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BRO vs. AON
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BRO vs. AON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown & Brown, Inc. (BRO) and Aon plc (AON). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BRO achieves a -11.21% return, which is significantly lower than AON's 2.66% return. Over the past 10 years, BRO has outperformed AON with an annualized return of 15.46%, while AON has yielded a comparatively lower 13.80% annualized return.


BRO

1D
-0.66%
1M
0.57%
6M
-1.85%
YTD
-11.21%
1Y
-23.00%
3Y*
0.90%
5Y*
6.03%
10Y*
15.46%
ALL TIME*
14.99%

AON

1D
-1.64%
1M
0.86%
6M
3.61%
YTD
2.66%
1Y
2.72%
3Y*
4.93%
5Y*
7.57%
10Y*
13.80%
ALL TIME*
11.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$616.55M$496.49M$533.99M
$233.14M$199.03M$196.80M

BRO vs. AON - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRO
Brown & Brown, Inc.
-11.21%-21.37%44.32%25.73%-18.39%49.31%21.06%44.67%8.30%16.15%
AON
Aon plc
2.66%-0.94%24.45%-2.31%0.61%43.39%2.37%44.68%9.94%21.49%

Correlation

The correlation between BRO and AON is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.72

Correlation (3Y)
Balances recent behavior with more history.

0.68

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.72

Correlation (10Y)
Provides a long-term view across more market conditions.

0.68

Correlation (All Time)
Calculated using the full available price history since Mar 3, 1992

0.43

Over the past year, BRO and AON have become more correlated (0.72) than their long-term average of 0.43, meaning their price movements have been converging.

Fundamentals

Market Cap

BRO:

$23.56B

AON:

$76.48B

EPS

BRO:

$4.77

AON:

$18.14

PE Ratio

BRO:

14.75

AON:

19.88

PEG Ratio

BRO:

1.08

AON:

0.50

PS Ratio

BRO:

2.59

AON:

4.43

Total Revenue (TTM)

BRO:

$6.85B

AON:

$17.58B

Gross Profit (TTM)

BRO:

$4.04B

AON:

$14.61B

EBITDA (TTM)

BRO:

$1.73B

AON:

$6.31B

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Return for Risk

BRO vs. AON — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BRO
BRO Risk / Return Rank: 1818
Overall Rank
BRO Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BRO Sortino Ratio Rank: 1414
Sortino Ratio Rank
BRO Omega Ratio Rank: 1414
Omega Ratio Rank
BRO Calmar Ratio Rank: 2626
Calmar Ratio Rank
BRO Martin Ratio Rank: 2626
Martin Ratio Rank

AON
AON Risk / Return Rank: 4545
Overall Rank
AON Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
AON Sortino Ratio Rank: 4141
Sortino Ratio Rank
AON Omega Ratio Rank: 4040
Omega Ratio Rank
AON Calmar Ratio Rank: 4848
Calmar Ratio Rank
AON Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BRO vs. AON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown & Brown, Inc. (BRO) and Aon plc (AON). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BROAONDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

0.89

1.04

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.51

0.13

-0.65

Martin ratioReturn relative to average drawdown

-0.89

0.24

-1.12

BRO vs. AON - Sharpe Ratio Comparison

The current BRO Sharpe Ratio is -0.74, which is lower than the AON Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of BRO and AON, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BRO vs. AON - Drawdown Comparison

The maximum BRO drawdown since its inception was -55.85%, smaller than the maximum AON drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for BRO and AON.


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Drawdown Indicators


BROAONDifference

Max Drawdown

Largest peak-to-trough decline

-55.85%

-69.05%

+13.20%

Max Drawdown (1Y)

Largest decline over 1 year

-43.50%

-17.28%

-26.22%

Max Drawdown (3Y)

Largest decline over 3 years

-55.85%

-23.84%

-32.01%

Max Drawdown (5Y)

Largest decline over 5 years

-55.85%

-25.38%

-30.47%

Max Drawdown (10Y)

Largest decline over 10 years

-55.85%

-38.73%

-17.12%

Current Drawdown

Current decline from peak

-42.84%

-10.93%

-31.91%

Average Drawdown

Average peak-to-trough decline

-13.66%

-13.67%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.07%

9.71%

+15.36%

Volatility

BRO vs. AON - Volatility Comparison

Brown & Brown, Inc. (BRO) has a higher volatility of 12.37% compared to Aon plc (AON) at 9.36%. This indicates that BRO's price experiences larger fluctuations and is considered to be riskier than AON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BROAONDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.37%

9.36%

+3.01%

Volatility (6M)

Calculated over the trailing 6-month period

24.60%

21.84%

+2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

30.08%

25.21%

+4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.61%

23.14%

+2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.03%

23.61%

+0.42%

Dividends

BRO vs. AON - Dividend Comparison

BRO's dividend yield for the trailing twelve months is around 0.92%, more than AON's 0.85% yield.


PositionTTM20252024202320222021202020192018201720162015
AON
Aon plc
0.64%0.82%0.74%0.83%0.73%0.66%0.84%0.83%1.35%1.05%1.16%1.25%
BRO
Brown & Brown, Inc.
0.92%0.77%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%

Financials

BRO vs. AON - Financials Comparison

This section allows you to compare key financial metrics between Brown & Brown, Inc. and Aon plc. 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

Frequently Asked Questions


BRO and AON have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRO has higher volatility (12.37%) compared to AON (9.36%). In terms of maximum drawdown, BRO dropped -55.85% vs AON's -69.05%.

AON currently has the higher Sharpe Ratio (0.09 vs -0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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