OMC vs. PSX
OMC (Omnicom Group Inc.) and PSX (Phillips 66) are both stocks. OMC operates in Advertising Agencies (Communication Services), while PSX operates in Oil & Gas Refining & Marketing (Energy). Over the past 10 years, OMC returned 2.46%/yr vs 12.61%/yr for PSX. At a 0.36 correlation, their price movements are largely independent.
Performance
OMC vs. PSX - 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 PSX's 44.08% return. Over the past 10 years, OMC has underperformed PSX with an annualized return of 2.46%, while PSX has yielded a comparatively higher 12.61% 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%
PSX
- 1D
- -0.58%
- 1M
- 7.49%
- YTD
- 44.08%
- 6M
- 33.41%
- 1Y
- 65.68%
- 3Y*
- 27.98%
- 5Y*
- 19.31%
- 10Y*
- 12.61%
OMC vs. PSX - 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% |
PSX Phillips 66 | 44.08% | 17.51% | -11.63% | 33.07% | 49.58% | 8.51% | -33.85% | 33.97% | -12.28% | 20.94% |
Correlation
The correlation between OMC and PSX is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since May 2, 2012 | 0.36 |
Over the past year, the correlation between OMC and PSX has dropped to 0.10 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
Fundamentals
OMC:
$0.51
PSX:
$10.17
OMC:
146.63
PSX:
18.00
OMC:
9.14
PSX:
0.10
OMC:
0.57
PSX:
0.55
OMC:
$19.82B
PSX:
$134.70B
OMC:
$3.45B
PSX:
$5.94B
OMC:
$1.14B
PSX:
$9.17B
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Return for Risk
OMC vs. PSX — Risk / Return Rank
OMC
PSX
OMC vs. PSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Omnicom Group Inc. (OMC) and Phillips 66 (PSX). 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 | PSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.38 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 4.00 | -3.35 |
| Martin ratioReturn relative to average drawdown | 1.48 | 11.57 | -10.09 |
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 | PSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 2.34 | -2.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.58 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.36 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.50 | -0.08 |
Drawdowns
OMC vs. PSX - Drawdown Comparison
The maximum OMC drawdown since its inception was -61.22%, roughly equal to the maximum PSX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for OMC and PSX.
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Drawdown Indicators
| OMC | PSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.22% | -64.21% | +2.99% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -17.28% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -33.30% | -44.37% | +11.07% |
Max Drawdown (5Y)Largest decline over 5 years | -33.30% | -44.37% | +11.07% |
Max Drawdown (10Y)Largest decline over 10 years | -43.21% | -64.21% | +21.00% |
Current DrawdownCurrent decline from peak | -24.59% | -2.06% | -22.53% |
Average DrawdownAverage peak-to-trough decline | -12.93% | -14.74% | +1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.76% | 5.96% | +1.80% |
Volatility
OMC vs. PSX - Volatility Comparison
Omnicom Group Inc. (OMC) has a higher volatility of 9.53% compared to Phillips 66 (PSX) at 8.15%. This indicates that OMC's price experiences larger fluctuations and is considered to be riskier than PSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OMC | PSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.53% | 8.15% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 27.55% | 23.59% | +3.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.75% | 29.47% | +5.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.73% | 33.19% | -4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.73% | 35.31% | -6.58% |
Dividends
OMC vs. PSX - Dividend Comparison
OMC's dividend yield for the trailing twelve months is around 3.98%, more than PSX's 2.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PSX Phillips 66 | 2.70% | 3.68% | 3.95% | 3.15% | 3.68% | 5.00% | 5.15% | 3.14% | 3.60% | 2.70% | 2.84% | 2.67% |
Financials
OMC vs. PSX - Financials Comparison
This section allows you to compare key financial metrics between Omnicom Group Inc. and Phillips 66. 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
OMC vs. PSX - Profitability Comparison
OMC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Omnicom Group Inc. reported a gross profit of 1.04B and revenue of 6.24B. Therefore, the gross margin over that period was 16.6%.
PSX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Phillips 66 reported a gross profit of 0.00 and revenue of 33.00B. Therefore, the gross margin over that period was 0.0%.
OMC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Omnicom Group Inc. reported an operating income of 646.20M and revenue of 6.24B, resulting in an operating margin of 10.4%.
PSX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Phillips 66 reported an operating income of 0.00 and revenue of 33.00B, resulting in an operating margin of 0.0%.
OMC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Omnicom Group Inc. reported a net income of 418.70M and revenue of 6.24B, resulting in a net margin of 6.7%.
PSX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Phillips 66 reported a net income of 207.00M and revenue of 33.00B, resulting in a net margin of 0.6%.
Frequently Asked Questions
OMC and PSX have a correlation of 0.10, 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 PSX (8.15%). In terms of maximum drawdown, OMC dropped -61.22% vs PSX's -64.21%.
PSX currently has the higher Sharpe Ratio (2.34 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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