OMC vs. LYB
OMC (Omnicom Group Inc.) and LYB (LyondellBasell Industries N.V.) are both stocks. OMC operates in Advertising Agencies (Communication Services), while LYB operates in Specialty Chemicals (Basic Materials). Over the past 10 years, OMC returned 2.46%/yr vs 5.29%/yr for LYB. At a 0.45 correlation, their price movements are largely independent.
Performance
OMC vs. LYB - 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 LYB's 52.35% return. Over the past 10 years, OMC has underperformed LYB with an annualized return of 2.46%, while LYB has yielded a comparatively higher 5.29% 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%
LYB
- 1D
- -2.54%
- 1M
- -9.18%
- YTD
- 52.35%
- 6M
- 52.17%
- 1Y
- 22.89%
- 3Y*
- -4.03%
- 5Y*
- -4.78%
- 10Y*
- 5.29%
OMC vs. LYB - 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% |
LYB LyondellBasell Industries N.V. | 52.35% | -35.96% | -17.38% | 20.70% | -0.98% | 5.07% | 2.64% | 44.63% | -21.69% | 33.72% |
Correlation
The correlation between OMC and LYB is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2010 | 0.45 |
The correlation between OMC and LYB shifts across timeframes, from 0.26 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
OMC:
$0.51
LYB:
-$3.19
OMC:
0.57
LYB:
0.70
OMC:
$19.82B
LYB:
$22.48B
OMC:
$3.45B
LYB:
-$4.33B
OMC:
$1.14B
LYB:
$935.00M
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Return for Risk
OMC vs. LYB — Risk / Return Rank
OMC
LYB
OMC vs. LYB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Omnicom Group Inc. (OMC) and LyondellBasell Industries N.V. (LYB). 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 | LYB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.13 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 0.71 | -0.06 |
| Martin ratioReturn relative to average drawdown | 1.48 | 1.26 | +0.22 |
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 | LYB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.54 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | -0.15 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.14 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.40 | +0.02 |
Drawdowns
OMC vs. LYB - Drawdown Comparison
The maximum OMC drawdown since its inception was -61.22%, roughly equal to the maximum LYB drawdown of -63.26%. Use the drawdown chart below to compare losses from any high point for OMC and LYB.
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Drawdown Indicators
| OMC | LYB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.22% | -63.26% | +2.04% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -35.45% | +17.60% |
Max Drawdown (3Y)Largest decline over 3 years | -33.30% | -55.35% | +22.05% |
Max Drawdown (5Y)Largest decline over 5 years | -33.30% | -55.35% | +22.05% |
Max Drawdown (10Y)Largest decline over 10 years | -43.21% | -63.26% | +20.05% |
Current DrawdownCurrent decline from peak | -24.59% | -28.50% | +3.91% |
Average DrawdownAverage peak-to-trough decline | -12.93% | -15.11% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.76% | 19.88% | -12.12% |
Volatility
OMC vs. LYB - Volatility Comparison
Omnicom Group Inc. (OMC) has a higher volatility of 9.53% compared to LyondellBasell Industries N.V. (LYB) at 7.40%. This indicates that OMC's price experiences larger fluctuations and is considered to be riskier than LYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OMC | LYB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.53% | 7.40% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 27.55% | 34.97% | -7.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.75% | 46.09% | -11.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.73% | 32.84% | -4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.73% | 36.75% | -8.02% |
Dividends
OMC vs. LYB - Dividend Comparison
OMC's dividend yield for the trailing twelve months is around 3.98%, less than LYB's 6.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYB LyondellBasell Industries N.V. | 6.39% | 12.59% | 7.10% | 5.20% | 11.92% | 4.81% | 4.58% | 20.27% | 4.81% | 3.22% | 3.88% | 3.50% |
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. LYB - Financials Comparison
This section allows you to compare key financial metrics between Omnicom Group Inc. and LyondellBasell Industries N.V.. 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
Frequently Asked Questions
OMC and LYB have a correlation of 0.26, 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 LYB (7.40%). In terms of maximum drawdown, OMC dropped -61.22% vs LYB's -63.26%.
LYB currently has the higher Sharpe Ratio (0.54 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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