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

Correlation

The correlation between AON and QQQ is 0.43, 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.


-0.50.00.51.00.4

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.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
24.78%
8.29%
AON
QQQ

Key characteristics

Sharpe Ratio

AON:

1.20

QQQ:

1.43

Sortino Ratio

AON:

1.82

QQQ:

1.95

Omega Ratio

AON:

1.25

QQQ:

1.26

Calmar Ratio

AON:

1.22

QQQ:

1.92

Martin Ratio

AON:

3.21

QQQ:

6.71

Ulcer Index

AON:

7.35%

QQQ:

3.88%

Daily Std Dev

AON:

19.63%

QQQ:

18.19%

Max Drawdown

AON:

-67.38%

QQQ:

-82.98%

Current Drawdown

AON:

-6.41%

QQQ:

-4.51%

Returns By Period

In the year-to-date period, AON achieves a 2.49% return, which is significantly higher than QQQ's 0.36% return. Over the past 10 years, AON has underperformed QQQ with an annualized return of 15.58%, while QQQ has yielded a comparatively higher 18.64% annualized return.


AON

YTD

2.49%

1M

2.57%

6M

23.31%

1Y

22.40%

5Y*

12.63%

10Y*

15.58%

QQQ

YTD

0.36%

1M

-4.09%

6M

7.33%

1Y

26.75%

5Y*

18.92%

10Y*

18.64%

*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 8080
Overall Rank
The Sharpe Ratio Rank of AON is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of AON is 7878
Sortino Ratio Rank
The Omega Ratio Rank of AON is 7979
Omega Ratio Rank
The Calmar Ratio Rank of AON is 8383
Calmar Ratio Rank
The Martin Ratio Rank of AON is 7575
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5959
Overall Rank
The Sharpe Ratio Rank of QQQ is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
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.


Sharpe ratio
The chart of Sharpe ratio for AON, currently valued at 1.20, compared to the broader market-2.000.002.004.001.201.43
The chart of Sortino ratio for AON, currently valued at 1.82, compared to the broader market-4.00-2.000.002.004.001.821.95
The chart of Omega ratio for AON, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.26
The chart of Calmar ratio for AON, currently valued at 1.22, compared to the broader market0.002.004.006.001.221.92
The chart of Martin ratio for AON, currently valued at 3.21, compared to the broader market-10.000.0010.0020.0030.003.216.71
AON
QQQ

The current AON Sharpe Ratio is 1.20, which is comparable to the QQQ Sharpe Ratio of 1.43. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.20
1.43
AON
QQQ

Dividends

AON vs. QQQ - Dividend Comparison

AON's dividend yield for the trailing twelve months is around 0.72%, more than QQQ's 0.55% 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%
QQQ
Invesco QQQ
0.55%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.41%
-4.51%
AON
QQQ

Volatility

AON vs. QQQ - Volatility Comparison

The current volatility for Aon plc (AON) is 5.00%, while Invesco QQQ (QQQ) has a volatility of 6.38%. This indicates that AON experiences smaller price fluctuations and is considered to be less risky than QQQ 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
5.00%
6.38%
AON
QQQ
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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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