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OMC vs. ELV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OMC and ELV is 0.45, 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. ELV - Performance Comparison

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

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Key characteristics

Sharpe Ratio

OMC:

-0.65

ELV:

-0.87

Sortino Ratio

OMC:

-0.69

ELV:

-1.08

Omega Ratio

OMC:

0.90

ELV:

0.86

Calmar Ratio

OMC:

-0.54

ELV:

-0.68

Martin Ratio

OMC:

-1.20

ELV:

-1.13

Ulcer Index

OMC:

14.42%

ELV:

20.84%

Daily Std Dev

OMC:

27.92%

ELV:

27.49%

Max Drawdown

OMC:

-61.22%

ELV:

-67.19%

Current Drawdown

OMC:

-26.83%

ELV:

-27.23%

Fundamentals

Market Cap

OMC:

$14.87B

ELV:

$93.17B

EPS

OMC:

$7.32

ELV:

$25.69

PE Ratio

OMC:

10.38

ELV:

15.75

PEG Ratio

OMC:

1.43

ELV:

0.74

PS Ratio

OMC:

0.95

ELV:

0.51

PB Ratio

OMC:

3.42

ELV:

2.19

Total Revenue (TTM)

OMC:

$15.75B

ELV:

$183.12B

Gross Profit (TTM)

OMC:

$2.93B

ELV:

$114.62B

EBITDA (TTM)

OMC:

$2.63B

ELV:

$10.09B

Returns By Period

In the year-to-date period, OMC achieves a -11.00% return, which is significantly lower than ELV's 10.13% return. Over the past 10 years, OMC has underperformed ELV with an annualized return of 3.27%, while ELV has yielded a comparatively higher 11.34% annualized return.


OMC

YTD

-11.00%

1M

2.66%

6M

-26.10%

1Y

-18.27%

5Y*

11.19%

10Y*

3.27%

ELV

YTD

10.13%

1M

-7.29%

6M

-3.47%

1Y

-23.88%

5Y*

9.63%

10Y*

11.34%

*Annualized

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Risk-Adjusted Performance

OMC vs. ELV — Risk-Adjusted Performance Rank

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

OMC
The Risk-Adjusted Performance Rank of OMC is 1818
Overall Rank
The Sharpe Ratio Rank of OMC is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of OMC is 1919
Sortino Ratio Rank
The Omega Ratio Rank of OMC is 1818
Omega Ratio Rank
The Calmar Ratio Rank of OMC is 1717
Calmar Ratio Rank
The Martin Ratio Rank of OMC is 1919
Martin Ratio Rank

ELV
The Risk-Adjusted Performance Rank of ELV is 1313
Overall Rank
The Sharpe Ratio Rank of ELV is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of ELV is 1212
Sortino Ratio Rank
The Omega Ratio Rank of ELV is 1212
Omega Ratio Rank
The Calmar Ratio Rank of ELV is 1010
Calmar Ratio Rank
The Martin Ratio Rank of ELV is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OMC vs. ELV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Omnicom Group Inc. (OMC) and Elevance Health Inc (ELV). 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.


The current OMC Sharpe Ratio is -0.65, which is comparable to the ELV Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of OMC and ELV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

OMC vs. ELV - Dividend Comparison

OMC's dividend yield for the trailing twelve months is around 3.69%, more than ELV's 1.63% yield.


TTM20242023202220212020201920182017201620152014
OMC
Omnicom Group Inc.
3.69%3.25%3.24%3.43%3.82%4.17%3.21%3.28%3.09%2.53%2.64%2.45%
ELV
Elevance Health Inc
1.63%1.77%1.26%1.00%0.98%1.18%1.06%1.14%1.20%1.81%1.79%1.39%

Drawdowns

OMC vs. ELV - Drawdown Comparison

The maximum OMC drawdown since its inception was -61.22%, smaller than the maximum ELV drawdown of -67.19%. Use the drawdown chart below to compare losses from any high point for OMC and ELV. For additional features, visit the drawdowns tool.


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Volatility

OMC vs. ELV - Volatility Comparison

Omnicom Group Inc. (OMC) has a higher volatility of 11.03% compared to Elevance Health Inc (ELV) at 8.07%. This indicates that OMC's price experiences larger fluctuations and is considered to be riskier than ELV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

OMC vs. ELV - Financials Comparison

This section allows you to compare key financial metrics between Omnicom Group Inc. and Elevance Health Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00B50.00B20212022202320242025
3.69B
48.89B
(OMC) Total Revenue
(ELV) Total Revenue
Values in USD except per share items

OMC vs. ELV - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
17.1%
89.8%
(OMC) Gross Margin
(ELV) Gross Margin
OMC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Omnicom Group Inc. reported a gross profit of 629.50M and revenue of 3.69B. Therefore, the gross margin over that period was 17.1%.

ELV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Elevance Health Inc reported a gross profit of 43.91B and revenue of 48.89B. Therefore, the gross margin over that period was 89.8%.

OMC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Omnicom Group Inc. reported an operating income of 452.60M and revenue of 3.69B, resulting in an operating margin of 12.3%.

ELV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Elevance Health Inc reported an operating income of 3.14B and revenue of 48.89B, resulting in an operating margin of 6.4%.

OMC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Omnicom Group Inc. reported a net income of 287.70M and revenue of 3.69B, resulting in a net margin of 7.8%.

ELV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Elevance Health Inc reported a net income of 2.18B and revenue of 48.89B, resulting in a net margin of 4.5%.