EIX vs. OMC
EIX (Edison International) and OMC (Omnicom Group Inc.) are both stocks. EIX operates in Utilities - Regulated Electric (Utilities), while OMC operates in Advertising Agencies (Communication Services). Over the past 10 years, EIX returned 4.40%/yr vs 2.46%/yr for OMC. At a 0.25 correlation, their price movements are largely independent.
Performance
EIX vs. OMC - Performance Comparison
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Returns By Period
In the year-to-date period, EIX achieves a 25.47% return, which is significantly higher than OMC's -5.81% return. Over the past 10 years, EIX has outperformed OMC with an annualized return of 4.40%, while OMC has yielded a comparatively lower 2.46% annualized return.
EIX
- 1D
- 2.12%
- 1M
- 6.35%
- YTD
- 25.47%
- 6M
- 29.64%
- 1Y
- 44.50%
- 3Y*
- 8.42%
- 5Y*
- 10.46%
- 10Y*
- 4.40%
OMC
- 1D
- -0.42%
- 1M
- -2.27%
- YTD
- -5.81%
- 6M
- 4.59%
- 1Y
- 9.58%
- 3Y*
- -3.51%
- 5Y*
- 1.63%
- 10Y*
- 2.46%
EIX vs. OMC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIX Edison International | 25.47% | -20.42% | 15.24% | 17.37% | -2.58% | 13.59% | -12.75% | 37.61% | -6.65% | -9.48% |
OMC Omnicom Group Inc. | -5.81% | -2.62% | 2.49% | 9.57% | 15.72% | 21.88% | -19.58% | 14.37% | 3.94% | -11.93% |
Correlation
The correlation between EIX and OMC is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990 | 0.25 |
Fundamentals
EIX:
$9.61
OMC:
$0.51
EIX:
7.63
OMC:
146.63
EIX:
0.09
OMC:
9.14
EIX:
1.44
OMC:
0.57
EIX:
$19.61B
OMC:
$19.82B
EIX:
$4.27B
OMC:
$3.45B
EIX:
$6.48B
OMC:
$1.14B
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Return for Risk
EIX vs. OMC — Risk / Return Rank
EIX
OMC
EIX vs. OMC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Edison International (EIX) 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.
| EIX | OMC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.09 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 0.65 | +3.69 |
| Martin ratioReturn relative to average drawdown | 10.71 | 1.48 | +9.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EIX | OMC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 0.33 | +1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.06 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.09 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.42 | -0.09 |
Drawdowns
EIX vs. OMC - Drawdown Comparison
The maximum EIX drawdown since its inception was -72.18%, which is greater than OMC's maximum drawdown of -61.22%. Use the drawdown chart below to compare losses from any high point for EIX and OMC.
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Drawdown Indicators
| EIX | OMC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.18% | -61.22% | -10.96% |
Max Drawdown (1Y)Largest decline over 1 year | -10.39% | -17.85% | +7.46% |
Max Drawdown (3Y)Largest decline over 3 years | -43.88% | -33.30% | -10.58% |
Max Drawdown (5Y)Largest decline over 5 years | -43.88% | -33.30% | -10.58% |
Max Drawdown (10Y)Largest decline over 10 years | -43.88% | -43.21% | -0.67% |
Current DrawdownCurrent decline from peak | -9.78% | -24.59% | +14.81% |
Average DrawdownAverage peak-to-trough decline | -15.02% | -12.93% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 7.76% | -3.56% |
Volatility
EIX vs. OMC - Volatility Comparison
The current volatility for Edison International (EIX) is 6.88%, while Omnicom Group Inc. (OMC) has a volatility of 9.53%. This indicates that EIX 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.
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Volatility by Period
| EIX | OMC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 9.53% | -2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 17.18% | 27.55% | -10.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.80% | 34.75% | -8.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.40% | 28.73% | -3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.04% | 28.73% | -0.69% |
Dividends
EIX vs. OMC - Dividend Comparison
EIX's dividend yield for the trailing twelve months is around 4.65%, more than OMC's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIX Edison International | 4.65% | 5.51% | 2.93% | 4.19% | 4.46% | 3.94% | 4.10% | 3.28% | 4.28% | 3.53% | 2.75% | 2.93% |
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% |
Financials
EIX vs. OMC - Financials Comparison
This section allows you to compare key financial metrics between Edison International 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.
Total Revenue: Total amount of money received from sales and other business activities
EIX vs. OMC - Profitability Comparison
EIX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Edison International reported a gross profit of 0.00 and revenue of 4.10B. Therefore, the gross margin over that period was 0.0%.
OMC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Omnicom Group Inc. reported a gross profit of 1.04B and revenue of 6.24B. Therefore, the gross margin over that period was 16.6%.
EIX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Edison International reported an operating income of 1.07B and revenue of 4.10B, resulting in an operating margin of 26.2%.
OMC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Omnicom Group Inc. reported an operating income of 646.20M and revenue of 6.24B, resulting in an operating margin of 10.4%.
EIX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Edison International reported a net income of 570.00M and revenue of 4.10B, resulting in a net margin of 13.9%.
OMC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Omnicom Group Inc. reported a net income of 418.70M and revenue of 6.24B, resulting in a net margin of 6.7%.
Frequently Asked Questions
EIX and OMC have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OMC has higher volatility (9.53%) compared to EIX (6.88%). In terms of maximum drawdown, EIX dropped -72.18% vs OMC's -61.22%.
EIX currently has the higher Sharpe Ratio (1.75 vs 0.33), 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.
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