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DAVA vs. OMC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DAVA and OMC is 0.20, 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.


-0.50.00.51.00.2

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.

0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
18.97%
59.15%
DAVA
OMC

Key characteristics

Sharpe Ratio

DAVA:

-0.98

OMC:

0.20

Sortino Ratio

DAVA:

-1.29

OMC:

0.40

Omega Ratio

DAVA:

0.78

OMC:

1.06

Calmar Ratio

DAVA:

-0.67

OMC:

0.28

Martin Ratio

DAVA:

-1.02

OMC:

1.06

Ulcer Index

DAVA:

56.77%

OMC:

4.51%

Daily Std Dev

DAVA:

59.36%

OMC:

23.44%

Max Drawdown

DAVA:

-86.13%

OMC:

-61.22%

Current Drawdown

DAVA:

-82.38%

OMC:

-16.82%

Fundamentals

Market Cap

DAVA:

$1.83B

OMC:

$17.47B

EPS

DAVA:

$0.15

OMC:

$7.32

PE Ratio

DAVA:

205.47

OMC:

12.15

PEG Ratio

DAVA:

1.05

OMC:

1.30

Total Revenue (TTM)

DAVA:

$747.39M

OMC:

$15.43B

Gross Profit (TTM)

DAVA:

$173.90M

OMC:

$2.82B

EBITDA (TTM)

DAVA:

$40.62M

OMC:

$2.45B

Returns By Period

In the year-to-date period, DAVA achieves a -61.49% return, which is significantly lower than OMC's 3.69% return.


DAVA

YTD

-61.49%

1M

14.73%

6M

21.38%

1Y

-59.71%

5Y*

-9.09%

10Y*

N/A

OMC

YTD

3.69%

1M

-10.76%

6M

-3.09%

1Y

4.34%

5Y*

5.27%

10Y*

4.68%

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Risk-Adjusted Performance

DAVA vs. OMC - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for DAVA, currently valued at -0.98, compared to the broader market-4.00-2.000.002.00-0.980.20
The chart of Sortino ratio for DAVA, currently valued at -1.29, compared to the broader market-4.00-2.000.002.004.00-1.290.40
The chart of Omega ratio for DAVA, currently valued at 0.78, compared to the broader market0.501.001.502.000.781.06
The chart of Calmar ratio for DAVA, currently valued at -0.67, compared to the broader market0.002.004.006.00-0.670.28
The chart of Martin ratio for DAVA, currently valued at -1.02, compared to the broader market0.0010.0020.00-1.021.06
DAVA
OMC

The current DAVA Sharpe Ratio is -0.98, which is lower than the OMC Sharpe Ratio of 0.20. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-0.98
0.20
DAVA
OMC

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 3.19%.


TTM20232022202120202019201820172016201520142013
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.
3.19%3.24%3.43%3.82%4.17%3.21%3.28%3.09%2.53%2.64%2.45%2.15%

Drawdowns

DAVA vs. OMC - Drawdown Comparison

The maximum DAVA drawdown since its inception was -86.13%, 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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-82.38%
-16.82%
DAVA
OMC

Volatility

DAVA vs. OMC - Volatility Comparison

The current volatility for Endava plc (DAVA) is 9.71%, while Omnicom Group Inc. (OMC) has a volatility of 12.06%. This indicates that DAVA experiences smaller price fluctuations and is considered to be less risky than OMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.71%
12.06%
DAVA
OMC

Financials

DAVA vs. OMC - Financials Comparison

This section allows you to compare key financial metrics between Endava plc and Omnicom Group 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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