Omnicom Group (OMC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Omnicom Group, an S&P 500 component in the Communication Services sector. Data as of 2026-07-30.
| Last close price | $79.61 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +1.48% |
| Total return over period | +4.47% |
| Annualized volatility | 29.11% |
| Sharpe ratio | -0.08 |
| Sortino ratio | -0.11 |
| Max drawdown | -33.30% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.18% |
| Correlation with the S&P 500 | 0.35 |
| Period range | $65.86 – $98.81 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Omnicom Group (OMC) has posted an annualized return of +1.48% with annual volatility of 29.11%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -33.30%. Its correlation with the S&P 500 is 0.35, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how OMC would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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