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

Key characteristics


WITAON
YTD Return24.50%32.94%
1Y Return53.42%15.97%
3Y Return (Ann)-8.48%9.39%
5Y Return (Ann)12.89%15.08%
10Y Return (Ann)4.57%16.79%
Sharpe Ratio1.560.75
Sortino Ratio2.301.15
Omega Ratio1.331.17
Calmar Ratio0.970.81
Martin Ratio5.461.91
Ulcer Index9.59%8.28%
Daily Std Dev33.59%21.11%
Max Drawdown-74.58%-67.38%
Current Drawdown-29.43%-0.03%

Fundamentals


WITAON
Market Cap$36.16B$82.97B
EPS$0.27$11.69
PE Ratio25.6332.82
PEG Ratio2.161.81
Total Revenue (TTM)$884.34B$15.00B
Gross Profit (TTM)$268.86B$11.94B
EBITDA (TTM)$136.55B$4.54B

Correlation

-0.50.00.51.00.3

The correlation between WIT and AON is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

WIT vs. AON - Performance Comparison

In the year-to-date period, WIT achieves a 24.50% return, which is significantly lower than AON's 32.94% return. Over the past 10 years, WIT has underperformed AON with an annualized return of 4.57%, while AON has yielded a comparatively higher 16.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
27.91%
33.77%
WIT
AON

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Risk-Adjusted Performance

WIT vs. AON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wipro Limited (WIT) 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.


WIT
Sharpe ratio
The chart of Sharpe ratio for WIT, currently valued at 1.56, compared to the broader market-4.00-2.000.002.004.001.56
Sortino ratio
The chart of Sortino ratio for WIT, currently valued at 2.30, compared to the broader market-4.00-2.000.002.004.006.002.30
Omega ratio
The chart of Omega ratio for WIT, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for WIT, currently valued at 0.97, compared to the broader market0.002.004.006.000.97
Martin ratio
The chart of Martin ratio for WIT, currently valued at 5.46, compared to the broader market0.0010.0020.0030.005.46
AON
Sharpe ratio
The chart of Sharpe ratio for AON, currently valued at 0.75, compared to the broader market-4.00-2.000.002.004.000.75
Sortino ratio
The chart of Sortino ratio for AON, currently valued at 1.15, compared to the broader market-4.00-2.000.002.004.006.001.15
Omega ratio
The chart of Omega ratio for AON, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for AON, currently valued at 0.81, compared to the broader market0.002.004.006.000.81
Martin ratio
The chart of Martin ratio for AON, currently valued at 1.91, compared to the broader market0.0010.0020.0030.001.91

WIT vs. AON - Sharpe Ratio Comparison

The current WIT Sharpe Ratio is 1.56, which is higher than the AON Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of WIT 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.56
0.75
WIT
AON

Dividends

WIT vs. AON - Dividend Comparison

WIT's dividend yield for the trailing twelve months is around 0.17%, less than AON's 0.69% yield.


TTM20232022202120202019201820172016201520142013
WIT
Wipro Limited
0.17%0.22%1.72%0.14%0.25%0.37%0.42%0.35%1.23%2.20%5.39%1.32%
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

WIT vs. AON - Drawdown Comparison

The maximum WIT drawdown since its inception was -74.58%, which is greater than AON's maximum drawdown of -67.38%. Use the drawdown chart below to compare losses from any high point for WIT and AON. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-29.43%
-0.03%
WIT
AON

Volatility

WIT vs. AON - Volatility Comparison

Wipro Limited (WIT) has a higher volatility of 9.69% compared to Aon plc (AON) at 6.44%. This indicates that WIT'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
9.69%
6.44%
WIT
AON

Financials

WIT vs. AON - Financials Comparison

This section allows you to compare key financial metrics between Wipro Limited 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