PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AON vs. WTW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AON and WTW is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

AON vs. WTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aon plc (AON) and Willis Towers Watson Public Limited Company (WTW). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%AugustSeptemberOctoberNovemberDecember2025
336.61%
189.99%
AON
WTW

Key characteristics

Sharpe Ratio

AON:

1.11

WTW:

1.77

Sortino Ratio

AON:

1.70

WTW:

2.72

Omega Ratio

AON:

1.23

WTW:

1.33

Calmar Ratio

AON:

1.12

WTW:

3.22

Martin Ratio

AON:

2.96

WTW:

7.17

Ulcer Index

AON:

7.36%

WTW:

4.38%

Daily Std Dev

AON:

19.62%

WTW:

17.74%

Max Drawdown

AON:

-67.38%

WTW:

-32.95%

Current Drawdown

AON:

-6.90%

WTW:

-3.30%

Fundamentals

Market Cap

AON:

$79.61B

WTW:

$31.56B

EPS

AON:

$11.61

WTW:

-$7.21

PEG Ratio

AON:

1.73

WTW:

1.08

Total Revenue (TTM)

AON:

$11.62B

WTW:

$6.90B

Gross Profit (TTM)

AON:

$8.83B

WTW:

$4.37B

EBITDA (TTM)

AON:

$3.67B

WTW:

$1.48B

Returns By Period

In the year-to-date period, AON achieves a 1.95% return, which is significantly lower than WTW's 2.37% return.


AON

YTD

1.95%

1M

3.51%

6M

24.12%

1Y

18.51%

5Y*

12.50%

10Y*

15.65%

WTW

YTD

2.37%

1M

4.55%

6M

22.57%

1Y

31.03%

5Y*

10.91%

10Y*

N/A

*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. WTW — 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 7777
Overall Rank
The Sharpe Ratio Rank of AON is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of AON is 7575
Sortino Ratio Rank
The Omega Ratio Rank of AON is 7676
Omega Ratio Rank
The Calmar Ratio Rank of AON is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AON is 7272
Martin Ratio Rank

WTW
The Risk-Adjusted Performance Rank of WTW is 9090
Overall Rank
The Sharpe Ratio Rank of WTW is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of WTW is 8989
Sortino Ratio Rank
The Omega Ratio Rank of WTW is 8686
Omega Ratio Rank
The Calmar Ratio Rank of WTW is 9595
Calmar Ratio Rank
The Martin Ratio Rank of WTW is 8787
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. 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.


Sharpe ratio
The chart of Sharpe ratio for AON, currently valued at 1.11, compared to the broader market-2.000.002.004.001.111.77
The chart of Sortino ratio for AON, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.001.702.72
The chart of Omega ratio for AON, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.33
The chart of Calmar ratio for AON, currently valued at 1.12, compared to the broader market0.002.004.006.001.123.22
The chart of Martin ratio for AON, currently valued at 2.96, compared to the broader market-10.000.0010.0020.0030.002.967.17
AON
WTW

The current AON Sharpe Ratio is 1.11, which is lower than the WTW Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of AON and WTW, 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-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.11
1.77
AON
WTW

Dividends

AON vs. WTW - Dividend Comparison

AON's dividend yield for the trailing twelve months is around 0.72%, less than WTW's 1.10% 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%
WTW
Willis Towers Watson Public Limited Company
1.10%1.12%1.39%1.34%1.27%1.31%1.29%1.58%1.41%1.57%0.00%0.00%

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 -32.95%. Use the drawdown chart below to compare losses from any high point for AON and WTW. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.90%
-3.30%
AON
WTW

Volatility

AON vs. WTW - Volatility Comparison

Aon plc (AON) and Willis Towers Watson Public Limited Company (WTW) have volatilities of 5.04% and 5.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
5.04%
5.03%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab