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

Key characteristics


OMCIPG
YTD Return24.34%1.37%
1Y Return43.97%15.14%
3Y Return (Ann)15.18%-2.07%
5Y Return (Ann)10.89%13.67%
10Y Return (Ann)8.08%10.10%
Sharpe Ratio2.090.53
Sortino Ratio2.770.89
Omega Ratio1.361.11
Calmar Ratio1.730.35
Martin Ratio11.752.08
Ulcer Index3.55%5.33%
Daily Std Dev19.97%20.87%
Max Drawdown-61.22%-95.33%
Current Drawdown-0.26%-17.46%

Fundamentals


OMCIPG
Market Cap$20.53B$12.04B
EPS$7.32$2.70
PE Ratio14.3711.87
PEG Ratio1.4617.17
Total Revenue (TTM)$15.43B$8.23B
Gross Profit (TTM)$2.49B$1.20B
EBITDA (TTM)$2.58B$1.31B

Correlation

-0.50.00.51.00.5

The correlation between OMC and IPG is 0.49, 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. IPG - Performance Comparison

In the year-to-date period, OMC achieves a 24.34% return, which is significantly higher than IPG's 1.37% return. Over the past 10 years, OMC has underperformed IPG with an annualized return of 8.08%, while IPG has yielded a comparatively higher 10.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
16.67%
7.74%
OMC
IPG

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Risk-Adjusted Performance

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.


OMC
Sharpe ratio
The chart of Sharpe ratio for OMC, currently valued at 2.09, compared to the broader market-4.00-2.000.002.004.002.09
Sortino ratio
The chart of Sortino ratio for OMC, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.002.77
Omega ratio
The chart of Omega ratio for OMC, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for OMC, currently valued at 1.73, compared to the broader market0.002.004.006.001.73
Martin ratio
The chart of Martin ratio for OMC, currently valued at 11.75, compared to the broader market-10.000.0010.0020.0030.0011.75
IPG
Sharpe ratio
The chart of Sharpe ratio for IPG, currently valued at 0.53, compared to the broader market-4.00-2.000.002.004.000.53
Sortino ratio
The chart of Sortino ratio for IPG, currently valued at 0.89, compared to the broader market-4.00-2.000.002.004.000.89
Omega ratio
The chart of Omega ratio for IPG, currently valued at 1.11, compared to the broader market0.501.001.502.001.11
Calmar ratio
The chart of Calmar ratio for IPG, currently valued at 0.35, compared to the broader market0.002.004.006.000.35
Martin ratio
The chart of Martin ratio for IPG, currently valued at 2.08, compared to the broader market-10.000.0010.0020.0030.002.08

OMC vs. IPG - Sharpe Ratio Comparison

The current OMC Sharpe Ratio is 2.09, which is higher than the IPG Sharpe Ratio of 0.53. 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-1.00-0.500.000.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
2.09
0.53
OMC
IPG

Dividends

OMC vs. IPG - Dividend Comparison

OMC's dividend yield for the trailing twelve months is around 2.66%, less than IPG's 4.05% yield.


TTM20232022202120202019201820172016201520142013
OMC
Omnicom Group Inc.
2.66%3.24%3.43%3.82%4.17%3.21%3.28%3.09%2.53%2.64%2.45%2.15%
IPG
The Interpublic Group of Companies, Inc.
4.05%3.80%3.48%2.88%4.34%4.07%4.07%3.57%2.56%2.06%1.83%1.69%

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.26%
-17.46%
OMC
IPG

Volatility

OMC vs. IPG - Volatility Comparison

Omnicom Group Inc. (OMC) and The Interpublic Group of Companies, Inc. (IPG) have volatilities of 4.45% and 4.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%MayJuneJulyAugustSeptemberOctober
4.45%
4.35%
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