I've never heard of it, and can't imagine the effort it would take to convince every developer of a tool to display an image to implement such a thing.
To my knowledge, there are "comment" fields in both of those file formats, that would allow a URL (or any other text) to be imbedded in them. It's the "...allow to be clicked on" part that I don't see happening.
Sorry for any confusion, but we are looking to upload our image to a 3rd parties site and have our hompage url embedded into the image. That way viewers can directly do to our site through the image, without using any html.
Hope that helps explain things and thank you for all the feedback and insight.
No you can put your url in the image but it will still only be an image. They would then have to type your url into a browser, they couldn't click it. Not unless you can use a .swf instead of an image, then you could.
By the sounds of it though I just want to also include that you should make sure such an act does not breach terms and conditions of the website you are placing it on.