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

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%JuneJulyAugustSeptemberOctoberNovember
352.26%
181.96%
AON
WTW

Returns By Period

The year-to-date returns for both stocks are quite close, with AON having a 31.43% return and WTW slightly lower at 30.87%.


AON

YTD

31.43%

1M

6.16%

6M

30.20%

1Y

15.99%

5Y (annualized)

14.67%

10Y (annualized)

16.60%

WTW

YTD

30.87%

1M

7.33%

6M

22.24%

1Y

30.56%

5Y (annualized)

12.16%

10Y (annualized)

N/A

Fundamentals


AONWTW
Market Cap$82.97B$31.97B
EPS$11.69-$7.21
PEG Ratio1.811.21
Total Revenue (TTM)$15.00B$9.34B
Gross Profit (TTM)$11.94B$7.29B
EBITDA (TTM)$4.54B-$285.00M

Key characteristics


AONWTW
Sharpe Ratio0.751.81
Sortino Ratio1.152.76
Omega Ratio1.171.35
Calmar Ratio0.823.20
Martin Ratio1.937.79
Ulcer Index8.28%4.00%
Daily Std Dev21.29%17.19%
Max Drawdown-67.38%-32.95%
Current Drawdown-1.97%-1.50%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.7

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.

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.


Sharpe ratio
The chart of Sharpe ratio for AON, currently valued at 0.75, compared to the broader market-4.00-2.000.002.000.751.81
The chart of Sortino ratio for AON, currently valued at 1.15, compared to the broader market-4.00-2.000.002.004.001.152.76
The chart of Omega ratio for AON, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.35
The chart of Calmar ratio for AON, currently valued at 0.82, compared to the broader market0.002.004.006.000.823.20
The chart of Martin ratio for AON, currently valued at 1.93, compared to the broader market0.0010.0020.0030.001.937.79
AON
WTW

The current AON Sharpe Ratio is 0.75, which is lower than the WTW Sharpe Ratio of 1.81. 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-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.75
1.81
AON
WTW

Dividends

AON vs. WTW - Dividend Comparison

AON's dividend yield for the trailing twelve months is around 0.70%, less than WTW's 1.11% yield.


TTM20232022202120202019201820172016201520142013
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%
WTW
Willis Towers Watson Public Limited Company
1.11%1.39%1.34%1.27%1.31%1.29%1.58%1.41%1.57%0.00%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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.97%
-1.50%
AON
WTW

Volatility

AON vs. WTW - Volatility Comparison

Aon plc (AON) has a higher volatility of 7.19% compared to Willis Towers Watson Public Limited Company (WTW) at 4.92%. 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%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
7.19%
4.92%
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