OMC vs. VOO
Compare and contrast key facts about Omnicom Group Inc. (OMC) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OMC or VOO.
Key characteristics
| OMC | VOO | |
|---|---|---|
| YTD Return | 24.66% | 23.75% |
| 1Y Return | 42.06% | 35.49% |
| 3Y Return (Ann) | 15.20% | 11.02% |
| 5Y Return (Ann) | 10.95% | 16.24% |
| 10Y Return (Ann) | 8.14% | 14.04% |
| Sharpe Ratio | 2.15 | 2.85 |
| Sortino Ratio | 2.84 | 3.80 |
| Omega Ratio | 1.37 | 1.52 |
| Calmar Ratio | 1.79 | 3.05 |
| Martin Ratio | 12.02 | 17.77 |
| Ulcer Index | 3.58% | 2.00% |
| Daily Std Dev | 19.97% | 12.45% |
| Max Drawdown | -61.22% | -33.99% |
| Current Drawdown | 0.00% | -0.34% |
Correlation
The correlation between OMC and VOO is 0.59, 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. VOO - Performance Comparison
The year-to-date returns for both stocks are quite close, with OMC having a 24.66% return and VOO slightly lower at 23.75%. Over the past 10 years, OMC has underperformed VOO with an annualized return of 8.14%, while VOO has yielded a comparatively higher 14.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
OMC vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Omnicom Group Inc. (OMC) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
OMC vs. VOO - Dividend Comparison
OMC's dividend yield for the trailing twelve months is around 2.65%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OMC Omnicom Group Inc. | 2.65% | 3.24% | 3.43% | 3.82% | 4.17% | 3.21% | 3.28% | 3.09% | 2.53% | 2.64% | 2.45% | 2.15% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
OMC vs. VOO - Drawdown Comparison
The maximum OMC drawdown since its inception was -61.22%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OMC and VOO. For additional features, visit the drawdowns tool.
Volatility
OMC vs. VOO - Volatility Comparison
Omnicom Group Inc. (OMC) has a higher volatility of 4.48% compared to Vanguard S&P 500 ETF (VOO) at 3.04%. This indicates that OMC's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.