PortfoliosLab logo
AON vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AON and QQQ is 0.56, 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.


Performance

AON vs. QQQ - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

AON:

1.20

QQQ:

0.61

Sortino Ratio

AON:

1.75

QQQ:

1.14

Omega Ratio

AON:

1.25

QQQ:

1.16

Calmar Ratio

AON:

1.30

QQQ:

0.79

Martin Ratio

AON:

4.68

QQQ:

2.57

Ulcer Index

AON:

5.39%

QQQ:

6.98%

Daily Std Dev

AON:

21.44%

QQQ:

25.50%

Max Drawdown

AON:

-67.38%

QQQ:

-82.98%

Current Drawdown

AON:

-12.21%

QQQ:

-3.61%

Returns By Period

In the year-to-date period, AON achieves a 0.23% return, which is significantly lower than QQQ's 1.72% return. Over the past 10 years, AON has underperformed QQQ with an annualized return of 14.62%, while QQQ has yielded a comparatively higher 17.74% annualized return.


AON

YTD

0.23%

1M

-5.21%

6M

-4.34%

1Y

25.58%

5Y*

14.30%

10Y*

14.62%

QQQ

YTD

1.72%

1M

13.38%

6M

2.39%

1Y

15.35%

5Y*

19.20%

10Y*

17.74%

*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. QQQ — 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 8585
Overall Rank
The Sharpe Ratio Rank of AON is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of AON is 8282
Sortino Ratio Rank
The Omega Ratio Rank of AON is 8383
Omega Ratio Rank
The Calmar Ratio Rank of AON is 8787
Calmar Ratio Rank
The Martin Ratio Rank of AON is 8686
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6767
Overall Rank
The Sharpe Ratio Rank of QQQ is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6969
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6969
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 7474
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6767
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. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aon plc (AON) and Invesco QQQ (QQQ). 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.


The current AON Sharpe Ratio is 1.20, which is higher than the QQQ Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of AON and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

AON vs. QQQ - Dividend Comparison

AON's dividend yield for the trailing twelve months is around 0.77%, more than QQQ's 0.58% yield.


TTM20242023202220212020201920182017201620152014
AON
Aon plc
0.77%0.74%0.83%0.73%0.66%0.84%0.83%1.07%1.05%1.16%1.25%0.98%
QQQ
Invesco QQQ
0.58%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

AON vs. QQQ - Drawdown Comparison

The maximum AON drawdown since its inception was -67.38%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for AON and QQQ. For additional features, visit the drawdowns tool.


Loading data...

Volatility

AON vs. QQQ - Volatility Comparison

Aon plc (AON) has a higher volatility of 10.98% compared to Invesco QQQ (QQQ) at 7.54%. This indicates that AON's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...