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RYAN vs. AON
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

RYAN vs. AON - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
28.12%
34.04%
RYAN
AON

Returns By Period

In the year-to-date period, RYAN achieves a 66.34% return, which is significantly higher than AON's 31.70% return.


RYAN

YTD

66.34%

1M

1.70%

6M

28.12%

1Y

57.59%

5Y (annualized)

N/A

10Y (annualized)

N/A

AON

YTD

31.70%

1M

6.53%

6M

34.05%

1Y

17.59%

5Y (annualized)

14.72%

10Y (annualized)

16.47%

Fundamentals


RYANAON
Market Cap$18.56B$82.20B
EPS$0.77$11.68
PE Ratio92.0532.54
Total Revenue (TTM)$2.42B$15.00B
Gross Profit (TTM)$1.23B$11.94B
EBITDA (TTM)$571.76M$4.65B

Key characteristics


RYANAON
Sharpe Ratio2.210.74
Sortino Ratio3.211.13
Omega Ratio1.411.17
Calmar Ratio3.920.81
Martin Ratio11.321.90
Ulcer Index5.28%8.27%
Daily Std Dev27.08%21.23%
Max Drawdown-30.16%-67.38%
Current Drawdown-2.06%-1.77%

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Correlation

-0.50.00.51.00.4

The correlation between RYAN and AON is 0.45, 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

RYAN vs. AON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ryan Specialty Group Holdings, Inc. (RYAN) 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.


Sharpe ratio
The chart of Sharpe ratio for RYAN, currently valued at 2.21, compared to the broader market-4.00-2.000.002.004.002.210.74
The chart of Sortino ratio for RYAN, currently valued at 3.21, compared to the broader market-4.00-2.000.002.004.003.211.13
The chart of Omega ratio for RYAN, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.17
The chart of Calmar ratio for RYAN, currently valued at 3.92, compared to the broader market0.002.004.006.003.920.81
The chart of Martin ratio for RYAN, currently valued at 11.32, compared to the broader market-10.000.0010.0020.0030.0011.321.90
RYAN
AON

The current RYAN Sharpe Ratio is 2.21, which is higher than the AON Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of RYAN 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-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.21
0.74
RYAN
AON

Dividends

RYAN vs. AON - Dividend Comparison

RYAN's dividend yield for the trailing twelve months is around 0.79%, more than AON's 0.69% yield.


TTM20232022202120202019201820172016201520142013
RYAN
Ryan Specialty Group Holdings, Inc.
0.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AON
Aon plc
0.69%0.83%0.73%0.66%0.84%0.83%1.07%1.05%1.16%1.25%0.98%0.81%

Drawdowns

RYAN vs. AON - Drawdown Comparison

The maximum RYAN drawdown since its inception was -30.16%, smaller than the maximum AON drawdown of -67.38%. Use the drawdown chart below to compare losses from any high point for RYAN and AON. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.06%
-1.77%
RYAN
AON

Volatility

RYAN vs. AON - Volatility Comparison

Ryan Specialty Group Holdings, Inc. (RYAN) and Aon plc (AON) have volatilities of 7.42% and 7.15%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
7.42%
7.15%
RYAN
AON

Financials

RYAN vs. AON - Financials Comparison

This section allows you to compare key financial metrics between Ryan Specialty Group Holdings, 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