Omnicom Group (OMC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Omnicom Group, a component of the S&P 500 in the Communication Services. Data as of 2026-10-29.
| Last close price | $77.77 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +5.00% |
| Total return over period | +15.66% |
| Annualized volatility | 29.88% |
| Period volatility | 51.62% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.06 |
| Sortino ratio | 0.09 |
| Max drawdown | -33.30% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.30% |
| Correlation with the S&P 500 | 0.33 |
| Period range | $65.90 – $98.81 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Omnicom Group (OMC) has posted an annualized return of +5.00% with annual volatility of 29.88%, a Sharpe ratio of 0.06. Its worst stretch (max drawdown from a peak) was -33.30%. Its correlation with the S&P 500 is 0.33, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Omnicom Group (OMC) is of the S&P 500.
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