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

Performance

WTW vs. AON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Willis Towers Watson Public Limited Company (WTW) 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, WTW achieves a -23.37% return, which is significantly lower than AON's -10.14% return. Over the past 10 years, WTW has underperformed AON with an annualized return of 8.52%, while AON has yielded a comparatively higher 12.29% annualized return.


WTW

1D
-2.12%
1M
-3.48%
YTD
-23.37%
6M
-20.23%
1Y
-19.06%
3Y*
5.11%
5Y*
0.58%
10Y*
8.52%

AON

1D
-0.71%
1M
0.22%
YTD
-10.14%
6M
-7.94%
1Y
-14.96%
3Y*
1.04%
5Y*
5.52%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTW vs. AON - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTW
Willis Towers Watson Public Limited Company
-23.37%6.09%31.48%0.08%4.53%14.16%5.83%34.81%2.42%25.05%
AON
Aon plc
-10.14%-0.94%24.45%-2.31%0.61%43.39%2.37%44.68%9.94%21.49%

Correlation

The correlation between WTW and AON is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Jan 6, 2016

0.72

The correlation between WTW and AON has been stable across timeframes, ranging from 0.64 to 0.72 - a consistent structural relationship.

Fundamentals

Market Cap

WTW:

$24.09B

AON:

$67.98B

EPS

WTW:

$16.97

AON:

$18.21

PE Ratio

WTW:

14.79

AON:

17.33

PEG Ratio

WTW:

0.46

AON:

0.44

PS Ratio

WTW:

2.49

AON:

3.91

PB Ratio

WTW:

3.02

AON:

6.91

Total Revenue (TTM)

WTW:

$9.90B

AON:

$17.49B

Gross Profit (TTM)

WTW:

$3.18B

AON:

$9.77B

EBITDA (TTM)

WTW:

$2.63B

AON:

$6.55B

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Return for Risk

WTW vs. AON — Risk / Return Rank

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

WTW
WTW Risk / Return Rank: 1212
Overall Rank
WTW Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
WTW Sortino Ratio Rank: 1414
Sortino Ratio Rank
WTW Omega Ratio Rank: 1212
Omega Ratio Rank
WTW Calmar Ratio Rank: 1818
Calmar Ratio Rank
WTW Martin Ratio Rank: 44
Martin Ratio Rank

AON
AON Risk / Return Rank: 1111
Overall Rank
AON Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
AON Sortino Ratio Rank: 1515
Sortino Ratio Rank
AON Omega Ratio Rank: 1515
Omega Ratio Rank
AON Calmar Ratio Rank: 77
Calmar Ratio Rank
AON Martin Ratio Rank: 33
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.

WTW vs. AON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Willis Towers Watson Public Limited Company (WTW) 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.


WTWAONDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

0.88

0.90

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.63

-0.87

+0.24

Martin ratioReturn relative to average drawdown

-1.58

-1.62

+0.04

WTW vs. AON - Sharpe Ratio Comparison

The current WTW Sharpe Ratio is -0.70, which is comparable to the AON Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of WTW 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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Sharpe Ratios by Period


WTWAONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.70

-0.63

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.24

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.53

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.42

-0.08

Drawdowns

WTW vs. AON - Drawdown Comparison

The maximum WTW drawdown since its inception was -32.95%, smaller than the maximum AON drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for WTW and AON.


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Drawdown Indicators


WTWAONDifference

Max Drawdown

Largest peak-to-trough decline

-32.95%

-69.05%

+36.10%

Max Drawdown (1Y)

Largest decline over 1 year

-30.39%

-17.28%

-13.11%

Max Drawdown (3Y)

Largest decline over 3 years

-30.39%

-23.84%

-6.55%

Max Drawdown (5Y)

Largest decline over 5 years

-30.39%

-25.38%

-5.01%

Max Drawdown (10Y)

Largest decline over 10 years

-32.95%

-38.73%

+5.78%

Current Drawdown

Current decline from peak

-27.84%

-22.03%

-5.81%

Average Drawdown

Average peak-to-trough decline

-7.71%

-13.67%

+5.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.13%

9.29%

+2.84%

Volatility

WTW vs. AON - Volatility Comparison

Willis Towers Watson Public Limited Company (WTW) has a higher volatility of 8.57% compared to Aon plc (AON) at 5.77%. This indicates that WTW'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


WTWAONDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.57%

5.77%

+2.80%

Volatility (6M)

Calculated over the trailing 6-month period

24.89%

19.33%

+5.56%

Volatility (1Y)

Calculated over the trailing 1-year period

27.37%

23.72%

+3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.96%

23.08%

+0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.55%

23.43%

+1.12%

Dividends

WTW vs. AON - Dividend Comparison

WTW's dividend yield for the trailing twelve months is around 1.48%, more than AON's 0.97% yield.


PositionTTM20252024202320222021202020192018201720162015
AON
Aon plc
0.97%0.82%0.74%0.83%0.73%0.66%0.84%0.83%1.35%1.05%1.16%1.25%
WTW
Willis Towers Watson Public Limited Company
1.48%1.12%1.12%1.39%1.34%1.27%1.31%1.29%1.58%1.41%1.57%0.00%

Financials

WTW vs. AON - Financials Comparison

This section allows you to compare key financial metrics between Willis Towers Watson Public Limited Company 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


2.00B3.00B4.00B5.00B20222023202420252026
2.41B
5.03B
(WTW) Total Revenue
(AON) Total Revenue
Values in USD except per share items

WTW vs. AON - Profitability Comparison

The chart below illustrates the profitability comparison between Willis Towers Watson Public Limited Company and Aon plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%202220232024202520260
52.5%
Portfolio components
WTW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Willis Towers Watson Public Limited Company reported a gross profit of 0.00 and revenue of 2.41B. Therefore, the gross margin over that period was 0.0%.

AON - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Aon plc reported a gross profit of 2.64B and revenue of 5.03B. Therefore, the gross margin over that period was 52.5%.

WTW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Willis Towers Watson Public Limited Company reported an operating income of 448.00M and revenue of 2.41B, resulting in an operating margin of 18.6%.

AON - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Aon plc reported an operating income of 1.72B and revenue of 5.03B, resulting in an operating margin of 34.1%.

WTW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Willis Towers Watson Public Limited Company reported a net income of 297.00M and revenue of 2.41B, resulting in a net margin of 12.3%.

AON - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Aon plc reported a net income of 1.21B and revenue of 5.03B, resulting in a net margin of 24.1%.


Frequently Asked Questions


WTW and AON have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTW has higher volatility (8.57%) compared to AON (5.77%). In terms of maximum drawdown, WTW dropped -32.95% vs AON's -69.05%.

AON currently has the higher Sharpe Ratio (-0.63 vs -0.70), 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.

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