PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AON vs. DRIPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AON and DRIPX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

AON vs. DRIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aon plc (AON) and The MP 63 Fund (DRIPX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.74%
2.68%
AON
DRIPX

Key characteristics

Sharpe Ratio

AON:

0.68

DRIPX:

1.03

Sortino Ratio

AON:

1.08

DRIPX:

1.49

Omega Ratio

AON:

1.15

DRIPX:

1.18

Calmar Ratio

AON:

0.72

DRIPX:

1.62

Martin Ratio

AON:

2.01

DRIPX:

5.85

Ulcer Index

AON:

6.95%

DRIPX:

1.80%

Daily Std Dev

AON:

20.48%

DRIPX:

10.21%

Max Drawdown

AON:

-67.38%

DRIPX:

-54.71%

Current Drawdown

AON:

-10.06%

DRIPX:

-6.49%

Returns By Period

In the year-to-date period, AON achieves a 22.58% return, which is significantly higher than DRIPX's 10.39% return. Over the past 10 years, AON has outperformed DRIPX with an annualized return of 14.94%, while DRIPX has yielded a comparatively lower 8.26% annualized return.


AON

YTD

22.58%

1M

-6.70%

6M

19.74%

1Y

21.28%

5Y*

11.93%

10Y*

14.94%

DRIPX

YTD

10.39%

1M

-3.36%

6M

2.67%

1Y

12.16%

5Y*

6.96%

10Y*

8.26%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AON vs. DRIPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aon plc (AON) and The MP 63 Fund (DRIPX). 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.


Sharpe ratio
The chart of Sharpe ratio for AON, currently valued at 0.68, compared to the broader market-4.00-2.000.002.000.681.03
The chart of Sortino ratio for AON, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.081.49
The chart of Omega ratio for AON, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.18
The chart of Calmar ratio for AON, currently valued at 0.72, compared to the broader market0.002.004.006.000.721.62
The chart of Martin ratio for AON, currently valued at 2.01, compared to the broader market0.0010.0020.002.015.85
AON
DRIPX

The current AON Sharpe Ratio is 0.68, which is lower than the DRIPX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of AON and DRIPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.68
1.03
AON
DRIPX

Dividends

AON vs. DRIPX - Dividend Comparison

AON's dividend yield for the trailing twelve months is around 0.75%, less than DRIPX's 1.59% yield.


TTM20232022202120202019201820172016201520142013
AON
Aon plc
0.75%0.83%0.73%0.66%0.84%0.83%1.07%1.05%1.16%1.25%0.98%0.81%
DRIPX
The MP 63 Fund
1.59%1.75%1.74%1.42%1.65%1.63%2.12%1.68%2.03%1.99%1.55%1.56%

Drawdowns

AON vs. DRIPX - Drawdown Comparison

The maximum AON drawdown since its inception was -67.38%, which is greater than DRIPX's maximum drawdown of -54.71%. Use the drawdown chart below to compare losses from any high point for AON and DRIPX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.06%
-6.49%
AON
DRIPX

Volatility

AON vs. DRIPX - Volatility Comparison

Aon plc (AON) has a higher volatility of 4.38% compared to The MP 63 Fund (DRIPX) at 3.42%. This indicates that AON's price experiences larger fluctuations and is considered to be riskier than DRIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.38%
3.42%
AON
DRIPX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab