OMC vs. ^SP500TR
Compare and contrast key facts about Omnicom Group Inc. (OMC) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OMC or ^SP500TR.
Correlation
The correlation between OMC and ^SP500TR is 0.53, 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
OMC vs. ^SP500TR - Performance Comparison
Key characteristics
OMC:
0.33
^SP500TR:
2.23
OMC:
0.55
^SP500TR:
2.97
OMC:
1.08
^SP500TR:
1.42
OMC:
0.46
^SP500TR:
3.31
OMC:
1.63
^SP500TR:
14.64
OMC:
4.73%
^SP500TR:
1.91%
OMC:
23.49%
^SP500TR:
12.52%
OMC:
-61.22%
^SP500TR:
-55.25%
OMC:
-15.09%
^SP500TR:
-2.57%
Returns By Period
In the year-to-date period, OMC achieves a 5.85% return, which is significantly lower than ^SP500TR's 26.03% return. Over the past 10 years, OMC has underperformed ^SP500TR with an annualized return of 4.77%, while ^SP500TR has yielded a comparatively higher 13.10% annualized return.
OMC
5.85%
-9.59%
-0.32%
5.95%
5.69%
4.77%
^SP500TR
26.03%
0.36%
9.25%
26.67%
14.81%
13.10%
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Risk-Adjusted Performance
OMC vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Omnicom Group Inc. (OMC) and S&P 500 Total Return (^SP500TR). 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.
Drawdowns
OMC vs. ^SP500TR - Drawdown Comparison
The maximum OMC drawdown since its inception was -61.22%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for OMC and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
OMC vs. ^SP500TR - Volatility Comparison
Omnicom Group Inc. (OMC) has a higher volatility of 12.22% compared to S&P 500 Total Return (^SP500TR) at 3.79%. This indicates that OMC's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.