OMC vs PRU: Correlation
Measured on weekly returns over the past three years, Omnicom Group (OMC) and Prudential Financial (PRU) carry a correlation of 0.49, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are OMC and PRU?
Across a 3-year window, the weekly returns of OMC and PRU correlate at 0.49, moderate. Lately the two have drifted apart, with the 1-year correlation at 0.34 versus 0.49 over 3 years. Stretching to 5 years gives 0.51, with an annualized covariance of 318.1 %².
Among the 36 assets we track against OMC, PRU ranks #12 by 3-year correlation. Their 12-month results are close: +16.5% for OMC against +15.8% for PRU. Across three years, the rolling one-year figure varied moderately, from 0.26 to 0.65.
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.
OMC vs PRU: side by side
| OMC (Omnicom Group) | PRU (Prudential Financial) | |
|---|---|---|
| 1-year return | +16.5% | +15.8% |
| 5-year return | +45.6% | +45.1% |
| Volatility (ann.) | 28.0% | 23.0% |
| Beta vs S&P 500 | 0.76 | 0.79 |
| Max drawdown (3Y) | -33.3% | -25.7% |
| Market cap | $24.1B | $41.5B |
| P/E (trailing) | 237.5 | 10.9 |
| Dividend yield | 3.53% | 4.57% |
| Sector / category | Communication Services | Financials |
Year-by-year returns
| Year | OMC | PRU |
|---|---|---|
| 2022 | +15.7% | -3.9% |
| 2023 | +9.6% | +10.1% |
| 2024 | +2.5% | +19.5% |
| 2025 | -2.6% | +0.2% |
| 2026 | +11.1% | +10.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are OMC and PRU good diversifiers for each other?
Reasonably. At 0.49, OMC and PRU keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between OMC and PRU?
Using weekly returns as of 2026-08-27: 0.49 over 3 years, with 0.34 over the last year and 0.51 over 5 years.
Is PRU a good diversifier for OMC?
Reasonably. At 0.49, OMC and PRU keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.49 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
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Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/omc-vs-pru/)
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Related comparisons
Hubs: OMC correlations · PRU correlations
