OMC·Omnicom Group Inc.

Realized volatility (21d)

21.5% 49th pct

Below its peak

-27.5%

vs 200-day average

-2.2%

Up days (1y)

50%

Omnicom Group Inc. is currently running 21.5% annualised volatility over the last 21 sessions. Measured against OMC's own 13 years of daily returns rather than a market-wide average, that is the 49th percentile — close to its own typical level, against a typical reading of 21.8%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

OMC is trading -27.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -20.9%, and the deepest was -42.4% in 2020. The current drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began — and where past declines also continued.

Price sits -2.2% from its 200-day moving average. Against every other day in its history, that gap ranks at the 36th percentile — close to the gap it normally carries. Over the past year OMC closed higher on 50% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, OMC finished the month higher 6 of 13 times, with a median return of -1.2% and an average of +1.3%. Its strongest month historically has been November at +5.9% on average, its weakest September at -1.8%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: OMC has opened more than 2% away from the prior close in 116 of 3,266 sessions (3.6% of the time), with the largest gaps running +9.5% and -9.6%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, OMC moved an average of 5.6% in the session after earnings, closing higher 1 of those 3 times, with a median move of -1.5% and a largest of +12.4%.

All figures computed from 3,267 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against OMC's own 13-year history, not a peer group or index.