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WTW vs. AJG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WTW and AJG is 0.65, 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.


-0.50.00.51.00.7

Performance

WTW vs. AJG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Willis Towers Watson Public Limited Company (WTW) and Arthur J. Gallagher & Co. (AJG). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
17.84%
7.18%
WTW
AJG

Key characteristics

Sharpe Ratio

WTW:

1.58

AJG:

1.41

Sortino Ratio

WTW:

2.44

AJG:

1.93

Omega Ratio

WTW:

1.30

AJG:

1.24

Calmar Ratio

WTW:

2.84

AJG:

2.01

Martin Ratio

WTW:

6.35

AJG:

5.53

Ulcer Index

WTW:

4.37%

AJG:

4.47%

Daily Std Dev

WTW:

17.57%

AJG:

17.47%

Max Drawdown

WTW:

-32.95%

AJG:

-57.96%

Current Drawdown

WTW:

-5.50%

AJG:

-7.74%

Fundamentals

Market Cap

WTW:

$31.56B

AJG:

$72.49B

EPS

WTW:

-$7.21

AJG:

$5.25

PEG Ratio

WTW:

1.08

AJG:

1.02

Total Revenue (TTM)

WTW:

$6.90B

AJG:

$8.76B

Gross Profit (TTM)

WTW:

$4.37B

AJG:

$7.89B

EBITDA (TTM)

WTW:

$1.48B

AJG:

$2.44B

Returns By Period

In the year-to-date period, WTW achieves a 0.04% return, which is significantly lower than AJG's 2.23% return.


WTW

YTD

0.04%

1M

0.35%

6M

17.84%

1Y

29.07%

5Y*

10.41%

10Y*

N/A

AJG

YTD

2.23%

1M

1.47%

6M

7.18%

1Y

25.40%

5Y*

26.30%

10Y*

22.61%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WTW vs. AJG — Risk-Adjusted Performance Rank

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

WTW
The Risk-Adjusted Performance Rank of WTW is 8888
Overall Rank
The Sharpe Ratio Rank of WTW is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of WTW is 8787
Sortino Ratio Rank
The Omega Ratio Rank of WTW is 8484
Omega Ratio Rank
The Calmar Ratio Rank of WTW is 9494
Calmar Ratio Rank
The Martin Ratio Rank of WTW is 8686
Martin Ratio Rank

AJG
The Risk-Adjusted Performance Rank of AJG is 8585
Overall Rank
The Sharpe Ratio Rank of AJG is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of AJG is 8181
Sortino Ratio Rank
The Omega Ratio Rank of AJG is 7979
Omega Ratio Rank
The Calmar Ratio Rank of AJG is 9191
Calmar Ratio Rank
The Martin Ratio Rank of AJG is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WTW vs. AJG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Willis Towers Watson Public Limited Company (WTW) and Arthur J. Gallagher & Co. (AJG). 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 WTW, currently valued at 1.58, compared to the broader market-2.000.002.001.581.41
The chart of Sortino ratio for WTW, currently valued at 2.44, compared to the broader market-4.00-2.000.002.004.002.441.93
The chart of Omega ratio for WTW, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.24
The chart of Calmar ratio for WTW, currently valued at 2.84, compared to the broader market0.002.004.006.002.842.01
The chart of Martin ratio for WTW, currently valued at 6.35, compared to the broader market-30.00-20.00-10.000.0010.0020.006.355.53
WTW
AJG

The current WTW Sharpe Ratio is 1.58, which is comparable to the AJG Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of WTW and AJG, 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 Ratio1.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.58
1.41
WTW
AJG

Dividends

WTW vs. AJG - Dividend Comparison

WTW's dividend yield for the trailing twelve months is around 1.12%, more than AJG's 0.83% yield.


TTM20242023202220212020201920182017201620152014
WTW
Willis Towers Watson Public Limited Company
1.12%1.12%1.39%1.34%1.27%1.31%1.29%1.58%1.41%1.57%0.00%0.00%
AJG
Arthur J. Gallagher & Co.
0.83%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%3.06%

Drawdowns

WTW vs. AJG - Drawdown Comparison

The maximum WTW drawdown since its inception was -32.95%, smaller than the maximum AJG drawdown of -57.96%. Use the drawdown chart below to compare losses from any high point for WTW and AJG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.50%
-7.74%
WTW
AJG

Volatility

WTW vs. AJG - Volatility Comparison

The current volatility for Willis Towers Watson Public Limited Company (WTW) is 4.31%, while Arthur J. Gallagher & Co. (AJG) has a volatility of 5.63%. This indicates that WTW experiences smaller price fluctuations and is considered to be less risky than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.31%
5.63%
WTW
AJG

Financials

WTW vs. AJG - Financials Comparison

This section allows you to compare key financial metrics between Willis Towers Watson Public Limited Company and Arthur J. Gallagher & Co.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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