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VOO vs. AON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOO vs. AON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 ETF (VOO) 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, VOO achieves a 8.95% return, which is significantly higher than AON's 2.99% return. Over the past 10 years, VOO has outperformed AON with an annualized return of 14.95%, while AON has yielded a comparatively lower 13.60% annualized return.


VOO

1D
0.08%
1M
0.80%
6M
7.80%
YTD
8.95%
1Y
17.35%
3Y*
19.06%
5Y*
12.51%
10Y*
14.95%
ALL TIME*
14.72%

AON

1D
1.66%
1M
14.48%
6M
7.30%
YTD
2.99%
1Y
-2.12%
3Y*
2.62%
5Y*
10.12%
10Y*
13.60%
ALL TIME*
11.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$452.89M$495.88M$512.07M
$3.42B$4.58B$5.39B

VOO vs. AON - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOO
Vanguard S&P 500 ETF
8.95%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%
AON
Aon plc
2.99%-0.94%24.45%-2.31%0.61%43.39%2.37%44.68%9.94%21.49%

Correlation

The correlation between VOO and AON is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.14

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

0.13

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

0.36

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

0.45

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.53

The correlation between VOO and AON shifts across timeframes, from -0.14 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VOO vs. AON — Risk / Return Rank

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

VOO
VOO Risk / Return Rank: 6161
Overall Rank
VOO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5959
Sortino Ratio Rank
VOO Omega Ratio Rank: 6060
Omega Ratio Rank
VOO Calmar Ratio Rank: 5858
Calmar Ratio Rank
VOO Martin Ratio Rank: 7070
Martin Ratio Rank

AON
AON Risk / Return Rank: 4848
Overall Rank
AON Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
AON Sortino Ratio Rank: 4444
Sortino Ratio Rank
AON Omega Ratio Rank: 4444
Omega Ratio Rank
AON Calmar Ratio Rank: 5151
Calmar Ratio Rank
AON Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VOO vs. AON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) 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.


VOOAONDifference
Sharpe ratioReturn per unit of total volatility

+1.33

Sortino ratioReturn per unit of downside risk

+1.68

Omega ratioGain probability vs. loss probability

1.26

1.04

+0.22

Calmar ratioReturn relative to maximum drawdown

2.01

0.14

+1.87

Martin ratioReturn relative to average drawdown

8.67

0.24

+8.43

VOO vs. AON - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 1.42, which is higher than the AON Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of VOO 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

VOO vs. AON - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum AON drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for VOO and AON.


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Drawdown Indicators


VOOAONDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-69.05%

+35.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-17.28%

+8.38%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

-23.84%

+5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-25.38%

+0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

-38.73%

+4.74%

Current Drawdown

Current decline from peak

-2.45%

-10.64%

+8.19%

Average Drawdown

Average peak-to-trough decline

-3.67%

-13.67%

+10.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

9.73%

-7.67%

Volatility

VOO vs. AON - Volatility Comparison

The current volatility for Vanguard S&P 500 ETF (VOO) is 3.22%, while Aon plc (AON) has a volatility of 9.68%. This indicates that VOO 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.


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Volatility by Period


VOOAONDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

9.68%

-6.46%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

21.54%

-11.70%

Volatility (1Y)

Calculated over the trailing 1-year period

12.62%

25.41%

-12.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

23.36%

-6.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

23.58%

-5.58%

Dividends

VOO vs. AON - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.08%, more than AON's 0.84% yield.


PositionTTM20252024202320222021202020192018201720162015
AON
Aon plc
0.84%0.82%0.74%0.83%0.73%0.66%0.84%0.83%1.35%1.05%1.16%1.25%
VOO
Vanguard S&P 500 ETF
1.08%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


VOO and AON have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AON has higher volatility (9.68%) compared to VOO (3.22%). In terms of maximum drawdown, VOO dropped -33.99% vs AON's -69.05%.

VOO currently has the higher Sharpe Ratio (1.42 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

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