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RDN vs. OMF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RDN and OMF is 0.51, 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.


-0.50.00.51.00.5

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.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-5.17%
11.52%
RDN
OMF

Key characteristics

Sharpe Ratio

RDN:

0.76

OMF:

1.17

Sortino Ratio

RDN:

1.16

OMF:

1.65

Omega Ratio

RDN:

1.15

OMF:

1.22

Calmar Ratio

RDN:

0.39

OMF:

2.19

Martin Ratio

RDN:

2.88

OMF:

5.47

Ulcer Index

RDN:

7.06%

OMF:

6.68%

Daily Std Dev

RDN:

26.73%

OMF:

31.33%

Max Drawdown

RDN:

-98.83%

OMF:

-69.20%

Current Drawdown

RDN:

-39.77%

OMF:

-3.06%

Fundamentals

Market Cap

RDN:

$4.97B

OMF:

$6.64B

EPS

RDN:

$3.86

OMF:

$4.64

PE Ratio

RDN:

8.64

OMF:

12.00

PEG Ratio

RDN:

1.18

OMF:

0.61

Total Revenue (TTM)

RDN:

$973.96M

OMF:

$4.22B

Gross Profit (TTM)

RDN:

$465.71M

OMF:

$3.16B

EBITDA (TTM)

RDN:

$187.43M

OMF:

$3.12B

Returns By Period

In the year-to-date period, RDN achieves a 5.11% return, which is significantly lower than OMF's 6.79% return. Over the past 10 years, RDN has underperformed OMF with an annualized return of 9.16%, while OMF has yielded a comparatively higher 12.88% annualized return.


RDN

YTD

5.11%

1M

4.02%

6M

-5.17%

1Y

17.24%

5Y*

9.14%

10Y*

9.16%

OMF

YTD

6.79%

1M

7.24%

6M

11.52%

1Y

30.83%

5Y*

18.65%

10Y*

12.88%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RDN vs. OMF — Risk-Adjusted Performance Rank

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

RDN
The Risk-Adjusted Performance Rank of RDN is 6666
Overall Rank
The Sharpe Ratio Rank of RDN is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of RDN is 6363
Sortino Ratio Rank
The Omega Ratio Rank of RDN is 6363
Omega Ratio Rank
The Calmar Ratio Rank of RDN is 6363
Calmar Ratio Rank
The Martin Ratio Rank of RDN is 7272
Martin Ratio Rank

OMF
The Risk-Adjusted Performance Rank of OMF is 8080
Overall Rank
The Sharpe Ratio Rank of OMF is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of OMF is 7474
Sortino Ratio Rank
The Omega Ratio Rank of OMF is 7474
Omega Ratio Rank
The Calmar Ratio Rank of OMF is 9191
Calmar Ratio Rank
The Martin Ratio Rank of OMF is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for RDN, currently valued at 0.76, compared to the broader market-2.000.002.004.000.761.17
The chart of Sortino ratio for RDN, currently valued at 1.16, compared to the broader market-4.00-2.000.002.004.006.001.161.65
The chart of Omega ratio for RDN, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.22
The chart of Calmar ratio for RDN, currently valued at 1.23, compared to the broader market0.002.004.006.001.232.19
The chart of Martin ratio for RDN, currently valued at 2.88, compared to the broader market0.0010.0020.0030.002.885.47
RDN
OMF

The current RDN Sharpe Ratio is 0.76, which is lower than the OMF Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of RDN and OMF, 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 Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.76
1.17
RDN
OMF

Dividends

RDN vs. OMF - Dividend Comparison

RDN's dividend yield for the trailing twelve months is around 2.94%, less than OMF's 7.40% yield.


TTM20242023202220212020201920182017201620152014
RDN
Radian Group Inc.
2.94%3.09%3.15%4.20%2.58%2.47%0.04%0.06%0.05%0.06%0.07%0.06%
OMF
OneMain Holdings, Inc.
7.40%7.90%8.13%11.41%19.08%12.33%7.12%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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.03%
-3.06%
RDN
OMF

Volatility

RDN vs. OMF - Volatility Comparison

Radian Group Inc. (RDN) and OneMain Holdings, Inc. (OMF) have volatilities of 7.46% and 7.79%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
7.46%
7.79%
RDN
OMF

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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