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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.


-0.50.00.51.0
Correlation: 0.3

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.

5,000.00%5,500.00%6,000.00%6,500.00%7,000.00%7,500.00%8,000.00%8,500.00%NovemberDecember2025FebruaryMarchApril
5,548.18%
6,187.74%
OMC
OKE

Key characteristics

Sharpe Ratio

OMC:

-0.61

OKE:

0.58

Sortino Ratio

OMC:

-0.67

OKE:

0.88

Omega Ratio

OMC:

0.91

OKE:

1.14

Calmar Ratio

OMC:

-0.53

OKE:

0.53

Martin Ratio

OMC:

-1.33

OKE:

1.67

Ulcer Index

OMC:

12.79%

OKE:

10.21%

Daily Std Dev

OMC:

27.73%

OKE:

29.42%

Max Drawdown

OMC:

-61.22%

OKE:

-80.17%

Current Drawdown

OMC:

-29.44%

OKE:

-25.54%

Fundamentals

Market Cap

OMC:

$14.34B

OKE:

$53.86B

EPS

OMC:

$7.32

OKE:

$5.17

PE Ratio

OMC:

10.01

OKE:

16.68

PEG Ratio

OMC:

1.37

OKE:

1.51

PS Ratio

OMC:

0.91

OKE:

2.48

PB Ratio

OMC:

3.28

OKE:

3.16

Total Revenue (TTM)

OMC:

$15.75B

OKE:

$16.92B

Gross Profit (TTM)

OMC:

$2.93B

OKE:

$5.13B

EBITDA (TTM)

OMC:

$2.63B

OKE:

$5.12B

Returns By Period

In the year-to-date period, OMC achieves a -14.17% return, which is significantly lower than OKE's -13.19% return. Over the past 10 years, OMC has underperformed OKE with an annualized return of 2.76%, while OKE has yielded a comparatively higher 12.67% annualized return.


OMC

YTD

-14.17%

1M

-9.74%

6M

-28.75%

1Y

-18.46%

5Y*

11.35%

10Y*

2.76%

OKE

YTD

-13.19%

1M

-13.20%

6M

-9.44%

1Y

13.29%

5Y*

35.45%

10Y*

12.67%

*Annualized

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Risk-Adjusted Performance

OMC vs. OKE — 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 2020
Overall Rank
The Sharpe Ratio Rank of OMC is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of OMC is 2222
Sortino Ratio Rank
The Omega Ratio Rank of OMC is 2121
Omega Ratio Rank
The Calmar Ratio Rank of OMC is 2020
Calmar Ratio Rank
The Martin Ratio Rank of OMC is 1818
Martin Ratio Rank

OKE
The Risk-Adjusted Performance Rank of OKE is 7171
Overall Rank
The Sharpe Ratio Rank of OKE is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of OKE is 6565
Sortino Ratio Rank
The Omega Ratio Rank of OKE is 6969
Omega Ratio Rank
The Calmar Ratio Rank of OKE is 7676
Calmar Ratio Rank
The Martin Ratio Rank of OKE is 7272
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. 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.


The chart of Sharpe ratio for OMC, currently valued at -0.61, compared to the broader market-2.00-1.000.001.002.003.00
OMC: -0.61
OKE: 0.58
The chart of Sortino ratio for OMC, currently valued at -0.67, compared to the broader market-6.00-4.00-2.000.002.004.00
OMC: -0.67
OKE: 0.88
The chart of Omega ratio for OMC, currently valued at 0.91, compared to the broader market0.501.001.502.00
OMC: 0.91
OKE: 1.14
The chart of Calmar ratio for OMC, currently valued at -0.53, compared to the broader market0.001.002.003.004.00
OMC: -0.53
OKE: 0.53
The chart of Martin ratio for OMC, currently valued at -1.33, compared to the broader market-5.000.005.0010.0015.0020.00
OMC: -1.33
OKE: 1.67

The current OMC Sharpe Ratio is -0.61, which is lower than the OKE Sharpe Ratio of 0.58. 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.61
0.58
OMC
OKE

Dividends

OMC vs. OKE - Dividend Comparison

OMC's dividend yield for the trailing twelve months is around 3.82%, less than OKE's 4.64% yield.


TTM20242023202220212020201920182017201620152014
OMC
Omnicom Group Inc.
3.82%3.25%3.24%3.43%3.82%4.17%3.21%3.28%3.09%2.53%2.64%2.45%
OKE
ONEOK, Inc.
4.64%3.94%5.47%5.72%6.40%9.78%4.66%6.01%5.09%4.28%9.85%4.27%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.44%
-25.54%
OMC
OKE

Volatility

OMC vs. OKE - Volatility Comparison

The current volatility for Omnicom Group Inc. (OMC) is 15.48%, while ONEOK, Inc. (OKE) has a volatility of 19.18%. This indicates that OMC experiences smaller price fluctuations and is considered to be less risky than OKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.48%
19.18%
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