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

Correlation

The correlation between AON and UNH is 0.49, 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.


-0.50.00.51.0
Correlation: 0.5

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%100,000.00%200,000.00%300,000.00%400,000.00%500,000.00%600,000.00%NovemberDecember2025FebruaryMarchApril
12,151.93%
383,973.39%
AON
UNH

Key characteristics

Sharpe Ratio

AON:

0.38

UNH:

-0.34

Sortino Ratio

AON:

0.67

UNH:

-0.19

Omega Ratio

AON:

1.10

UNH:

0.97

Calmar Ratio

AON:

0.44

UNH:

-0.39

Martin Ratio

AON:

1.64

UNH:

-1.06

Ulcer Index

AON:

5.24%

UNH:

11.78%

Daily Std Dev

AON:

22.59%

UNH:

37.28%

Max Drawdown

AON:

-67.38%

UNH:

-82.68%

Current Drawdown

AON:

-17.95%

UNH:

-32.50%

Fundamentals

Market Cap

AON:

$78.85B

UNH:

$386.16B

EPS

AON:

$12.50

UNH:

$23.88

PE Ratio

AON:

29.20

UNH:

17.77

PEG Ratio

AON:

1.80

UNH:

0.92

PS Ratio

AON:

5.02

UNH:

0.94

PB Ratio

AON:

13.02

UNH:

3.86

Total Revenue (TTM)

AON:

$16.36B

UNH:

$297.84B

Gross Profit (TTM)

AON:

$7.71B

UNH:

$63.75B

EBITDA (TTM)

AON:

$4.77B

UNH:

$21.97B

Returns By Period

In the year-to-date period, AON achieves a -6.32% return, which is significantly higher than UNH's -16.89% return. Over the past 10 years, AON has underperformed UNH with an annualized return of 14.22%, while UNH has yielded a comparatively higher 15.33% annualized return.


AON

YTD

-6.32%

1M

-15.35%

6M

-10.22%

1Y

10.65%

5Y*

14.81%

10Y*

14.22%

UNH

YTD

-16.89%

1M

-19.21%

6M

-25.24%

1Y

-13.88%

5Y*

9.14%

10Y*

15.33%

*Annualized

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Risk-Adjusted Performance

AON vs. UNH — 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 6565
Overall Rank
The Sharpe Ratio Rank of AON is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of AON is 5757
Sortino Ratio Rank
The Omega Ratio Rank of AON is 5858
Omega Ratio Rank
The Calmar Ratio Rank of AON is 7171
Calmar Ratio Rank
The Martin Ratio Rank of AON is 7070
Martin Ratio Rank

UNH
The Risk-Adjusted Performance Rank of UNH is 3030
Overall Rank
The Sharpe Ratio Rank of UNH is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of UNH is 3131
Sortino Ratio Rank
The Omega Ratio Rank of UNH is 3030
Omega Ratio Rank
The Calmar Ratio Rank of UNH is 2727
Calmar Ratio Rank
The Martin Ratio Rank of UNH is 2626
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. 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.


The chart of Sharpe ratio for AON, currently valued at 0.38, compared to the broader market-2.00-1.000.001.002.003.00
AON: 0.38
UNH: -0.34
The chart of Sortino ratio for AON, currently valued at 0.67, compared to the broader market-6.00-4.00-2.000.002.004.00
AON: 0.67
UNH: -0.19
The chart of Omega ratio for AON, currently valued at 1.10, compared to the broader market0.501.001.502.00
AON: 1.10
UNH: 0.97
The chart of Calmar ratio for AON, currently valued at 0.44, compared to the broader market0.001.002.003.004.005.00
AON: 0.44
UNH: -0.39
The chart of Martin ratio for AON, currently valued at 1.64, compared to the broader market-5.000.005.0010.0015.0020.00
AON: 1.64
UNH: -1.06

The current AON Sharpe Ratio is 0.38, which is higher than the UNH Sharpe Ratio of -0.34. 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.38
-0.34
AON
UNH

Dividends

AON vs. UNH - Dividend Comparison

AON's dividend yield for the trailing twelve months is around 0.80%, less than UNH's 2.01% yield.


TTM20242023202220212020201920182017201620152014
AON
Aon plc
0.80%0.74%0.83%0.73%0.66%0.84%0.83%1.07%1.05%1.16%1.25%0.98%
UNH
UnitedHealth Group Incorporated
2.01%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.95%
-32.50%
AON
UNH

Volatility

AON vs. UNH - Volatility Comparison

The current volatility for Aon plc (AON) is 12.42%, while UnitedHealth Group Incorporated (UNH) has a volatility of 28.02%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
12.42%
28.02%
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