AON vs. XLF
Compare and contrast key facts about Aon plc (AON) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AON or XLF.
Performance
AON vs. XLF - Performance Comparison
Returns By Period
In the year-to-date period, AON achieves a 31.43% return, which is significantly lower than XLF's 34.14% return. Over the past 10 years, AON has outperformed XLF with an annualized return of 16.60%, while XLF has yielded a comparatively lower 11.94% annualized return.
AON
31.43%
6.16%
30.20%
15.99%
14.67%
16.60%
XLF
34.14%
5.03%
18.26%
45.53%
13.12%
11.94%
Key characteristics
| AON | XLF | |
|---|---|---|
| Sharpe Ratio | 0.75 | 3.35 |
| Sortino Ratio | 1.15 | 4.71 |
| Omega Ratio | 1.17 | 1.61 |
| Calmar Ratio | 0.82 | 3.56 |
| Martin Ratio | 1.93 | 23.90 |
| Ulcer Index | 8.28% | 1.93% |
| Daily Std Dev | 21.29% | 13.75% |
| Max Drawdown | -67.38% | -82.69% |
| Current Drawdown | -1.97% | -0.04% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between AON and XLF 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. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aon plc (AON) and Financial Select Sector SPDR Fund (XLF). 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. XLF - Dividend Comparison
AON's dividend yield for the trailing twelve months is around 0.70%, less than XLF's 1.33% 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% |
XLF Financial Select Sector SPDR Fund | 1.33% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
Drawdowns
AON vs. XLF - Drawdown Comparison
The maximum AON drawdown since its inception was -67.38%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for AON and XLF. For additional features, visit the drawdowns tool.
Volatility
AON vs. XLF - Volatility Comparison
Aon plc (AON) and Financial Select Sector SPDR Fund (XLF) have volatilities of 7.19% and 7.04%, 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.