OMC vs. DAVA

Last updated Apr 1, 2026

Compare and contrast key facts about Omnicom Group Inc. (OMC) and Endava plc (DAVA).

Performance

OMC vs. DAVA - Performance Comparison

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

OMC vs. DAVA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
OMC Omnicom Group Inc.	-5.81%	-2.62%	2.49%	9.57%	15.72%	21.88%	-19.58%	14.37%	7.98%
DAVA Endava plc	-30.06%	-79.55%	-60.31%	1.76%	-54.44%	118.79%	64.70%	92.96%	-4.17%

Fundamentals

Market Cap OMC : $17.61B DAVA : $233.72M
EPS OMC : -$0.26 DAVA : -$0.05
PS Ratio OMC : 0.91 DAVA : 0.33
PB Ratio OMC : 1.46 DAVA : 0.41
Total Revenue (TTM) OMC : $17.27B DAVA : $741.50M
Gross Profit (TTM) OMC : $2.98B DAVA : $173.48M
EBITDA (TTM) OMC : $2.65B DAVA : $56.23M

Returns By Period

In the year-to-date period, OMC achieves a -5.81% return, which is significantly higher than DAVA's -30.06% return.

OMC

• 1D: -0.01%
• 1M: -10.82%
• YTD: -5.81%
• 6M: -5.78%
• 1Y: -5.59%
• 3Y*: -4.04%
• 5Y*: 3.41%
• 10Y*: 2.38%

DAVA

• 1D: 1.14%
• 1M: -5.56%
• YTD: -30.06%
• 6M: -51.43%
• 1Y: -77.34%
• 3Y*: -59.63%
• 5Y*: -44.55%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

OMC vs. DAVA — Risk / Return Rank

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

OMC

OMC Risk / Return Rank: 35
OMC Sharpe Ratio Rank: 35
OMC Sortino Ratio Rank: 31
OMC Omega Ratio Rank: 31
OMC Calmar Ratio Rank: 38
OMC Martin Ratio Rank: 38

DAVA

DAVA Risk / Return Rank: 5
DAVA Sharpe Ratio Rank: 4
DAVA Sortino Ratio Rank: 3
DAVA Omega Ratio Rank: 2
DAVA Calmar Ratio Rank: 4
DAVA Martin Ratio Rank: 12

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OMC vs. DAVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Omnicom Group Inc. (OMC) and Endava plc (DAVA). 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.

	OMC	DAVA	Difference
Sharpe ratio Return per unit of total volatility	-0.15	-1.05	+0.90
Sortino ratio Return per unit of downside risk	0.04	-1.90	+1.94
Omega ratio Gain probability vs. loss probability	1.01	0.73	+0.28
Calmar ratio Return relative to maximum drawdown	-0.14	-0.97	+0.84
Martin ratio Return relative to average drawdown	-0.27	-1.42	+1.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OMC vs. DAVA - Sharpe Ratio Comparison

The current OMC Sharpe Ratio is -0.15, which is higher than the DAVA Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of OMC and DAVA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	OMC	DAVA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.15	-1.05	+0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.12	-0.77	+0.90
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	-0.37	+0.80

Correlation

The correlation between OMC and DAVA is 0.23, 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.

Dividends

OMC vs. DAVA - Dividend Comparison

OMC's dividend yield for the trailing twelve months is around 3.98%, while DAVA has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
DAVA Endava plc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

OMC vs. DAVA - Drawdown Comparison

The maximum OMC drawdown since its inception was -61.22%, smaller than the maximum DAVA drawdown of -97.45%. Use the drawdown chart below to compare losses from any high point for OMC and DAVA.

Drawdown Indicators

	OMC	DAVA	Difference
Max Drawdown Largest peak-to-trough decline	-61.22%	-97.45%	+36.23%
Max Drawdown (1Y) Largest decline over 1 year	-17.85%	-79.81%	+61.96%
Max Drawdown (5Y) Largest decline over 5 years	-33.30%	-97.45%	+64.15%
Max Drawdown (10Y) Largest decline over 10 years	-43.21%	—	—
Current Drawdown Current decline from peak	-24.59%	-97.40%	+72.81%
Average Drawdown Average peak-to-trough decline	-12.87%	-42.43%	+29.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.00%	54.70%	-45.70%

Volatility

OMC vs. DAVA - Volatility Comparison

The current volatility for Omnicom Group Inc. (OMC) is 6.55%, while Endava plc (DAVA) has a volatility of 17.22%. This indicates that OMC experiences smaller price fluctuations and is considered to be less risky than DAVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OMC	DAVA	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.55%	17.22%	-10.67%
Volatility (6M) Calculated over the trailing 6-month period	28.26%	48.83%	-20.57%
Volatility (1Y) Calculated over the trailing 1-year period	37.30%	73.77%	-36.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.48%	57.73%	-29.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.57%	54.48%	-25.91%

Financials

OMC vs. DAVA - Profitability Comparison

The chart below illustrates the profitability comparison between Omnicom Group Inc. and Endava plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

OMC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Omnicom Group Inc. reported a gross profit of 983.40M and revenue of 5.53B. Therefore, the gross margin over that period was 17.8%.

DAVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Endava plc reported a gross profit of 31.39M and revenue of 181.70M. Therefore, the gross margin over that period was 17.3%.

OMC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Omnicom Group Inc. reported an operating income of 876.20M and revenue of 5.53B, resulting in an operating margin of 15.9%.

DAVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Endava plc reported an operating income of -4.19M and revenue of 181.70M, resulting in an operating margin of -2.3%.

OMC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Omnicom Group Inc. reported a net income of -941.10M and revenue of 5.53B, resulting in a net margin of -17.0%.

DAVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Endava plc reported a net income of -6.82M and revenue of 181.70M, resulting in a net margin of -3.8%.