OMC vs. DUK
OMC (Omnicom Group Inc.) and DUK (Duke Energy Corporation) are both stocks. OMC operates in Advertising Agencies (Communication Services), while DUK operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, OMC returned 2.46%/yr vs 8.84%/yr for DUK. At a 0.20 correlation, their price movements are largely independent.
Performance
OMC vs. DUK - Performance Comparison
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Returns By Period
In the year-to-date period, OMC achieves a -5.81% return, which is significantly lower than DUK's 7.81% return. Over the past 10 years, OMC has underperformed DUK with an annualized return of 2.46%, while DUK has yielded a comparatively higher 8.84% annualized return.
OMC
- 1D
- -0.42%
- 1M
- -2.27%
- YTD
- -5.81%
- 6M
- 4.59%
- 1Y
- 9.58%
- 3Y*
- -3.51%
- 5Y*
- 1.63%
- 10Y*
- 2.46%
DUK
- 1D
- 1.97%
- 1M
- 0.90%
- YTD
- 7.81%
- 6M
- 8.45%
- 1Y
- 11.57%
- 3Y*
- 15.81%
- 5Y*
- 8.23%
- 10Y*
- 8.84%
OMC vs. DUK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OMC Omnicom Group Inc. | -5.81% | -2.62% | 2.49% | 9.57% | 15.72% | 21.88% | -19.58% | 14.37% | 3.94% | -11.93% |
DUK Duke Energy Corporation | 7.81% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
Correlation
The correlation between OMC and DUK is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990 | 0.20 |
Fundamentals
OMC:
$0.51
DUK:
$6.61
OMC:
146.63
DUK:
18.80
OMC:
9.14
DUK:
1.47
OMC:
0.57
DUK:
2.90
OMC:
$19.82B
DUK:
$33.29B
OMC:
$3.45B
DUK:
$19.45B
OMC:
$1.14B
DUK:
$15.91B
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Return for Risk
OMC vs. DUK — Risk / Return Rank
OMC
DUK
OMC vs. DUK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Omnicom Group Inc. (OMC) and Duke Energy Corporation (DUK). 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 | DUK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.13 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 1.02 | -0.38 |
| Martin ratioReturn relative to average drawdown | 1.48 | 2.47 | -0.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OMC | DUK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.77 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.46 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.44 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.49 | -0.07 |
Drawdowns
OMC vs. DUK - Drawdown Comparison
The maximum OMC drawdown since its inception was -61.22%, smaller than the maximum DUK drawdown of -71.92%. Use the drawdown chart below to compare losses from any high point for OMC and DUK.
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Drawdown Indicators
| OMC | DUK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.22% | -71.92% | +10.70% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -10.88% | -6.97% |
Max Drawdown (3Y)Largest decline over 3 years | -33.30% | -11.59% | -21.71% |
Max Drawdown (5Y)Largest decline over 5 years | -33.30% | -24.16% | -9.14% |
Max Drawdown (10Y)Largest decline over 10 years | -43.21% | -37.37% | -5.84% |
Current DrawdownCurrent decline from peak | -24.59% | -6.12% | -18.47% |
Average DrawdownAverage peak-to-trough decline | -12.93% | -10.85% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.76% | 4.49% | +3.27% |
Volatility
OMC vs. DUK - Volatility Comparison
Omnicom Group Inc. (OMC) has a higher volatility of 9.53% compared to Duke Energy Corporation (DUK) at 5.10%. This indicates that OMC's price experiences larger fluctuations and is considered to be riskier than DUK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OMC | DUK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.53% | 5.10% | +4.43% |
Volatility (6M)Calculated over the trailing 6-month period | 27.55% | 11.01% | +16.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.75% | 14.51% | +20.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.73% | 17.81% | +10.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.73% | 20.38% | +8.35% |
Dividends
OMC vs. DUK - Dividend Comparison
OMC's dividend yield for the trailing twelve months is around 3.98%, more than DUK's 3.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 3.43% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
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% |
Financials
OMC vs. DUK - Financials Comparison
This section allows you to compare key financial metrics between Omnicom Group Inc. and Duke Energy 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. DUK - Profitability Comparison
OMC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Omnicom Group Inc. reported a gross profit of 1.04B and revenue of 6.24B. Therefore, the gross margin over that period was 16.6%.
DUK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Duke Energy Corporation reported a gross profit of 6.23B and revenue of 9.18B. Therefore, the gross margin over that period was 67.9%.
OMC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Omnicom Group Inc. reported an operating income of 646.20M and revenue of 6.24B, resulting in an operating margin of 10.4%.
DUK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Duke Energy Corporation reported an operating income of 2.73B and revenue of 9.18B, resulting in an operating margin of 29.7%.
OMC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Omnicom Group Inc. reported a net income of 418.70M and revenue of 6.24B, resulting in a net margin of 6.7%.
DUK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Duke Energy Corporation reported a net income of 1.55B and revenue of 9.18B, resulting in a net margin of 16.9%.
Frequently Asked Questions
OMC and DUK have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OMC has higher volatility (9.53%) compared to DUK (5.10%). In terms of maximum drawdown, OMC dropped -61.22% vs DUK's -71.92%.
DUK currently has the higher Sharpe Ratio (0.77 vs 0.33), 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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