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

Performance

AON vs. PGR - Performance Comparison

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

10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%JuneJulyAugustSeptemberOctoberNovember
8,651.10%
59,108.33%
AON
PGR

Returns By Period

In the year-to-date period, AON achieves a 31.43% return, which is significantly lower than PGR's 61.61% return. Over the past 10 years, AON has underperformed PGR with an annualized return of 16.60%, while PGR has yielded a comparatively higher 28.36% annualized return.


AON

YTD

31.43%

1M

6.16%

6M

30.20%

1Y

15.99%

5Y (annualized)

14.67%

10Y (annualized)

16.60%

PGR

YTD

61.61%

1M

0.16%

6M

22.36%

1Y

60.94%

5Y (annualized)

31.54%

10Y (annualized)

28.36%

Fundamentals


AONPGR
Market Cap$82.97B$153.68B
EPS$11.69$13.75
PE Ratio32.8219.08
PEG Ratio1.811.05
Total Revenue (TTM)$15.00B$71.59B
Gross Profit (TTM)$11.94B$71.59B
EBITDA (TTM)$4.54B$10.17B

Key characteristics


AONPGR
Sharpe Ratio0.753.09
Sortino Ratio1.154.10
Omega Ratio1.171.54
Calmar Ratio0.828.91
Martin Ratio1.9323.66
Ulcer Index8.28%2.67%
Daily Std Dev21.29%20.45%
Max Drawdown-67.38%-71.06%
Current Drawdown-1.97%-2.50%

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Correlation

-0.50.00.51.00.4

The correlation between AON and PGR is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

AON vs. PGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aon plc (AON) and The Progressive Corporation (PGR). 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-4.00-2.000.002.000.753.09
The chart of Sortino ratio for AON, currently valued at 1.15, compared to the broader market-4.00-2.000.002.004.001.154.10
The chart of Omega ratio for AON, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.54
The chart of Calmar ratio for AON, currently valued at 0.82, compared to the broader market0.002.004.006.000.828.91
The chart of Martin ratio for AON, currently valued at 1.93, compared to the broader market0.0010.0020.0030.001.9323.66
AON
PGR

The current AON Sharpe Ratio is 0.75, which is lower than the PGR Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of AON and PGR, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.75
3.09
AON
PGR

Dividends

AON vs. PGR - Dividend Comparison

AON's dividend yield for the trailing twelve months is around 0.70%, more than PGR's 0.45% 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%
PGR
The Progressive Corporation
0.45%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%1.05%

Drawdowns

AON vs. PGR - Drawdown Comparison

The maximum AON drawdown since its inception was -67.38%, smaller than the maximum PGR drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for AON and PGR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.97%
-2.50%
AON
PGR

Volatility

AON vs. PGR - Volatility Comparison

Aon plc (AON) has a higher volatility of 7.19% compared to The Progressive Corporation (PGR) at 6.58%. This indicates that AON's price experiences larger fluctuations and is considered to be riskier than PGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.19%
6.58%
AON
PGR

Financials

AON vs. PGR - Financials Comparison

This section allows you to compare key financial metrics between Aon plc and The Progressive Corporation. 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