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

Performance

NTES vs. AON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NetEase, Inc. (NTES) 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, NTES achieves a -1.62% return, which is significantly lower than AON's 2.66% return. Over the past 10 years, NTES has outperformed AON with an annualized return of 14.83%, while AON has yielded a comparatively lower 13.80% annualized return.


NTES

1D
1.04%
1M
4.74%
6M
5.09%
YTD
-1.62%
1Y
7.24%
3Y*
9.48%
5Y*
7.75%
10Y*
14.83%
ALL TIME*
23.08%

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
$107.85M$123.08M$125.51M

NTES vs. AON - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NTES
NetEase, Inc.
-1.62%58.28%-1.73%30.59%-27.35%7.11%57.88%34.66%-31.31%62.21%
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 NTES and AON is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

0.01

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

0.06

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

0.10

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2000

0.19

The correlation between NTES and AON shifts across timeframes, from 0.01 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NTES:

$85.08B

AON:

$76.48B

EPS

NTES:

CN¥52.90

AON:

$18.14

PE Ratio

NTES:

17.01

AON:

19.88

PEG Ratio

NTES:

0.80

AON:

0.50

PS Ratio

NTES:

5.07

AON:

4.43

PB Ratio

NTES:

3.53

AON:

8.01

Total Revenue (TTM)

NTES:

CN¥114.39B

AON:

$17.58B

Gross Profit (TTM)

NTES:

CN¥75.14B

AON:

$14.61B

EBITDA (TTM)

NTES:

CN¥40.24B

AON:

$6.31B

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Return for Risk

NTES vs. AON — Risk / Return Rank

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

NTES
NTES Risk / Return Rank: 4747
Overall Rank
NTES Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
NTES Sortino Ratio Rank: 4545
Sortino Ratio Rank
NTES Omega Ratio Rank: 4444
Omega Ratio Rank
NTES Calmar Ratio Rank: 4949
Calmar Ratio Rank
NTES Martin Ratio Rank: 4848
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.

NTES vs. AON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NetEase, Inc. (NTES) 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.


NTESAONDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.05

1.04

+0.02

Calmar ratioReturn relative to maximum drawdown

0.16

0.13

+0.02

Martin ratioReturn relative to average drawdown

0.26

0.24

+0.02

NTES vs. AON - Sharpe Ratio Comparison

The current NTES Sharpe Ratio is 0.15, which is higher than the AON Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of NTES 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

NTES vs. AON - Drawdown Comparison

The maximum NTES drawdown since its inception was -96.54%, which is greater than AON's maximum drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for NTES and AON.


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Drawdown Indicators


NTESAONDifference

Max Drawdown

Largest peak-to-trough decline

-96.54%

-69.05%

-27.49%

Max Drawdown (1Y)

Largest decline over 1 year

-30.46%

-17.28%

-13.18%

Max Drawdown (3Y)

Largest decline over 3 years

-33.97%

-23.84%

-10.13%

Max Drawdown (5Y)

Largest decline over 5 years

-51.38%

-25.38%

-26.00%

Max Drawdown (10Y)

Largest decline over 10 years

-57.34%

-38.73%

-18.61%

Current Drawdown

Current decline from peak

-14.68%

-10.93%

-3.75%

Average Drawdown

Average peak-to-trough decline

-24.63%

-13.67%

-10.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.41%

9.71%

+8.70%

Volatility

NTES vs. AON - Volatility Comparison

NetEase, Inc. (NTES) has a higher volatility of 12.11% compared to Aon plc (AON) at 9.36%. This indicates that NTES'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


NTESAONDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.11%

9.36%

+2.75%

Volatility (6M)

Calculated over the trailing 6-month period

23.01%

21.84%

+1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

32.13%

25.21%

+6.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.00%

23.14%

+19.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.87%

23.61%

+18.26%

Dividends

NTES vs. AON - Dividend Comparison

NTES's dividend yield for the trailing twelve months is around 2.27%, 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%
NTES
NetEase, Inc.
2.27%2.21%2.74%1.88%2.10%0.80%0.97%3.19%0.71%1.05%1.36%0.98%

Financials

NTES vs. AON - Financials Comparison

This section allows you to compare key financial metrics between NetEase, 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


NTES and AON have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NTES has higher volatility (12.11%) compared to AON (9.36%). In terms of maximum drawdown, NTES dropped -96.54% vs AON's -69.05%.

NTES currently has the higher Sharpe Ratio (0.15 vs 0.09), 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

Find the right allocation for NTES and AON

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