AON vs. VTI
Compare and contrast key facts about Aon plc (AON) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AON or VTI.
Performance
AON vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, AON achieves a 31.43% return, which is significantly higher than VTI's 23.63% return. Over the past 10 years, AON has outperformed VTI with an annualized return of 16.60%, while VTI has yielded a comparatively lower 12.59% annualized return.
AON
31.43%
6.16%
30.20%
15.99%
14.67%
16.60%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| AON | VTI | |
|---|---|---|
| Sharpe Ratio | 0.75 | 2.58 |
| Sortino Ratio | 1.15 | 3.45 |
| Omega Ratio | 1.17 | 1.48 |
| Calmar Ratio | 0.82 | 3.76 |
| Martin Ratio | 1.93 | 16.56 |
| Ulcer Index | 8.28% | 1.95% |
| Daily Std Dev | 21.29% | 12.51% |
| Max Drawdown | -67.38% | -55.45% |
| Current Drawdown | -1.97% | -2.43% |
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Correlation
The correlation between AON and VTI is 0.57, 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.
Risk-Adjusted Performance
AON vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aon plc (AON) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
AON vs. VTI - Dividend Comparison
AON's dividend yield for the trailing twelve months is around 0.70%, less than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
AON vs. VTI - Drawdown Comparison
The maximum AON drawdown since its inception was -67.38%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for AON and VTI. For additional features, visit the drawdowns tool.
Volatility
AON vs. VTI - Volatility Comparison
Aon plc (AON) has a higher volatility of 7.19% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that AON's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.