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AON vs. AMP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AON vs. AMP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aon plc (AON) and Ameriprise Financial, Inc. (AMP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AON achieves a 4.60% return, which is significantly lower than AMP's 6.39% return. Over the past 10 years, AON has underperformed AMP with an annualized return of 13.79%, while AMP has yielded a comparatively higher 20.76% annualized return.


AON

1D
2.92%
1M
9.56%
6M
5.31%
YTD
4.60%
1Y
4.22%
3Y*
3.84%
5Y*
10.66%
10Y*
13.79%

AMP

1D
2.26%
1M
12.87%
6M
2.25%
YTD
6.39%
1Y
-2.08%
3Y*
16.74%
5Y*
17.72%
10Y*
20.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AON vs. AMP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AON
Aon plc
4.60%-0.94%24.45%-2.31%0.61%43.39%2.37%44.68%9.94%21.49%
AMP
Ameriprise Financial, Inc.
6.39%-6.73%42.10%23.99%4.98%57.92%19.82%63.96%-36.83%56.40%

Correlation

The correlation between AON and AMP is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2005

0.50

Over the past year, the correlation between AON and AMP has dropped to 0.24 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

AON:

$78.46B

AMP:

$46.61B

EPS

AON:

$18.23

AMP:

$30.98

PE Ratio

AON:

20.15

AMP:

16.73

PEG Ratio

AON:

0.51

AMP:

2.13

PS Ratio

AON:

4.54

AMP:

3.46

PB Ratio

AON:

8.05

AMP:

7.88

Total Revenue (TTM)

AON:

$17.49B

AMP:

$14.42B

Gross Profit (TTM)

AON:

$9.77B

AMP:

$7.51B

EBITDA (TTM)

AON:

$6.55B

AMP:

$5.13B

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Return for Risk

AON vs. AMP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AON
AON Risk / Return Rank: 4949
Overall Rank
AON Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
AON Sortino Ratio Rank: 4444
Sortino Ratio Rank
AON Omega Ratio Rank: 4444
Omega Ratio Rank
AON Calmar Ratio Rank: 5252
Calmar Ratio Rank
AON Martin Ratio Rank: 5151
Martin Ratio Rank

AMP
AMP Risk / Return Rank: 4040
Overall Rank
AMP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
AMP Sortino Ratio Rank: 3636
Sortino Ratio Rank
AMP Omega Ratio Rank: 3636
Omega Ratio Rank
AMP Calmar Ratio Rank: 4242
Calmar Ratio Rank
AMP Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AON vs. AMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aon plc (AON) and Ameriprise Financial, Inc. (AMP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AONAMPDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.05

1.01

+0.04

Calmar ratioReturn relative to maximum drawdown

0.25

-0.10

+0.35

Martin ratioReturn relative to average drawdown

0.44

-0.17

+0.60

AON vs. AMP - Sharpe Ratio Comparison

The current AON Sharpe Ratio is 0.17, which is higher than the AMP Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of AON and AMP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AON vs. AMP - Drawdown Comparison

The maximum AON drawdown since its inception was -69.05%, smaller than the maximum AMP drawdown of -81.14%. Use the drawdown chart below to compare losses from any high point for AON and AMP.


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Drawdown Indicators


AONAMPDifference

Max Drawdown

Largest peak-to-trough decline

-69.05%

-81.14%

+12.09%

Max Drawdown (1Y)

Largest decline over 1 year

-17.28%

-20.87%

+3.59%

Max Drawdown (3Y)

Largest decline over 3 years

-23.84%

-26.39%

+2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-25.38%

-31.54%

+6.16%

Max Drawdown (10Y)

Largest decline over 10 years

-38.73%

-53.88%

+15.15%

Current Drawdown

Current decline from peak

-9.25%

-8.14%

-1.11%

Average Drawdown

Average peak-to-trough decline

-13.67%

-15.14%

+1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.71%

12.40%

-2.69%

Volatility

AON vs. AMP - Volatility Comparison

Aon plc (AON) and Ameriprise Financial, Inc. (AMP) have volatilities of 9.31% and 8.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AONAMPDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.31%

8.93%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

21.06%

20.74%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

25.04%

26.14%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.27%

27.92%

-4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.53%

33.79%

-10.26%

Dividends

AON vs. AMP - Dividend Comparison

AON's dividend yield for the trailing twelve months is around 0.83%, less than AMP's 1.25% yield.


PositionTTM20252024202320222021202020192018201720162015
AMP
Ameriprise Financial, Inc.
1.25%1.28%1.09%1.40%1.57%1.47%2.10%2.29%3.38%1.91%2.63%2.43%
AON
Aon plc
0.83%0.82%0.74%0.83%0.73%0.66%0.84%0.83%1.35%1.05%1.16%1.25%

Financials

AON vs. AMP - Financials Comparison

This section allows you to compare key financial metrics between Aon plc and Ameriprise Financial, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
5.03B
0
(AON) Total Revenue
(AMP) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AON and AMP have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AON has higher volatility (9.31%) compared to AMP (8.93%). In terms of maximum drawdown, AON dropped -69.05% vs AMP's -81.14%.

AON currently has the higher Sharpe Ratio (0.17 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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