DAVA vs. OMC

Last updated Jun 4, 2026

DAVA (Endava plc) and OMC (Omnicom Group Inc.) are both stocks. DAVA operates in Software - Infrastructure (Technology), while OMC operates in Advertising Agencies (Communication Services). Over the past 5 years, DAVA returned -50.87%/yr vs 1.20%/yr for OMC. At a 0.24 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, DAVA achieves a -53.01% return, which is significantly lower than OMC's -7.77% return.

DAVA

• 1D: -6.90%
• 1M: -28.78%
• YTD: -53.01%
• 6M: -52.93%
• 1Y: -80.76%
• 3Y*: -61.38%
• 5Y*: -50.87%
• 10Y*: —

OMC

• 1D: -1.97%
• 1M: -3.32%
• YTD: -7.77%
• 6M: 5.93%
• 1Y: 7.25%
• 3Y*: -3.67%
• 5Y*: 1.20%
• 10Y*: 2.40%

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

DAVA vs. OMC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DAVA Endava plc	-53.01%	-79.55%	-60.31%	1.76%	-54.44%	118.79%	64.70%	92.96%	-4.17%
OMC Omnicom Group Inc.	-7.77%	-2.62%	2.49%	9.57%	15.72%	21.88%	-19.58%	14.37%	7.98%

Correlation

The correlation between DAVA and OMC is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (All Time) Calculated using the full available price history since Jul 30, 2018	0.24

The correlation between DAVA and OMC shifts across timeframes, from 0.24 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS DAVA : -$7.66 OMC : $0.51
PS Ratio DAVA : 0.22 OMC : 0.55
Total Revenue (TTM) DAVA : $729.10M OMC : $19.82B
Gross Profit (TTM) DAVA : $148.10M OMC : $3.45B
EBITDA (TTM) DAVA : $34.71M OMC : $1.14B

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: 3
DAVA Sharpe Ratio Rank: 2
DAVA Sortino Ratio Rank: 1
DAVA Omega Ratio Rank: 1
DAVA Calmar Ratio Rank: 2
DAVA Martin Ratio Rank: 7

OMC

OMC Risk / Return Rank: 47
OMC Sharpe Ratio Rank: 48
OMC Sortino Ratio Rank: 43
OMC Omega Ratio Rank: 43
OMC Calmar Ratio Rank: 50
OMC Martin Ratio Rank: 51

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	-1.18	0.21	-1.39
Sortino ratio: Return per unit of downside risk	-2.36	0.58	-2.94
Omega ratio: Gain probability vs. loss probability	0.68	1.07	-0.39
Calmar ratio: Return relative to maximum drawdown	-0.98	0.41	-1.39
Martin ratio: Return relative to average drawdown	-1.45	0.94	-2.39
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 -1.18, which is lower than the OMC Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of DAVA and OMC, 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

	DAVA	OMC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.18	0.21	-1.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.87	0.04	-0.91
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.08	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.44	0.42	-0.86

Drawdowns

DAVA vs. OMC - Drawdown Comparison

The maximum DAVA drawdown since its inception was -98.25%, 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	-98.25%	-61.22%	-37.03%
Max Drawdown (1Y) Largest decline over 1 year	-82.47%	-17.85%	-64.62%
Max Drawdown (3Y) Largest decline over 3 years	-96.29%	-33.30%	-62.99%
Max Drawdown (5Y) Largest decline over 5 years	-98.25%	-33.30%	-64.95%
Max Drawdown (10Y) Largest decline over 10 years	—	-43.21%	—
Current Drawdown Current decline from peak	-98.25%	-26.16%	-72.09%
Average Drawdown Average peak-to-trough decline	-43.66%	-12.92%	-30.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	55.85%	7.70%	+48.15%

Volatility

DAVA vs. OMC - Volatility Comparison

Endava plc (DAVA) has a higher volatility of 24.83% compared to Omnicom Group Inc. (OMC) at 9.38%. 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	24.83%	9.38%	+15.45%
Volatility (6M) Calculated over the trailing 6-month period	43.88%	27.52%	+16.36%
Volatility (1Y) Calculated over the trailing 1-year period	68.89%	34.68%	+34.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	58.87%	28.72%	+30.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.84%	28.73%	+26.11%

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 4.07%.

Position	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.	4.07%	3.59%	3.25%	3.24%	3.43%	3.82%	4.17%	3.21%	3.28%	3.09%	2.53%	2.64%

Financials

Frequently Asked Questions

Can I hold both DAVA and OMC in my portfolio?

DAVA and OMC have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DAVA or OMC?

DAVA has higher volatility (24.83%) compared to OMC (9.38%). In terms of maximum drawdown, DAVA dropped -98.25% vs OMC's -61.22%.

Which has better risk-adjusted returns?

OMC currently has the higher Sharpe Ratio (0.21 vs -1.18), 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.