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

Key characteristics


AONWTW
YTD Return-2.04%5.94%
1Y Return-10.82%13.58%
3Y Return (Ann)4.93%0.88%
5Y Return (Ann)10.62%8.75%
10Y Return (Ann)13.95%10.71%
Sharpe Ratio-0.570.49
Daily Std Dev20.20%21.91%
Max Drawdown-67.38%-57.14%
Current Drawdown-17.09%-7.94%

Fundamentals


AONWTW
Market Cap$56.57B$25.66B
EPS$12.51$9.91
PE Ratio22.7825.32
PEG Ratio1.521.12
Revenue (TTM)$13.58B$9.58B
Gross Profit (TTM)$5.82B$4.07B
EBITDA (TTM)$4.28B$2.48B

Correlation

-0.50.00.51.00.5

The correlation between AON and WTW is 0.55, 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. WTW - Performance Comparison

In the year-to-date period, AON achieves a -2.04% return, which is significantly lower than WTW's 5.94% return. Over the past 10 years, AON has outperformed WTW with an annualized return of 13.95%, while WTW has yielded a comparatively lower 10.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


800.00%900.00%1,000.00%1,100.00%1,200.00%December2024FebruaryMarchAprilMay
1,021.35%
838.46%
AON
WTW

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Aon plc

Willis Towers Watson Public Limited Company

Risk-Adjusted Performance

AON vs. WTW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aon plc (AON) and Willis Towers Watson Public Limited Company (WTW). 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.


AON
Sharpe ratio
The chart of Sharpe ratio for AON, currently valued at -0.57, compared to the broader market-2.00-1.000.001.002.003.004.00-0.57
Sortino ratio
The chart of Sortino ratio for AON, currently valued at -0.61, compared to the broader market-4.00-2.000.002.004.006.00-0.61
Omega ratio
The chart of Omega ratio for AON, currently valued at 0.91, compared to the broader market0.501.001.500.91
Calmar ratio
The chart of Calmar ratio for AON, currently valued at -0.64, compared to the broader market0.002.004.006.00-0.64
Martin ratio
The chart of Martin ratio for AON, currently valued at -1.48, compared to the broader market-10.000.0010.0020.0030.00-1.48
WTW
Sharpe ratio
The chart of Sharpe ratio for WTW, currently valued at 0.49, compared to the broader market-2.00-1.000.001.002.003.004.000.49
Sortino ratio
The chart of Sortino ratio for WTW, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.006.000.87
Omega ratio
The chart of Omega ratio for WTW, currently valued at 1.13, compared to the broader market0.501.001.501.13
Calmar ratio
The chart of Calmar ratio for WTW, currently valued at 0.43, compared to the broader market0.002.004.006.000.43
Martin ratio
The chart of Martin ratio for WTW, currently valued at 1.67, compared to the broader market-10.000.0010.0020.0030.001.67

AON vs. WTW - Sharpe Ratio Comparison

The current AON Sharpe Ratio is -0.57, which is lower than the WTW Sharpe Ratio of 0.49. The chart below compares the 12-month rolling Sharpe Ratio of AON and WTW.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
-0.57
0.49
AON
WTW

Dividends

AON vs. WTW - Dividend Comparison

AON's dividend yield for the trailing twelve months is around 0.89%, less than WTW's 1.33% yield.


TTM20232022202120202019201820172016201520142013
AON
Aon plc
0.89%0.83%0.73%0.66%0.84%0.83%1.07%1.05%1.16%1.25%0.98%0.81%
WTW
Willis Towers Watson Public Limited Company
1.33%1.39%1.34%1.27%1.31%1.29%1.58%1.41%1.57%2.55%2.68%2.50%

Drawdowns

AON vs. WTW - Drawdown Comparison

The maximum AON drawdown since its inception was -67.38%, which is greater than WTW's maximum drawdown of -57.14%. Use the drawdown chart below to compare losses from any high point for AON and WTW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-17.09%
-7.94%
AON
WTW

Volatility

AON vs. WTW - Volatility Comparison

Aon plc (AON) has a higher volatility of 8.32% compared to Willis Towers Watson Public Limited Company (WTW) at 5.48%. This indicates that AON's price experiences larger fluctuations and is considered to be riskier than WTW 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%December2024FebruaryMarchAprilMay
8.32%
5.48%
AON
WTW

Financials

AON vs. WTW - Financials Comparison

This section allows you to compare key financial metrics between Aon plc and Willis Towers Watson Public Limited Company. 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