RDN vs. OMF
Compare and contrast key facts about Radian Group Inc. (RDN) and OneMain Holdings, Inc. (OMF).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RDN or OMF.
Performance
RDN vs. OMF - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with RDN having a 21.99% return and OMF slightly higher at 22.77%. Over the past 10 years, RDN has underperformed OMF with an annualized return of 8.96%, while OMF has yielded a comparatively higher 11.08% annualized return.
RDN
21.99%
-0.96%
11.75%
38.13%
9.18%
8.96%
OMF
22.77%
20.38%
20.99%
56.68%
19.08%
11.08%
Fundamentals
| RDN | OMF | |
|---|---|---|
| Market Cap | $5.00B | $6.51B |
| EPS | $3.86 | $4.56 |
| PE Ratio | 8.70 | 11.96 |
| PEG Ratio | 1.18 | 0.61 |
| Total Revenue (TTM) | $1.30B | $5.33B |
| Gross Profit (TTM) | $794.35M | $3.34B |
| EBITDA (TTM) | $406.78M | $3.67B |
Key characteristics
| RDN | OMF | |
|---|---|---|
| Sharpe Ratio | 1.44 | 1.85 |
| Sortino Ratio | 1.95 | 2.39 |
| Omega Ratio | 1.26 | 1.32 |
| Calmar Ratio | 0.68 | 2.66 |
| Martin Ratio | 6.53 | 9.14 |
| Ulcer Index | 5.81% | 6.50% |
| Daily Std Dev | 26.41% | 32.09% |
| Max Drawdown | -98.83% | -69.20% |
| Current Drawdown | -38.97% | 0.00% |
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Correlation
The correlation between RDN and OMF is 0.50, 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.
Risk-Adjusted Performance
RDN vs. OMF - Risk-Adjusted Performance 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.
Dividends
RDN vs. OMF - Dividend Comparison
RDN's dividend yield for the trailing twelve months is around 2.82%, less than OMF's 7.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RDN Radian Group Inc. | 2.82% | 3.15% | 4.20% | 2.58% | 2.47% | 0.04% | 0.06% | 0.05% | 0.06% | 0.07% | 0.06% | 0.07% |
OMF OneMain Holdings, Inc. | 7.41% | 8.13% | 11.41% | 19.08% | 12.33% | 7.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 -69.20%. Use the drawdown chart below to compare losses from any high point for RDN and OMF. For additional features, visit the drawdowns tool.
Volatility
RDN vs. OMF - Volatility Comparison
Radian Group Inc. (RDN) has a higher volatility of 13.50% compared to OneMain Holdings, Inc. (OMF) at 12.51%. This indicates that RDN'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.
Financials
RDN vs. OMF - Financials Comparison
This section allows you to compare key financial metrics between Radian Group Inc. and OneMain Holdings, 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.
Total Revenue: Total amount of money received from sales and other business activities