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

Correlation

The correlation between AON and UNH is 0.24, 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.


-0.50.00.51.00.2

Performance

AON vs. UNH - Performance Comparison

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

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.74%
3.90%
AON
UNH

Key characteristics

Sharpe Ratio

AON:

0.68

UNH:

-0.13

Sortino Ratio

AON:

1.08

UNH:

0.00

Omega Ratio

AON:

1.15

UNH:

1.00

Calmar Ratio

AON:

0.72

UNH:

-0.16

Martin Ratio

AON:

2.01

UNH:

-0.47

Ulcer Index

AON:

6.95%

UNH:

7.66%

Daily Std Dev

AON:

20.48%

UNH:

27.14%

Max Drawdown

AON:

-67.38%

UNH:

-82.68%

Current Drawdown

AON:

-10.06%

UNH:

-19.77%

Fundamentals

Market Cap

AON:

$77.61B

UNH:

$446.82B

EPS

AON:

$11.68

UNH:

$15.39

PE Ratio

AON:

30.73

UNH:

31.55

PEG Ratio

AON:

1.70

UNH:

1.34

Total Revenue (TTM)

AON:

$15.00B

UNH:

$390.71B

Gross Profit (TTM)

AON:

$11.94B

UNH:

$86.91B

EBITDA (TTM)

AON:

$4.65B

UNH:

$26.73B

Returns By Period

In the year-to-date period, AON achieves a 22.58% return, which is significantly higher than UNH's -3.59% return. Over the past 10 years, AON has underperformed UNH with an annualized return of 14.94%, while UNH has yielded a comparatively higher 19.00% annualized return.


AON

YTD

22.58%

1M

-6.70%

6M

19.74%

1Y

21.28%

5Y*

11.93%

10Y*

14.94%

UNH

YTD

-3.59%

1M

-14.93%

6M

4.65%

1Y

-3.15%

5Y*

12.99%

10Y*

19.00%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AON vs. UNH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aon plc (AON) and UnitedHealth Group Incorporated (UNH). 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 0.68, compared to the broader market-4.00-2.000.002.000.68-0.12
The chart of Sortino ratio for AON, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.080.02
The chart of Omega ratio for AON, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.00
The chart of Calmar ratio for AON, currently valued at 0.72, compared to the broader market0.002.004.006.000.72-0.14
The chart of Martin ratio for AON, currently valued at 2.01, compared to the broader market0.0010.0020.002.01-0.41
AON
UNH

The current AON Sharpe Ratio is 0.68, which is higher than the UNH Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of AON and UNH, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.68
-0.12
AON
UNH

Dividends

AON vs. UNH - Dividend Comparison

AON's dividend yield for the trailing twelve months is around 0.75%, less than UNH's 1.64% yield.


TTM20232022202120202019201820172016201520142013
AON
Aon plc
0.75%0.83%0.73%0.66%0.84%0.83%1.07%1.05%1.16%1.25%0.98%0.81%
UNH
UnitedHealth Group Incorporated
1.64%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%

Drawdowns

AON vs. UNH - Drawdown Comparison

The maximum AON drawdown since its inception was -67.38%, smaller than the maximum UNH drawdown of -82.68%. Use the drawdown chart below to compare losses from any high point for AON and UNH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.06%
-19.77%
AON
UNH

Volatility

AON vs. UNH - Volatility Comparison

The current volatility for Aon plc (AON) is 4.38%, while UnitedHealth Group Incorporated (UNH) has a volatility of 12.84%. This indicates that AON experiences smaller price fluctuations and is considered to be less risky than UNH 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%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.38%
12.84%
AON
UNH

Financials

AON vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between Aon plc and UnitedHealth Group Incorporated. 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
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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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