PH vs. OMC
PH (Parker-Hannifin Corporation) and OMC (Omnicom Group Inc.) are both stocks. PH operates in Specialty Industrial Machinery (Industrials), while OMC operates in Advertising Agencies (Communication Services). Over the past 10 years, PH returned 25.12%/yr vs 2.86%/yr for OMC. At a 0.39 correlation, their price movements are largely independent.
Performance
PH vs. OMC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PH achieves a 3.21% return, which is significantly higher than OMC's -3.07% return. Over the past 10 years, PH has outperformed OMC with an annualized return of 25.12%, while OMC has yielded a comparatively lower 2.86% annualized return.
PH
- 1D
- 0.12%
- 1M
- 2.39%
- YTD
- 3.21%
- 6M
- 2.52%
- 1Y
- 36.66%
- 3Y*
- 36.33%
- 5Y*
- 26.12%
- 10Y*
- 25.12%
OMC
- 1D
- 1.44%
- 1M
- 4.39%
- YTD
- -3.07%
- 6M
- -1.50%
- 1Y
- 12.04%
- 3Y*
- -3.71%
- 5Y*
- 1.80%
- 10Y*
- 2.86%
PH vs. OMC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PH Parker-Hannifin Corporation | 3.21% | 39.54% | 39.58% | 60.81% | -6.91% | 18.30% | 34.78% | 40.75% | -24.00% | 44.91% |
OMC Omnicom Group Inc. | -3.07% | -2.62% | 2.49% | 9.57% | 15.72% | 21.88% | -19.58% | 14.37% | 3.94% | -11.93% |
Correlation
The correlation between PH and OMC is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.39 |
The correlation between PH and OMC shifts across timeframes, from 0.19 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
PH:
$27.11
OMC:
$0.51
PH:
33.33
OMC:
149.30
PH:
1.41
OMC:
9.31
PH:
5.53
OMC:
0.58
PH:
$20.99B
OMC:
$19.82B
PH:
$7.81B
OMC:
$3.45B
PH:
$5.31B
OMC:
$1.14B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PH vs. OMC — Risk / Return Rank
PH
OMC
PH vs. OMC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parker-Hannifin Corporation (PH) 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.
| PH | OMC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.10 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 0.68 | +1.23 |
| Martin ratioReturn relative to average drawdown | 5.64 | 1.53 | +4.11 |
Loading charts...
Drawdowns
PH vs. OMC - Drawdown Comparison
The maximum PH drawdown since its inception was -66.92%, which is greater than OMC's maximum drawdown of -61.22%. Use the drawdown chart below to compare losses from any high point for PH and OMC.
Loading charts...
Drawdown Indicators
| PH | OMC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.92% | -61.22% | -5.70% |
Max Drawdown (1Y)Largest decline over 1 year | -19.34% | -17.85% | -1.49% |
Max Drawdown (3Y)Largest decline over 3 years | -26.79% | -33.30% | +6.51% |
Max Drawdown (5Y)Largest decline over 5 years | -28.64% | -33.30% | +4.66% |
Max Drawdown (10Y)Largest decline over 10 years | -54.68% | -43.21% | -11.47% |
Current DrawdownCurrent decline from peak | -11.49% | -22.40% | +10.91% |
Average DrawdownAverage peak-to-trough decline | -15.33% | -12.93% | -2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.52% | 7.87% | -1.35% |
Volatility
PH vs. OMC - Volatility Comparison
The current volatility for Parker-Hannifin Corporation (PH) is 7.58%, while Omnicom Group Inc. (OMC) has a volatility of 9.23%. This indicates that PH 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.
Loading charts...
Volatility by Period
| PH | OMC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 9.23% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 18.96% | 26.73% | -7.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.10% | 34.65% | -9.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.68% | 28.75% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.70% | 28.73% | +2.97% |
Dividends
PH vs. OMC - Dividend Comparison
PH's dividend yield for the trailing twelve months is around 0.82%, less than OMC's 4.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OMC Omnicom Group Inc. | 4.04% | 3.59% | 3.25% | 3.24% | 3.43% | 3.82% | 4.17% | 3.21% | 3.28% | 3.09% | 2.53% | 2.64% |
PH Parker-Hannifin Corporation | 0.82% | 0.80% | 1.00% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% |
Financials
PH vs. OMC - Financials Comparison
This section allows you to compare key financial metrics between Parker-Hannifin Corporation 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
PH vs. OMC - Profitability Comparison
PH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported a gross profit of 2.02B and revenue of 5.49B. Therefore, the gross margin over that period was 36.8%.
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%.
PH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported an operating income of 1.13B and revenue of 5.49B, resulting in an operating margin of 20.7%.
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%.
PH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported a net income of 904.00M and revenue of 5.49B, resulting in a net margin of 16.5%.
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%.
Frequently Asked Questions
PH and OMC have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OMC has higher volatility (9.23%) compared to PH (7.58%). In terms of maximum drawdown, PH dropped -66.92% vs OMC's -61.22%.
PH currently has the higher Sharpe Ratio (1.47 vs 0.35), 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.
Find the right allocation for PH and OMC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer