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

Correlation

The correlation between OMC and IPG is 0.55, 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.


-0.50.00.51.00.5

Performance

OMC vs. IPG - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-12.81%
-11.09%
OMC
IPG

Key characteristics

Sharpe Ratio

OMC:

-0.07

IPG:

-0.52

Sortino Ratio

OMC:

0.06

IPG:

-0.59

Omega Ratio

OMC:

1.01

IPG:

0.92

Calmar Ratio

OMC:

-0.07

IPG:

-0.37

Martin Ratio

OMC:

-0.18

IPG:

-1.42

Ulcer Index

OMC:

8.65%

IPG:

8.05%

Daily Std Dev

OMC:

23.37%

IPG:

21.81%

Max Drawdown

OMC:

-61.22%

IPG:

-95.33%

Current Drawdown

OMC:

-20.11%

IPG:

-28.28%

Fundamentals

Market Cap

OMC:

$16.44B

IPG:

$10.27B

EPS

OMC:

$7.46

IPG:

$1.83

PE Ratio

OMC:

11.22

IPG:

15.05

PEG Ratio

OMC:

1.26

IPG:

153.14

Total Revenue (TTM)

OMC:

$15.69B

IPG:

$7.83B

Gross Profit (TTM)

OMC:

$2.86B

IPG:

$1.02B

EBITDA (TTM)

OMC:

$2.62B

IPG:

$857.80M

Returns By Period

In the year-to-date period, OMC achieves a -2.84% return, which is significantly lower than IPG's -1.64% return. Over the past 10 years, OMC has underperformed IPG with an annualized return of 4.11%, while IPG has yielded a comparatively higher 5.80% annualized return.


OMC

YTD

-2.84%

1M

-3.45%

6M

-12.81%

1Y

-2.79%

5Y*

5.09%

10Y*

4.11%

IPG

YTD

-1.64%

1M

-2.34%

6M

-11.09%

1Y

-11.34%

5Y*

6.65%

10Y*

5.80%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

OMC vs. IPG — 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 3939
Overall Rank
The Sharpe Ratio Rank of OMC is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of OMC is 3434
Sortino Ratio Rank
The Omega Ratio Rank of OMC is 3434
Omega Ratio Rank
The Calmar Ratio Rank of OMC is 4242
Calmar Ratio Rank
The Martin Ratio Rank of OMC is 4343
Martin Ratio Rank

IPG
The Risk-Adjusted Performance Rank of IPG is 1717
Overall Rank
The Sharpe Ratio Rank of IPG is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of IPG is 1818
Sortino Ratio Rank
The Omega Ratio Rank of IPG is 1818
Omega Ratio Rank
The Calmar Ratio Rank of IPG is 2424
Calmar Ratio Rank
The Martin Ratio Rank of IPG is 77
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. IPG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Omnicom Group Inc. (OMC) and The Interpublic Group of Companies, Inc. (IPG). 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.


Sharpe ratio
The chart of Sharpe ratio for OMC, currently valued at -0.07, compared to the broader market-2.000.002.00-0.07-0.52
The chart of Sortino ratio for OMC, currently valued at 0.06, compared to the broader market-4.00-2.000.002.004.006.000.06-0.59
The chart of Omega ratio for OMC, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.92
The chart of Calmar ratio for OMC, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.07-0.37
The chart of Martin ratio for OMC, currently valued at -0.18, compared to the broader market-10.000.0010.0020.0030.00-0.18-1.42
OMC
IPG

The current OMC Sharpe Ratio is -0.07, which is higher than the IPG Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of OMC and IPG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
-0.07
-0.52
OMC
IPG

Dividends

OMC vs. IPG - Dividend Comparison

OMC's dividend yield for the trailing twelve months is around 3.35%, less than IPG's 4.79% yield.


TTM20242023202220212020201920182017201620152014
OMC
Omnicom Group Inc.
3.35%3.25%3.24%3.43%3.82%4.17%3.21%3.28%3.09%2.53%2.64%2.45%
IPG
The Interpublic Group of Companies, Inc.
4.79%4.71%3.80%3.48%2.88%4.34%4.07%4.07%3.57%2.56%2.06%1.83%

Drawdowns

OMC vs. IPG - Drawdown Comparison

The maximum OMC drawdown since its inception was -61.22%, smaller than the maximum IPG drawdown of -95.33%. Use the drawdown chart below to compare losses from any high point for OMC and IPG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-20.11%
-28.28%
OMC
IPG

Volatility

OMC vs. IPG - Volatility Comparison

The current volatility for Omnicom Group Inc. (OMC) is 4.83%, while The Interpublic Group of Companies, Inc. (IPG) has a volatility of 5.48%. This indicates that OMC experiences smaller price fluctuations and is considered to be less risky than IPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
4.83%
5.48%
OMC
IPG

Financials

OMC vs. IPG - Financials Comparison

This section allows you to compare key financial metrics between Omnicom Group Inc. and The Interpublic Group of Companies, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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