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

Correlation

The correlation between OMC and OKE is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

OMC vs. OKE - Performance Comparison

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

4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%JulyAugustSeptemberOctoberNovemberDecember
6,696.70%
5,798.51%
OMC
OKE

Key characteristics

Sharpe Ratio

OMC:

0.33

OKE:

2.53

Sortino Ratio

OMC:

0.55

OKE:

3.15

Omega Ratio

OMC:

1.08

OKE:

1.44

Calmar Ratio

OMC:

0.46

OKE:

3.23

Martin Ratio

OMC:

1.63

OKE:

15.62

Ulcer Index

OMC:

4.73%

OKE:

3.42%

Daily Std Dev

OMC:

23.49%

OKE:

21.12%

Max Drawdown

OMC:

-61.22%

OKE:

-80.17%

Current Drawdown

OMC:

-15.09%

OKE:

-14.50%

Fundamentals

Market Cap

OMC:

$17.47B

OKE:

$59.47B

EPS

OMC:

$7.32

OKE:

$4.72

PE Ratio

OMC:

12.15

OKE:

21.56

PEG Ratio

OMC:

1.30

OKE:

2.64

Total Revenue (TTM)

OMC:

$15.43B

OKE:

$19.88B

Gross Profit (TTM)

OMC:

$2.82B

OKE:

$5.42B

EBITDA (TTM)

OMC:

$2.45B

OKE:

$5.70B

Returns By Period

In the year-to-date period, OMC achieves a 5.85% return, which is significantly lower than OKE's 49.62% return. Over the past 10 years, OMC has underperformed OKE with an annualized return of 4.77%, while OKE has yielded a comparatively higher 14.14% annualized return.


OMC

YTD

5.85%

1M

-9.59%

6M

-0.32%

1Y

5.95%

5Y*

5.69%

10Y*

4.77%

OKE

YTD

49.62%

1M

-11.56%

6M

28.10%

1Y

51.11%

5Y*

13.60%

10Y*

14.14%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

OMC vs. OKE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Omnicom Group Inc. (OMC) and ONEOK, Inc. (OKE). 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 0.33, compared to the broader market-4.00-2.000.002.000.332.53
The chart of Sortino ratio for OMC, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.000.553.15
The chart of Omega ratio for OMC, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.44
The chart of Calmar ratio for OMC, currently valued at 0.46, compared to the broader market0.002.004.006.000.463.23
The chart of Martin ratio for OMC, currently valued at 1.63, compared to the broader market-5.000.005.0010.0015.0020.0025.001.6315.62
OMC
OKE

The current OMC Sharpe Ratio is 0.33, which is lower than the OKE Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of OMC and OKE, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.33
2.53
OMC
OKE

Dividends

OMC vs. OKE - Dividend Comparison

OMC's dividend yield for the trailing twelve months is around 3.15%, less than OKE's 3.96% yield.


TTM20232022202120202019201820172016201520142013
OMC
Omnicom Group Inc.
3.15%3.24%3.43%3.82%4.17%3.21%3.28%3.09%2.53%2.64%2.45%2.15%
OKE
ONEOK, Inc.
3.96%5.47%5.72%6.40%9.80%4.66%6.01%5.09%4.28%9.85%4.27%0.00%

Drawdowns

OMC vs. OKE - Drawdown Comparison

The maximum OMC drawdown since its inception was -61.22%, smaller than the maximum OKE drawdown of -80.17%. Use the drawdown chart below to compare losses from any high point for OMC and OKE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.09%
-14.50%
OMC
OKE

Volatility

OMC vs. OKE - Volatility Comparison

Omnicom Group Inc. (OMC) has a higher volatility of 12.22% compared to ONEOK, Inc. (OKE) at 9.34%. This indicates that OMC's price experiences larger fluctuations and is considered to be riskier than OKE 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%JulyAugustSeptemberOctoberNovemberDecember
12.22%
9.34%
OMC
OKE

Financials

OMC vs. OKE - Financials Comparison

This section allows you to compare key financial metrics between Omnicom Group Inc. and ONEOK, 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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