OMC vs. COST
OMC (Omnicom Group Inc.) and COST (Costco Wholesale Corporation) are both stocks. OMC operates in Advertising Agencies (Communication Services), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, OMC returned 3.13%/yr vs 21.05%/yr for COST. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
OMC vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, OMC achieves a 0.21% return, which is significantly lower than COST's 11.13% return. Over the past 10 years, OMC has underperformed COST with an annualized return of 3.13%, while COST has yielded a comparatively higher 21.05% annualized return.
OMC
- 1D
- 0.72%
- 1M
- 0.83%
- 6M
- 5.75%
- YTD
- 0.21%
- 1Y
- 15.95%
- 3Y*
- 2.56%
- 5Y*
- 5.78%
- 10Y*
- 3.13%
- ALL TIME*
- 12.16%
COST
- 1D
- 0.23%
- 1M
- 0.41%
- 6M
- -1.17%
- YTD
- 11.13%
- 1Y
- 0.75%
- 3Y*
- 21.68%
- 5Y*
- 18.27%
- 10Y*
- 21.05%
- ALL TIME*
- 16.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.88B | $2.07B | $2.36B | |
| $304.50M | $267.01M | $308.40M |
OMC vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OMC Omnicom Group Inc. | 0.21% | -2.62% | 2.49% | 9.57% | 15.72% | 21.88% | -19.58% | 14.37% | 3.94% | -11.93% |
COST Costco Wholesale Corporation | 11.13% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between OMC and COST is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.24 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 1993 | 0.29 |
The correlation between OMC and COST shifts across timeframes, from 0.11 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
Fundamentals
OMC:
$21.75B
COST:
$423.11B
OMC:
$1.77
COST:
$26.51
OMC:
44.86
COST:
35.99
OMC:
2.80
COST:
2.81
OMC:
0.78
COST:
1.08
OMC:
$22.37B
COST:
$293.59B
OMC:
$3.92B
COST:
$11.12B
OMC:
$1.74B
COST:
$12.48B
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Return for Risk
OMC vs. COST — Risk / Return Rank
OMC
COST
OMC vs. COST - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OMC | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.02 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 0.05 | +0.85 |
| Martin ratioReturn relative to average drawdown | 1.94 | 0.10 | +1.84 |
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Drawdowns
OMC vs. COST - Drawdown Comparison
The maximum OMC drawdown since its inception was -61.22%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for OMC and COST.
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Drawdown Indicators
| OMC | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.22% | -53.39% | -7.83% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -16.57% | -1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -33.30% | -20.74% | -12.56% |
Max Drawdown (5Y)Largest decline over 5 years | -33.30% | -31.40% | -1.90% |
Max Drawdown (10Y)Largest decline over 10 years | -43.21% | -31.40% | -11.81% |
Current DrawdownCurrent decline from peak | -19.77% | -12.68% | -7.09% |
Average DrawdownAverage peak-to-trough decline | -12.96% | -13.36% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.25% | 7.85% | +0.40% |
Volatility
OMC vs. COST - Volatility Comparison
Omnicom Group Inc. (OMC) has a higher volatility of 12.18% compared to Costco Wholesale Corporation (COST) at 6.76%. This indicates that OMC's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OMC | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.18% | 6.76% | +5.42% |
Volatility (6M)Calculated over the trailing 6-month period | 29.20% | 15.08% | +14.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.36% | 19.91% | +15.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.23% | 22.93% | +6.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.01% | 22.04% | +6.97% |
Dividends
OMC vs. COST - Dividend Comparison
OMC's dividend yield for the trailing twelve months is around 3.91%, more than COST's 0.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.58% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
OMC Omnicom Group Inc. | 3.91% | 3.59% | 3.25% | 3.24% | 3.43% | 3.82% | 4.17% | 3.21% | 3.28% | 3.09% | 2.53% | 2.64% |
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
OMC vs. COST - Profitability Comparison
OMC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Omnicom Group Inc. reported a gross profit of 1.30B and revenue of 6.56B. Therefore, the gross margin over that period was 19.8%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.
OMC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Omnicom Group Inc. reported an operating income of 925.80M and revenue of 6.56B, resulting in an operating margin of 14.1%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
OMC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Omnicom Group Inc. reported a net income of 585.90M and revenue of 6.56B, resulting in a net margin of 8.9%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.
Frequently Asked Questions
OMC and COST have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OMC has higher volatility (12.18%) compared to COST (6.76%). In terms of maximum drawdown, OMC dropped -61.22% vs COST's -53.39%.
OMC currently has the higher Sharpe Ratio (0.45 vs 0.04), 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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