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AON vs. DRIPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AON and DRIPX is 0.57, 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%AugustSeptemberOctoberNovemberDecember2025
24.12%
-0.25%
AON
DRIPX

Key characteristics

Sharpe Ratio

AON:

1.11

DRIPX:

0.98

Sortino Ratio

AON:

1.70

DRIPX:

1.34

Omega Ratio

AON:

1.23

DRIPX:

1.18

Calmar Ratio

AON:

1.12

DRIPX:

1.07

Martin Ratio

AON:

2.96

DRIPX:

3.75

Ulcer Index

AON:

7.36%

DRIPX:

2.91%

Daily Std Dev

AON:

19.62%

DRIPX:

11.15%

Max Drawdown

AON:

-67.38%

DRIPX:

-55.99%

Current Drawdown

AON:

-6.90%

DRIPX:

-7.57%

Returns By Period

In the year-to-date period, AON achieves a 1.95% return, which is significantly lower than DRIPX's 2.31% return. Over the past 10 years, AON has outperformed DRIPX with an annualized return of 15.63%, while DRIPX has yielded a comparatively lower 6.19% annualized return.


AON

YTD

1.95%

1M

3.85%

6M

24.12%

1Y

20.17%

5Y*

12.50%

10Y*

15.63%

DRIPX

YTD

2.31%

1M

-1.32%

6M

-0.25%

1Y

10.31%

5Y*

4.59%

10Y*

6.19%

*Annualized

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 Rank

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

AON
The Risk-Adjusted Performance Rank of AON is 7777
Overall Rank
The Sharpe Ratio Rank of AON is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of AON is 7676
Sortino Ratio Rank
The Omega Ratio Rank of AON is 7676
Omega Ratio Rank
The Calmar Ratio Rank of AON is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AON is 7373
Martin Ratio Rank

DRIPX
The Risk-Adjusted Performance Rank of DRIPX is 5454
Overall Rank
The Sharpe Ratio Rank of DRIPX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of DRIPX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of DRIPX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of DRIPX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of DRIPX is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.11, compared to the broader market-2.000.002.004.001.110.98
The chart of Sortino ratio for AON, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.001.701.34
The chart of Omega ratio for AON, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.18
The chart of Calmar ratio for AON, currently valued at 1.12, compared to the broader market0.002.004.006.001.121.07
The chart of Martin ratio for AON, currently valued at 2.96, compared to the broader market-10.000.0010.0020.002.963.75
AON
DRIPX

The current AON Sharpe Ratio is 1.11, which is comparable to the DRIPX Sharpe Ratio of 0.98. 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.11
0.98
AON
DRIPX

Dividends

AON vs. DRIPX - Dividend Comparison

AON's dividend yield for the trailing twelve months is around 0.72%, less than DRIPX's 1.88% yield.


TTM20242023202220212020201920182017201620152014
AON
Aon plc
0.72%0.74%0.83%0.73%0.66%0.84%0.83%1.07%1.05%1.16%1.25%0.98%
DRIPX
The MP 63 Fund
1.88%1.92%1.75%1.74%1.42%1.65%1.63%2.12%1.68%2.03%1.99%1.55%

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 -55.99%. Use the drawdown chart below to compare losses from any high point for AON and DRIPX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.90%
-7.57%
AON
DRIPX

Volatility

AON vs. DRIPX - Volatility Comparison

The current volatility for Aon plc (AON) is 5.04%, while The MP 63 Fund (DRIPX) has a volatility of 5.89%. This indicates that AON experiences smaller price fluctuations and is considered to be less risky than DRIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.04%
5.89%
AON
DRIPX
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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.

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