PortfoliosLab logo
DRIPX vs. AON
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DRIPX and AON is 0.56, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

DRIPX vs. AON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The MP 63 Fund (DRIPX) and Aon plc (AON). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
294.21%
1,057.50%
DRIPX
AON

Key characteristics

Sharpe Ratio

DRIPX:

-0.09

AON:

0.38

Sortino Ratio

DRIPX:

-0.01

AON:

0.67

Omega Ratio

DRIPX:

1.00

AON:

1.10

Calmar Ratio

DRIPX:

-0.07

AON:

0.44

Martin Ratio

DRIPX:

-0.24

AON:

1.64

Ulcer Index

DRIPX:

5.43%

AON:

5.24%

Daily Std Dev

DRIPX:

15.38%

AON:

22.59%

Max Drawdown

DRIPX:

-55.99%

AON:

-67.38%

Current Drawdown

DRIPX:

-11.96%

AON:

-17.95%

Returns By Period

In the year-to-date period, DRIPX achieves a -2.56% return, which is significantly higher than AON's -6.32% return. Over the past 10 years, DRIPX has underperformed AON with an annualized return of 5.50%, while AON has yielded a comparatively higher 14.22% annualized return.


DRIPX

YTD

-2.56%

1M

-4.59%

6M

-8.55%

1Y

-1.07%

5Y*

7.45%

10Y*

5.50%

AON

YTD

-6.32%

1M

-15.35%

6M

-10.22%

1Y

10.65%

5Y*

14.81%

10Y*

14.22%

*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

DRIPX vs. AON — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRIPX
The Risk-Adjusted Performance Rank of DRIPX is 1717
Overall Rank
The Sharpe Ratio Rank of DRIPX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of DRIPX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of DRIPX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of DRIPX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of DRIPX is 1717
Martin Ratio Rank

AON
The Risk-Adjusted Performance Rank of AON is 6565
Overall Rank
The Sharpe Ratio Rank of AON is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of AON is 5757
Sortino Ratio Rank
The Omega Ratio Rank of AON is 5858
Omega Ratio Rank
The Calmar Ratio Rank of AON is 7171
Calmar Ratio Rank
The Martin Ratio Rank of AON is 7070
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.

DRIPX vs. AON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The MP 63 Fund (DRIPX) 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.


The chart of Sharpe ratio for DRIPX, currently valued at -0.09, compared to the broader market-1.000.001.002.003.00
DRIPX: -0.09
AON: 0.38
The chart of Sortino ratio for DRIPX, currently valued at -0.01, compared to the broader market-2.000.002.004.006.008.00
DRIPX: -0.01
AON: 0.67
The chart of Omega ratio for DRIPX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.00
DRIPX: 1.00
AON: 1.10
The chart of Calmar ratio for DRIPX, currently valued at -0.07, compared to the broader market0.002.004.006.008.0010.00
DRIPX: -0.07
AON: 0.44
The chart of Martin ratio for DRIPX, currently valued at -0.24, compared to the broader market0.0010.0020.0030.0040.0050.00
DRIPX: -0.24
AON: 1.64

The current DRIPX Sharpe Ratio is -0.09, which is lower than the AON Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of DRIPX and AON, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.09
0.38
DRIPX
AON

Dividends

DRIPX vs. AON - Dividend Comparison

DRIPX's dividend yield for the trailing twelve months is around 6.11%, more than AON's 0.80% yield.


TTM20242023202220212020201920182017201620152014
DRIPX
The MP 63 Fund
6.11%5.96%3.13%4.27%3.55%3.48%3.46%6.25%1.95%4.27%6.80%3.85%
AON
Aon plc
0.80%0.74%0.83%0.73%0.66%0.84%0.83%1.07%1.05%1.16%1.25%0.98%

Drawdowns

DRIPX vs. AON - Drawdown Comparison

The maximum DRIPX drawdown since its inception was -55.99%, smaller than the maximum AON drawdown of -67.38%. Use the drawdown chart below to compare losses from any high point for DRIPX and AON. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.96%
-17.95%
DRIPX
AON

Volatility

DRIPX vs. AON - Volatility Comparison

The current volatility for The MP 63 Fund (DRIPX) is 10.66%, while Aon plc (AON) has a volatility of 12.42%. This indicates that DRIPX experiences smaller price fluctuations and is considered to be less risky than AON 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%12.00%NovemberDecember2025FebruaryMarchApril
10.66%
12.42%
DRIPX
AON