EFX vs OMC: Correlation
Equifax (EFX) and Omnicom Group (OMC) show a moderate relationship: their 3-year correlation of weekly returns is 0.51.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EFX and OMC?
Over the past 3 years, EFX and OMC moved with a correlation of 0.51, which is moderate. Little has changed lately, as the 1-year reading of 0.54 lands near the 3-year figure. Over 5 years the correlation is 0.47, and the annualized covariance of weekly returns is 473.6 %².
By 3-year correlation, OMC places #23 of the 53 assets tracked against EFX. The last year tells two different stories: OMC led by 38.3 percentage points, -21.8% for EFX against +16.5% for OMC. On a rolling one-year basis the correlation drifted between 0.36 and 0.66, a moderate band.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
EFX vs OMC: side by side
| EFX (Equifax) | OMC (Omnicom Group) | |
|---|---|---|
| 1-year return | -21.8% | +16.5% |
| 5-year return | -26.0% | +45.6% |
| Volatility (ann.) | 33.3% | 28.0% |
| Beta vs S&P 500 | 1.25 | 0.76 |
| Max drawdown (3Y) | -49.7% | -33.3% |
| Market cap | $22.4B | $24.1B |
| P/E (trailing) | 33.5 | 237.5 |
| Dividend yield | 1.11% | 3.53% |
| Sector / category | Industrials | Communication Services |
Year-by-year returns
| Year | EFX | OMC |
|---|---|---|
| 2022 | -33.1% | +15.7% |
| 2023 | +28.2% | +9.6% |
| 2024 | +3.7% | +2.5% |
| 2025 | -14.2% | -2.6% |
| 2026 | -11.7% | +11.1% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are EFX and OMC good diversifiers for each other?
To a limited degree. At 0.51 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
FAQ
What is the correlation between EFX and OMC?
The EFX/OMC correlation stands at 0.51 on a 3-year window (1 year: 0.54, 5 years: 0.47), computed from weekly returns as of 2026-08-27.
Is OMC a good diversifier for EFX?
To a limited degree. At 0.51 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
What does a correlation of 0.51 mean?
On the −1 to +1 scale, 0.51 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/efx-vs-omc.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/efx-vs-omc/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: EFX correlations · OMC correlations
