OMC vs VTV: Correlation
How closely do Omnicom Group (OMC) and Vanguard Value ETF (VTV) trade together? Their weekly returns over three years give a correlation of 0.49, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are OMC and VTV?
On 3 years of weekly data the OMC/VTV correlation comes out at 0.49, moderate. The link has loosened recently: the 1-year correlation (0.12) runs below the 3-year figure (0.49). The 5-year figure is 0.51, and annualized covariance runs at 164.4 %².
By 3-year correlation, VTV places #14 of the 36 assets tracked against OMC. On 12-month performance VTV holds a 9.2-point edge, +16.5% against +25.7%. The relationship is regime-dependent: the rolling one-year correlation swung between 0.14 and 0.74 over the past three years, so this pair behaves very differently depending on the market environment. Note the risk asymmetry: OMC runs 2.4 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
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 VTV: side by side
| OMC (Omnicom Group) | VTV (Vanguard Value ETF) | |
|---|---|---|
| 1-year return | +16.5% | +25.7% |
| 5-year return | +45.6% | +79.1% |
| Volatility (ann.) | 28.0% | 11.9% |
| Beta vs S&P 500 | 0.76 | 0.65 |
| Max drawdown (3Y) | -33.3% | -14.5% |
| Market cap | $24.1B | – |
| P/E (trailing) | 237.5 | – |
| Dividend yield | 3.53% | 1.86% |
| Expense ratio | – | 0.03% |
| Assets under management | – | $256.4B |
| Sector / category | Communication Services | ETF · US Style |
On the fund side, VTV sits in the Large Value category at Vanguard, with $256.4B under management, 308 holdings, a 0.03% expense ratio, a 1.86% trailing dividend yield.
Year-by-year returns
| Year | OMC | VTV |
|---|---|---|
| 2022 | +15.7% | -2.1% |
| 2023 | +9.6% | +9.3% |
| 2024 | +2.5% | +16.0% |
| 2025 | -2.6% | +15.3% |
| 2026 | +11.1% | +19.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are OMC and VTV good diversifiers for each other?
A fair diversifier. At 0.49, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
FAQ
What is the correlation between OMC and VTV?
As of 2026-08-27, the correlation of weekly returns between OMC and VTV is 0.49 over 3 years, 0.12 over 1 year and 0.51 over 5 years.
Is VTV a good diversifier for OMC?
A fair diversifier. At 0.49, enough of each asset's movement is its own that the pair has smoothed outcomes historically.
What does a correlation of 0.49 mean?
On the −1 to +1 scale, 0.49 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/omc-vs-vtv.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/omc-vs-vtv/)
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Related comparisons
Hubs: OMC correlations · VTV correlations
