max Drawdown (1Y) Largest decline over 1 year	-14.34%	-29.68%	+15.34%
Max Drawdown (3Y) Largest decline over 3 years	-16.50%	-29.94%	+13.44%
Max Drawdown (5Y) Largest decline over 5 years	-25.84%	-47.93%	+22.09%
Max Drawdown (10Y) Largest decline over 10 years	-62.80%	-68.66%	+5.86%
Current Drawdown Current decline from peak	-36.50%	-19.58%	-16.92%
Average Drawdown Average peak-to-trough decline	-46.97%	-24.31%	-22.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.91%	12.92%	-6.01%

Volatility

RDN vs. OMF - Volatility Comparison

Radian Group Inc. (RDN) and OneMain Holdings, Inc. (OMF) have volatilities of 7.91% and 7.71%, 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.

Volatility by Period

	RDN	OMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.91%	7.71%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	18.34%	21.38%	-3.04%
Volatility (1Y) Calculated over the trailing 1-year period	23.93%	28.64%	-4.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.82%	35.57%	-9.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.89%	46.08%	-8.19%

Dividends

RDN vs. OMF - Dividend Comparison

RDN's dividend yield for the trailing twelve months is around 3.04%, less than OMF's 7.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OMF OneMain Holdings, Inc.	7.58%	6.17%	7.90%	8.13%	11.41%	19.08%	12.33%	7.12%	0.00%	0.00%	0.00%	0.00%
RDN Radian Group Inc.	3.04%	2.83%	3.09%	3.15%	4.20%	2.58%	2.47%	0.04%	0.06%	0.05%	0.06%	0.07%

Financials

Frequently Asked Questions

Can I hold both RDN and OMF in my portfolio?

RDN and OMF have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RDN or OMF?

RDN has higher volatility (7.91%) compared to OMF (7.71%). In terms of maximum drawdown, RDN dropped -98.83% vs OMF's -68.66%.

Which has better risk-adjusted returns?

OMF currently has the higher Sharpe Ratio (0.53 vs 0.18), 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.