OMC vs. COST
Compare and contrast key facts about Omnicom Group Inc. (OMC) and Costco Wholesale Corporation (COST).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OMC or COST.
Key characteristics
| OMC | COST | |
|---|---|---|
| YTD Return | 24.34% | 34.72% |
| 1Y Return | 43.97% | 58.56% |
| 3Y Return (Ann) | 15.18% | 26.07% |
| 5Y Return (Ann) | 10.89% | 26.13% |
| 10Y Return (Ann) | 8.08% | 23.94% |
| Sharpe Ratio | 2.09 | 2.97 |
| Sortino Ratio | 2.77 | 3.58 |
| Omega Ratio | 1.36 | 1.53 |
| Calmar Ratio | 1.73 | 5.71 |
| Martin Ratio | 11.75 | 14.71 |
| Ulcer Index | 3.55% | 3.99% |
| Daily Std Dev | 19.97% | 19.77% |
| Max Drawdown | -61.22% | -70.95% |
| Current Drawdown | -0.26% | -3.47% |
Fundamentals
| OMC | COST | |
|---|---|---|
| Market Cap | $20.53B | $392.25B |
| EPS | $7.32 | $16.59 |
| PE Ratio | 14.37 | 53.36 |
| PEG Ratio | 1.46 | 6.32 |
| Total Revenue (TTM) | $15.43B | $254.45B |
| Gross Profit (TTM) | $2.49B | $32.10B |
| EBITDA (TTM) | $2.58B | $10.63B |
Correlation
The correlation between OMC and COST is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
OMC vs. COST - Performance Comparison
In the year-to-date period, OMC achieves a 24.34% return, which is significantly lower than COST's 34.72% return. Over the past 10 years, OMC has underperformed COST with an annualized return of 8.08%, while COST has yielded a comparatively higher 23.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
OMC vs. COST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Omnicom Group Inc. (OMC) and Costco Wholesale Corporation (COST). 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.
Dividends
OMC vs. COST - Dividend Comparison
OMC's dividend yield for the trailing twelve months is around 2.66%, more than COST's 2.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OMC Omnicom Group Inc. | 2.66% | 3.24% | 3.43% | 3.82% | 4.17% | 3.21% | 3.28% | 3.09% | 2.53% | 2.64% | 2.45% | 2.15% |
COST Costco Wholesale Corporation | 2.19% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
Drawdowns
OMC vs. COST - Drawdown Comparison
The maximum OMC drawdown since its inception was -61.22%, smaller than the maximum COST drawdown of -70.95%. Use the drawdown chart below to compare losses from any high point for OMC and COST. For additional features, visit the drawdowns tool.
Volatility
OMC vs. COST - Volatility Comparison
The current volatility for Omnicom Group Inc. (OMC) is 4.45%, while Costco Wholesale Corporation (COST) has a volatility of 5.13%. This indicates that OMC experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
OMC vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Omnicom Group Inc. and Costco Wholesale Corporation. 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