Omnicom Group (MEX:OMC) 1-Year Sharpe Ratio: N/A (As of Aug. 14, 2026)

Author: Vera Yuan Vera Yuan
Vera Yuan
Vera Yuan
Director of Data and Quant Analytics at GuruFocus
Focused on building reliable datasets, financial models, and research tools for value-minded investors. Committed to turning complex data into practical guidance for value-investing and long-term wealth.
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Charlie Tian
Charlie Tian
Founder & CEO of GuruFocus
Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.

MEX:OMC Omnicom Group Inc MEX:OMC
86 GF Score
Price MXN1,194.00
GF Value MXN1,267.10
! 7 Warning Signs
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What is Omnicom Group 1-Year Sharpe Ratio?

The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2026-08-14), Omnicom Group's 1-Year Sharpe Ratio is Not available.


Omnicom Group  (MEX:OMC) 1-Year Sharpe Ratio Explanation

The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.


Omnicom Group 1-Year Sharpe Ratio Related Terms


MEX:OMC vs TTD, LFTO, MGNI: 1-Year Sharpe Ratio Comparison

For the Advertising Agencies subindustry, Omnicom Group's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.


Omnicom Group 1-Year Sharpe Ratio vs Media - Diversified Industry

For the Media - Diversified industry and Communication Services sector, Omnicom Group's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Omnicom Group's 1-Year Sharpe Ratio falls into.


MEX:OMC
86GF Score
Omnicom Group Inc MEX:OMC
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Omnicom Group 1-Year Sharpe Ratio Calculation

The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.

Is Omnicom Group (MEX:OMC) Overvalued in 2026?

Based on GuruFocus' analysis, Omnicom Group stock appears to be undervalued. The current stock price of MXN1,194.00 is trading 5.8% below its estimated GF Value™ of MXN1,267.10.

Key valuation signals for MEX:OMC:

  • 1-Year Sharpe Ratio: N/A
  • GF Value™: MXN1,267.10 vs. price of MXN1,194.00 (5.8% below fair value)
  • GF Score™: 86/100 with 7 warning signs

No single metric tells the full story. See the MEX:OMC stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.


Omnicom Group Business Description

Address 280 Park Avenue, New York, NY, USA, 10017
Omnicom is a holding company that owns several advertising agencies and related firms. It provides traditional and digital advertising services that include creative design, market research, data analytics, ad placement, and public relations. The firm operates globally, providing services in more than 70 countries; it generates more than one half of its revenue in North America and nearly 30% in Europe.
86GF Score

Get the complete analysis for MEX:OMC

1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

MXN1,194.00
Price
MXN1,267.10
GF Value