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AON vs. MMC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

AON vs. MMC - Performance Comparison

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

7,000.00%8,000.00%9,000.00%10,000.00%11,000.00%JuneJulyAugustSeptemberOctoberNovember
11,088.50%
8,007.00%
AON
MMC

Returns By Period

In the year-to-date period, AON achieves a 31.43% return, which is significantly higher than MMC's 18.96% return. Both investments have delivered pretty close results over the past 10 years, with AON having a 16.60% annualized return and MMC not far ahead at 16.85%.


AON

YTD

31.43%

1M

6.16%

6M

30.20%

1Y

15.99%

5Y (annualized)

14.67%

10Y (annualized)

16.60%

MMC

YTD

18.96%

1M

-2.53%

6M

6.59%

1Y

13.65%

5Y (annualized)

17.85%

10Y (annualized)

16.85%

Fundamentals


AONMMC
Market Cap$82.97B$110.59B
EPS$11.69$8.11
PE Ratio32.8227.76
PEG Ratio1.812.39
Total Revenue (TTM)$15.00B$23.95B
Gross Profit (TTM)$11.94B$10.31B
EBITDA (TTM)$4.54B$6.95B

Key characteristics


AONMMC
Sharpe Ratio0.751.04
Sortino Ratio1.151.39
Omega Ratio1.171.20
Calmar Ratio0.821.88
Martin Ratio1.935.39
Ulcer Index8.28%2.84%
Daily Std Dev21.29%14.64%
Max Drawdown-67.38%-67.46%
Current Drawdown-1.97%-3.83%

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Correlation

-0.50.00.51.00.5

The correlation between AON and MMC is 0.52, 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.

Risk-Adjusted Performance

AON vs. MMC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aon plc (AON) and Marsh & McLennan Companies, Inc. (MMC). 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 0.75, compared to the broader market-4.00-2.000.002.000.751.04
The chart of Sortino ratio for AON, currently valued at 1.15, compared to the broader market-4.00-2.000.002.004.001.151.39
The chart of Omega ratio for AON, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.20
The chart of Calmar ratio for AON, currently valued at 0.82, compared to the broader market0.002.004.006.000.821.88
The chart of Martin ratio for AON, currently valued at 1.93, compared to the broader market0.0010.0020.0030.001.935.39
AON
MMC

The current AON Sharpe Ratio is 0.75, which is comparable to the MMC Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of AON and MMC, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.75
1.04
AON
MMC

Dividends

AON vs. MMC - Dividend Comparison

AON's dividend yield for the trailing twelve months is around 0.70%, less than MMC's 1.37% yield.


TTM20232022202120202019201820172016201520142013
AON
Aon plc
0.70%0.83%0.73%0.66%0.84%0.83%1.07%1.05%1.16%1.25%0.98%0.81%
MMC
Marsh & McLennan Companies, Inc.
1.37%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%1.99%

Drawdowns

AON vs. MMC - Drawdown Comparison

The maximum AON drawdown since its inception was -67.38%, roughly equal to the maximum MMC drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for AON and MMC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.97%
-3.83%
AON
MMC

Volatility

AON vs. MMC - Volatility Comparison

Aon plc (AON) has a higher volatility of 7.19% compared to Marsh & McLennan Companies, Inc. (MMC) at 3.57%. This indicates that AON's price experiences larger fluctuations and is considered to be riskier than MMC 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%JuneJulyAugustSeptemberOctoberNovember
7.19%
3.57%
AON
MMC

Financials

AON vs. MMC - Financials Comparison

This section allows you to compare key financial metrics between Aon plc and Marsh & McLennan Companies, 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


Values in USD except per share items