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

Performance

PGR vs. AON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Progressive Corporation (PGR) 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, PGR achieves a -0.30% return, which is significantly lower than AON's 4.38% return. Over the past 10 years, PGR has outperformed AON with an annualized return of 24.10%, while AON has yielded a comparatively lower 13.99% annualized return.


PGR

1D
-3.05%
1M
-2.32%
6M
2.51%
YTD
-0.30%
1Y
-6.03%
3Y*
22.81%
5Y*
20.16%
10Y*
24.10%
ALL TIME*
16.86%

AON

1D
-2.81%
1M
10.52%
6M
7.40%
YTD
4.38%
1Y
4.10%
3Y*
5.62%
5Y*
7.93%
10Y*
13.99%
ALL TIME*
11.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$622.22M$505.22M$534.97M
$583.71M$677.97M$693.40M

PGR vs. AON - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGR
The Progressive Corporation
-0.30%-3.02%51.39%23.16%26.81%10.84%41.48%25.14%9.39%61.59%
AON
Aon plc
4.38%-0.94%24.45%-2.31%0.61%43.39%2.37%44.68%9.94%21.49%

Correlation

The correlation between PGR and AON is 0.51, 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.

0.51

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

0.47

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

0.47

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

0.46

Correlation (All Time)
Calculated using the full available price history since Jul 9, 1986

0.39

The correlation between PGR and AON shifts across timeframes, from 0.39 (all time) to 0.51 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PGR:

$124.00B

AON:

$78.29B

EPS

PGR:

$19.67

AON:

$18.14

PE Ratio

PGR:

10.85

AON:

20.21

PEG Ratio

PGR:

0.08

AON:

0.51

PS Ratio

PGR:

1.40

AON:

4.50

Total Revenue (TTM)

PGR:

$89.43B

AON:

$17.58B

Gross Profit (TTM)

PGR:

$25.44B

AON:

$14.61B

EBITDA (TTM)

PGR:

$15.15B

AON:

$6.31B

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Return for Risk

PGR vs. AON — Risk / Return Rank

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

PGR
PGR Risk / Return Rank: 3333
Overall Rank
PGR Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PGR Sortino Ratio Rank: 3030
Sortino Ratio Rank
PGR Omega Ratio Rank: 3030
Omega Ratio Rank
PGR Calmar Ratio Rank: 3535
Calmar Ratio Rank
PGR Martin Ratio Rank: 3636
Martin Ratio Rank

AON
AON Risk / Return Rank: 4949
Overall Rank
AON Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
AON Sortino Ratio Rank: 4545
Sortino Ratio Rank
AON Omega Ratio Rank: 4444
Omega Ratio Rank
AON Calmar Ratio Rank: 5252
Calmar Ratio Rank
AON Martin Ratio Rank: 5252
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.

PGR vs. AON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Progressive Corporation (PGR) 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.


PGRAONDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

0.98

1.05

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.31

0.24

-0.54

Martin ratioReturn relative to average drawdown

-0.51

0.42

-0.93

PGR vs. AON - Sharpe Ratio Comparison

The current PGR Sharpe Ratio is -0.24, which is lower than the AON Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of PGR 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

PGR vs. AON - Drawdown Comparison

The maximum PGR drawdown since its inception was -71.06%, roughly equal to the maximum AON drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for PGR and AON.


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Drawdown Indicators


PGRAONDifference

Max Drawdown

Largest peak-to-trough decline

-71.06%

-69.05%

-2.01%

Max Drawdown (1Y)

Largest decline over 1 year

-19.79%

-17.28%

-2.51%

Max Drawdown (3Y)

Largest decline over 3 years

-30.35%

-23.84%

-6.51%

Max Drawdown (5Y)

Largest decline over 5 years

-30.35%

-25.38%

-4.97%

Max Drawdown (10Y)

Largest decline over 10 years

-30.35%

-38.73%

+8.38%

Current Drawdown

Current decline from peak

-21.95%

-9.44%

-12.51%

Average Drawdown

Average peak-to-trough decline

-14.55%

-13.67%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.85%

9.71%

+2.14%

Volatility

PGR vs. AON - Volatility Comparison

The Progressive Corporation (PGR) has a higher volatility of 13.58% compared to Aon plc (AON) at 9.69%. This indicates that PGR'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


PGRAONDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.58%

9.69%

+3.89%

Volatility (6M)

Calculated over the trailing 6-month period

20.78%

21.96%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

25.67%

25.15%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.27%

23.14%

+2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.85%

23.61%

+1.24%

Dividends

PGR vs. AON - Dividend Comparison

PGR's dividend yield for the trailing twelve months is around 6.52%, more than AON's 0.83% yield.


PositionTTM20252024202320222021202020192018201720162015
AON
Aon plc
0.83%0.82%0.74%0.83%0.73%0.66%0.84%0.83%1.35%1.05%1.16%1.25%
PGR
The Progressive Corporation
6.52%2.15%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%

Financials

PGR vs. AON - Financials Comparison

This section allows you to compare key financial metrics between The Progressive Corporation 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


PGR and AON have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PGR has higher volatility (13.58%) compared to AON (9.69%). In terms of maximum drawdown, PGR dropped -71.06% vs AON's -69.05%.

AON currently has the higher Sharpe Ratio (0.16 vs -0.24), 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 PGR and AON

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