DAVA vs. OMC

Last updated Apr 1, 2026

Compare and contrast key facts about Endava plc (DAVA) and Omnicom Group Inc. (OMC).

Performance

DAVA vs. OMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Endava plc (DAVA) and Omnicom Group Inc. (OMC). The values are adjusted to include any dividend payments, if applicable.

DAVA vs. OMC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DAVA Endava plc	-30.06%	-79.55%	-60.31%	1.76%	-54.44%	118.79%	64.70%	92.96%	-4.17%
OMC Omnicom Group Inc.	-5.81%	-2.62%	2.49%	9.57%	15.72%	21.88%	-19.58%	14.37%	7.98%

Fundamentals

Market Cap DAVA : $233.72M OMC : $17.61B
EPS DAVA : -$0.05 OMC : -$0.26
PS Ratio DAVA : 0.33 OMC : 0.91
PB Ratio DAVA : 0.41 OMC : 1.46
Total Revenue (TTM) DAVA : $741.50M OMC : $17.27B
Gross Profit (TTM) DAVA : $173.48M OMC : $2.98B
EBITDA (TTM) DAVA : $56.23M OMC : $2.65B

Returns By Period

In the year-to-date period, DAVA achieves a -30.06% return, which is significantly lower than OMC's -5.81% return.

DAVA

• 1D: 1.14%
• 1M: -5.56%
• YTD: -30.06%
• 6M: -51.43%
• 1Y: -77.34%
• 3Y*: -59.63%
• 5Y*: -44.55%
• 10Y*: —

OMC

• 1D: -0.01%
• 1M: -10.82%
• YTD: -5.81%
• 6M: -5.78%
• 1Y: -5.59%
• 3Y*: -4.04%
• 5Y*: 3.41%
• 10Y*: 2.38%

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

Return for Risk

DAVA vs. OMC — Risk / Return Rank

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

DAVA

DAVA Risk / Return Rank: 5
DAVA Sharpe Ratio Rank: 4
DAVA Sortino Ratio Rank: 3
DAVA Omega Ratio Rank: 2
DAVA Calmar Ratio Rank: 4
DAVA Martin Ratio Rank: 12

OMC

OMC Risk / Return Rank: 35
OMC Sharpe Ratio Rank: 35
OMC Sortino Ratio Rank: 31
OMC Omega Ratio Rank: 31
OMC Calmar Ratio Rank: 38
OMC Martin Ratio Rank: 38

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.

DAVA vs. OMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Endava plc (DAVA) and Omnicom Group Inc. (OMC). 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.

	DAVA	OMC	Difference
Sharpe ratio Return per unit of total volatility	-1.05	-0.15	-0.90
Sortino ratio Return per unit of downside risk	-1.90	0.04	-1.94
Omega ratio Gain probability vs. loss probability	0.73	1.01	-0.28
Calmar ratio Return relative to maximum drawdown	-0.97	-0.14	-0.84
Martin ratio Return relative to average drawdown	-1.42	-0.27	-1.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DAVA vs. OMC - Sharpe Ratio Comparison

The current DAVA Sharpe Ratio is -1.05, which is lower than the OMC Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of DAVA and OMC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DAVA	OMC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.05	-0.15	-0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.77	0.12	-0.90
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.08	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.37	0.42	-0.80

Correlation

The correlation between DAVA and OMC is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

DAVA vs. OMC - Dividend Comparison

DAVA has not paid dividends to shareholders, while OMC's dividend yield for the trailing twelve months is around 3.98%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DAVA Endava plc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
OMC Omnicom Group Inc.	3.98%	3.59%	3.25%	3.24%	3.43%	3.82%	4.17%	3.21%	3.28%	3.09%	2.53%	2.64%

Drawdowns

DAVA vs. OMC - Drawdown Comparison

The maximum DAVA drawdown since its inception was -97.45%, which is greater than OMC's maximum drawdown of -61.22%. Use the drawdown chart below to compare losses from any high point for DAVA and OMC.

Drawdown Indicators

	DAVA	OMC	Difference
Max Drawdown Largest peak-to-trough decline	-97.45%	-61.22%	-36.23%
Max Drawdown (1Y) Largest decline over 1 year	-79.81%	-17.85%	-61.96%
Max Drawdown (5Y) Largest decline over 5 years	-97.45%	-33.30%	-64.15%
Max Drawdown (10Y) Largest decline over 10 years	—	-43.21%	—
Current Drawdown Current decline from peak	-97.40%	-24.59%	-72.81%
Average Drawdown Average peak-to-trough decline	-42.43%	-12.87%	-29.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	54.70%	9.00%	+45.70%

Volatility

DAVA vs. OMC - Volatility Comparison

Endava plc (DAVA) has a higher volatility of 17.22% compared to Omnicom Group Inc. (OMC) at 6.55%. This indicates that DAVA's price experiences larger fluctuations and is considered to be riskier than OMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DAVA	OMC	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.22%	6.55%	+10.67%
Volatility (6M) Calculated over the trailing 6-month period	48.83%	28.26%	+20.57%
Volatility (1Y) Calculated over the trailing 1-year period	73.77%	37.30%	+36.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	57.73%	28.48%	+29.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.48%	28.57%	+25.91%

Financials

DAVA vs. OMC - Profitability Comparison

The chart below illustrates the profitability comparison between Endava plc and Omnicom Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

DAVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Endava plc reported a gross profit of 31.39M and revenue of 181.70M. Therefore, the gross margin over that period was 17.3%.

OMC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Omnicom Group Inc. reported a gross profit of 983.40M and revenue of 5.53B. Therefore, the gross margin over that period was 17.8%.

DAVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Endava plc reported an operating income of -4.19M and revenue of 181.70M, resulting in an operating margin of -2.3%.

OMC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Omnicom Group Inc. reported an operating income of 876.20M and revenue of 5.53B, resulting in an operating margin of 15.9%.

DAVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Endava plc reported a net income of -6.82M and revenue of 181.70M, resulting in a net margin of -3.8%.

OMC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Omnicom Group Inc. reported a net income of -941.10M and revenue of 5.53B, resulting in a net margin of -17.0%.