PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IPG vs. OMC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IPG and OMC is 0.55, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

IPG vs. OMC - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
747.37%
5,548.18%
IPG
OMC

Key characteristics

Sharpe Ratio

IPG:

-0.65

OMC:

-0.61

Sortino Ratio

IPG:

-0.77

OMC:

-0.67

Omega Ratio

IPG:

0.90

OMC:

0.91

Calmar Ratio

IPG:

-0.44

OMC:

-0.53

Martin Ratio

IPG:

-1.77

OMC:

-1.33

Ulcer Index

IPG:

9.93%

OMC:

12.79%

Daily Std Dev

IPG:

26.95%

OMC:

27.73%

Max Drawdown

IPG:

-95.33%

OMC:

-61.22%

Current Drawdown

IPG:

-36.94%

OMC:

-29.44%

Fundamentals

Market Cap

IPG:

$8.92B

OMC:

$14.34B

EPS

IPG:

$1.83

OMC:

$7.32

PE Ratio

IPG:

13.08

OMC:

10.01

PEG Ratio

IPG:

0.83

OMC:

1.37

PS Ratio

IPG:

0.97

OMC:

0.91

PB Ratio

IPG:

2.28

OMC:

3.28

Total Revenue (TTM)

IPG:

$8.20B

OMC:

$15.75B

Gross Profit (TTM)

IPG:

$1.47B

OMC:

$2.93B

EBITDA (TTM)

IPG:

$1.21B

OMC:

$2.63B

Returns By Period

The year-to-date returns for both stocks are quite close, with IPG having a -13.52% return and OMC slightly lower at -14.17%. Over the past 10 years, IPG has outperformed OMC with an annualized return of 5.05%, while OMC has yielded a comparatively lower 2.91% annualized return.


IPG

YTD

-13.52%

1M

-10.17%

6M

-23.53%

1Y

-17.68%

5Y*

14.24%

10Y*

5.05%

OMC

YTD

-14.17%

1M

-10.12%

6M

-28.75%

1Y

-17.46%

5Y*

9.98%

10Y*

2.91%

*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

IPG vs. OMC — Risk-Adjusted Performance Rank

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

IPG
The Risk-Adjusted Performance Rank of IPG is 1818
Overall Rank
The Sharpe Ratio Rank of IPG is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of IPG is 2020
Sortino Ratio Rank
The Omega Ratio Rank of IPG is 2020
Omega Ratio Rank
The Calmar Ratio Rank of IPG is 2626
Calmar Ratio Rank
The Martin Ratio Rank of IPG is 55
Martin Ratio Rank

OMC
The Risk-Adjusted Performance Rank of OMC is 2020
Overall Rank
The Sharpe Ratio Rank of OMC is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of OMC is 2222
Sortino Ratio Rank
The Omega Ratio Rank of OMC is 2121
Omega Ratio Rank
The Calmar Ratio Rank of OMC is 2020
Calmar Ratio Rank
The Martin Ratio Rank of OMC is 1818
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.

IPG vs. OMC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Interpublic Group of Companies, Inc. (IPG) 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 IPG, currently valued at -0.65, compared to the broader market-2.00-1.000.001.002.003.00
IPG: -0.65
OMC: -0.61
The chart of Sortino ratio for IPG, currently valued at -0.77, compared to the broader market-6.00-4.00-2.000.002.004.00
IPG: -0.77
OMC: -0.67
The chart of Omega ratio for IPG, currently valued at 0.90, compared to the broader market0.501.001.502.00
IPG: 0.90
OMC: 0.91
The chart of Calmar ratio for IPG, currently valued at -0.44, compared to the broader market0.001.002.003.004.00
IPG: -0.44
OMC: -0.53
The chart of Martin ratio for IPG, currently valued at -1.77, compared to the broader market-5.000.005.0010.0015.0020.00
IPG: -1.77
OMC: -1.33

The current IPG Sharpe Ratio is -0.65, which is comparable to the OMC Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of IPG 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.65
-0.61
IPG
OMC

Dividends

IPG vs. OMC - Dividend Comparison

IPG's dividend yield for the trailing twelve months is around 5.51%, more than OMC's 3.82% yield.


TTM20242023202220212020201920182017201620152014
IPG
The Interpublic Group of Companies, Inc.
5.51%4.71%3.80%3.48%2.88%4.34%4.07%4.07%3.57%2.56%2.06%1.83%
OMC
Omnicom Group Inc.
3.82%3.25%3.24%3.43%3.82%4.17%3.21%3.28%3.09%2.53%2.64%2.45%

Drawdowns

IPG vs. OMC - Drawdown Comparison

The maximum IPG drawdown since its inception was -95.33%, which is greater than OMC's maximum drawdown of -61.22%. Use the drawdown chart below to compare losses from any high point for IPG and OMC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-36.94%
-29.44%
IPG
OMC

Volatility

IPG vs. OMC - Volatility Comparison

The Interpublic Group of Companies, Inc. (IPG) and Omnicom Group Inc. (OMC) have volatilities of 16.03% and 15.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%NovemberDecember2025FebruaryMarchApril
16.03%
15.48%
IPG
OMC

Financials

IPG vs. OMC - Financials Comparison

This section allows you to compare key financial metrics between The Interpublic Group of Companies, Inc. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab