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

Correlation

The correlation between DAVA and OMC is 0.52, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

DAVA:

-0.78

OMC:

-0.65

Sortino Ratio

DAVA:

-1.22

OMC:

-0.69

Omega Ratio

DAVA:

0.86

OMC:

0.90

Calmar Ratio

DAVA:

-0.45

OMC:

-0.54

Martin Ratio

DAVA:

-1.71

OMC:

-1.20

Ulcer Index

DAVA:

23.49%

OMC:

14.42%

Daily Std Dev

DAVA:

47.36%

OMC:

27.92%

Max Drawdown

DAVA:

-90.03%

OMC:

-61.22%

Current Drawdown

DAVA:

-88.29%

OMC:

-26.83%

Fundamentals

Market Cap

DAVA:

$1.18B

OMC:

$14.87B

EPS

DAVA:

$0.11

OMC:

$7.32

PE Ratio

DAVA:

181.09

OMC:

10.38

PEG Ratio

DAVA:

0.49

OMC:

1.43

PS Ratio

DAVA:

1.56

OMC:

0.95

PB Ratio

DAVA:

1.36

OMC:

3.42

Total Revenue (TTM)

DAVA:

$585.06M

OMC:

$15.75B

Gross Profit (TTM)

DAVA:

$136.85M

OMC:

$2.93B

EBITDA (TTM)

DAVA:

$20.72M

OMC:

$2.63B

Returns By Period

In the year-to-date period, DAVA achieves a -35.53% return, which is significantly lower than OMC's -11.00% return.


DAVA

YTD

-35.53%

1M

12.86%

6M

-24.46%

1Y

-34.67%

5Y*

-15.56%

10Y*

N/A

OMC

YTD

-11.00%

1M

2.66%

6M

-26.10%

1Y

-18.27%

5Y*

11.19%

10Y*

3.27%

*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

DAVA vs. OMC — Risk-Adjusted Performance Rank

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

DAVA
The Risk-Adjusted Performance Rank of DAVA is 1212
Overall Rank
The Sharpe Ratio Rank of DAVA is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of DAVA is 1010
Sortino Ratio Rank
The Omega Ratio Rank of DAVA is 1212
Omega Ratio Rank
The Calmar Ratio Rank of DAVA is 2323
Calmar Ratio Rank
The Martin Ratio Rank of DAVA is 33
Martin Ratio Rank

OMC
The Risk-Adjusted Performance Rank of OMC is 1818
Overall Rank
The Sharpe Ratio Rank of OMC is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of OMC is 1919
Sortino Ratio Rank
The Omega Ratio Rank of OMC is 1818
Omega Ratio Rank
The Calmar Ratio Rank of OMC is 1717
Calmar Ratio Rank
The Martin Ratio Rank of OMC is 1919
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.

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.


The current DAVA Sharpe Ratio is -0.78, which is comparable to the OMC Sharpe Ratio of -0.65. 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.


Loading data...

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 3.69%.


TTM20242023202220212020201920182017201620152014
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.
3.69%3.25%3.24%3.43%3.82%4.17%3.21%3.28%3.09%2.53%2.64%2.45%

Drawdowns

DAVA vs. OMC - Drawdown Comparison

The maximum DAVA drawdown since its inception was -90.03%, 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.


Loading data...

Volatility

DAVA vs. OMC - Volatility Comparison

Endava plc (DAVA) has a higher volatility of 15.49% compared to Omnicom Group Inc. (OMC) at 11.03%. 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.


Loading data...

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


0.001.00B2.00B3.00B4.00B20212022202320242025
195.59M
3.69B
(DAVA) Total Revenue
(OMC) Total Revenue
Values in USD except per share items

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.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

5.0%10.0%15.0%20.0%25.0%30.0%35.0%40.0%20212022202320242025
23.0%
17.1%
(DAVA) Gross Margin
(OMC) Gross Margin
DAVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Endava plc reported a gross profit of 45.02M and revenue of 195.59M. Therefore, the gross margin over that period was 23.0%.

OMC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Omnicom Group Inc. reported a gross profit of 629.50M and revenue of 3.69B. Therefore, the gross margin over that period was 17.1%.

DAVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Endava plc reported an operating income of 1.67M and revenue of 195.59M, resulting in an operating margin of 0.9%.

OMC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Omnicom Group Inc. reported an operating income of 452.60M and revenue of 3.69B, resulting in an operating margin of 12.3%.

DAVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Endava plc reported a net income of 6.85M and revenue of 195.59M, resulting in a net margin of 3.5%.

OMC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Omnicom Group Inc. reported a net income of 287.70M and revenue of 3.69B, resulting in a net margin of 7.8%.