OSPN vs. OMC
OSPN (OneSpan Inc.) and OMC (Omnicom Group Inc.) are both stocks. OSPN operates in Software - Infrastructure (Technology), while OMC operates in Advertising Agencies (Communication Services). Over the past 10 years, OSPN returned -0.34%/yr vs 3.20%/yr for OMC. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
OSPN vs. OMC - Performance Comparison
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Returns By Period
In the year-to-date period, OSPN achieves a 23.37% return, which is significantly higher than OMC's -0.51% return. Over the past 10 years, OSPN has underperformed OMC with an annualized return of -0.34%, while OMC has yielded a comparatively higher 3.20% annualized return.
OSPN
- 1D
- 0.45%
- 1M
- 7.20%
- 6M
- 34.48%
- YTD
- 23.37%
- 1Y
- 12.99%
- 3Y*
- 5.10%
- 5Y*
- -7.89%
- 10Y*
- -0.34%
- ALL TIME*
- 4.56%
OMC
- 1D
- -1.14%
- 1M
- 0.10%
- 6M
- 4.28%
- YTD
- -0.51%
- 1Y
- 15.12%
- 3Y*
- 1.80%
- 5Y*
- 5.25%
- 10Y*
- 3.20%
- ALL TIME*
- 12.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $300.03M | $269.47M | $312.88M | |
OSPN OneSpan Inc. | $5.77M | $5.53M | $6.64M |
OSPN vs. OMC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OSPN OneSpan Inc. | 23.37% | -28.50% | 72.95% | -4.20% | -33.90% | -18.13% | 20.79% | 32.20% | -6.83% | 1.83% |
OMC Omnicom Group Inc. | -0.51% | -2.62% | 2.49% | 9.57% | 15.72% | 21.88% | -19.58% | 14.37% | 3.94% | -11.93% |
Correlation
The correlation between OSPN and OMC is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.27 |
Fundamentals
OSPN:
$573.89M
OMC:
$21.59B
OSPN:
$1.82
OMC:
$1.77
OSPN:
8.50
OMC:
44.53
OSPN:
0.05
OMC:
2.78
OSPN:
2.42
OMC:
0.78
OSPN:
2.17
OMC:
2.22
OSPN:
$245.76M
OMC:
$22.37B
OSPN:
$173.33M
OMC:
$3.92B
OSPN:
$55.58M
OMC:
$1.74B
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Return for Risk
OSPN vs. OMC — Risk / Return Rank
OSPN
OMC
OSPN vs. OMC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OneSpan Inc. (OSPN) and Omnicom Group Inc. (OMC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OSPN | OMC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.10 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | 0.77 | -0.51 |
| Martin ratioReturn relative to average drawdown | 0.45 | 1.66 | -1.21 |
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Drawdowns
OSPN vs. OMC - Drawdown Comparison
The maximum OSPN drawdown since its inception was -95.31%, which is greater than OMC's maximum drawdown of -61.22%. Use the drawdown chart below to compare losses from any high point for OSPN and OMC.
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Drawdown Indicators
| OSPN | OMC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.31% | -61.22% | -34.09% |
Max Drawdown (1Y)Largest decline over 1 year | -36.43% | -17.85% | -18.58% |
Max Drawdown (3Y)Largest decline over 3 years | -47.88% | -33.30% | -14.58% |
Max Drawdown (5Y)Largest decline over 5 years | -69.47% | -33.30% | -36.17% |
Max Drawdown (10Y)Largest decline over 10 years | -76.61% | -43.21% | -33.40% |
Current DrawdownCurrent decline from peak | -61.92% | -20.35% | -41.57% |
Average DrawdownAverage peak-to-trough decline | -62.11% | -12.96% | -49.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.88% | 8.24% | +12.64% |
Volatility
OSPN vs. OMC - Volatility Comparison
The current volatility for OneSpan Inc. (OSPN) is 8.81%, while Omnicom Group Inc. (OMC) has a volatility of 12.59%. This indicates that OSPN experiences smaller price fluctuations and is considered to be less risky than OMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OSPN | OMC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.81% | 12.59% | -3.78% |
Volatility (6M)Calculated over the trailing 6-month period | 26.43% | 29.24% | -2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.57% | 35.32% | +10.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.86% | 29.22% | +20.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.33% | 29.00% | +21.33% |
Dividends
OSPN vs. OMC - Dividend Comparison
OSPN's dividend yield for the trailing twelve months is around 3.23%, less than OMC's 3.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OMC Omnicom Group Inc. | 3.94% | 3.59% | 3.25% | 3.24% | 3.43% | 3.82% | 4.17% | 3.21% | 3.28% | 3.09% | 2.53% | 2.64% |
OSPN OneSpan Inc. | 3.23% | 3.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
OSPN vs. OMC - Financials Comparison
This section allows you to compare key financial metrics between OneSpan Inc. and Omnicom Group 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.
Total Revenue: Total amount of money received from sales and other business activities
OSPN vs. OMC - Profitability Comparison
OSPN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, OneSpan Inc. reported a gross profit of 48.51M and revenue of 65.95M. Therefore, the gross margin over that period was 73.6%.
OMC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Omnicom Group Inc. reported a gross profit of 1.30B and revenue of 6.56B. Therefore, the gross margin over that period was 19.8%.
OSPN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, OneSpan Inc. reported an operating income of 14.82M and revenue of 65.95M, resulting in an operating margin of 22.5%.
OMC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Omnicom Group Inc. reported an operating income of 925.80M and revenue of 6.56B, resulting in an operating margin of 14.1%.
OSPN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, OneSpan Inc. reported a net income of 11.57M and revenue of 65.95M, resulting in a net margin of 17.5%.
OMC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Omnicom Group Inc. reported a net income of 585.90M and revenue of 6.56B, resulting in a net margin of 8.9%.
Frequently Asked Questions
OSPN and OMC have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OMC has higher volatility (12.59%) compared to OSPN (8.81%). In terms of maximum drawdown, OSPN dropped -95.31% vs OMC's -61.22%.
OMC currently has the higher Sharpe Ratio (0.39 vs 0.21), 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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