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

Correlation

The correlation between WTW and AON is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

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.

150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
177.36%
320.41%
WTW
AON

Key characteristics

Sharpe Ratio

WTW:

1.74

AON:

0.64

Sortino Ratio

WTW:

2.66

AON:

1.03

Omega Ratio

WTW:

1.33

AON:

1.15

Calmar Ratio

WTW:

3.13

AON:

0.68

Martin Ratio

WTW:

7.44

AON:

1.85

Ulcer Index

WTW:

4.10%

AON:

7.13%

Daily Std Dev

WTW:

17.52%

AON:

20.49%

Max Drawdown

WTW:

-32.95%

AON:

-67.38%

Current Drawdown

WTW:

-7.51%

AON:

-10.36%

Fundamentals

Market Cap

WTW:

$31.28B

AON:

$77.61B

EPS

WTW:

-$7.24

AON:

$11.68

PEG Ratio

WTW:

1.08

AON:

1.70

Total Revenue (TTM)

WTW:

$9.81B

AON:

$15.00B

Gross Profit (TTM)

WTW:

$6.75B

AON:

$11.94B

EBITDA (TTM)

WTW:

$2.55B

AON:

$4.65B

Returns By Period

In the year-to-date period, WTW achieves a 28.73% return, which is significantly higher than AON's 22.17% return.


WTW

YTD

28.73%

1M

-1.65%

6M

21.15%

1Y

30.67%

5Y*

9.93%

10Y*

N/A

AON

YTD

22.17%

1M

-7.34%

6M

18.88%

1Y

13.59%

5Y*

11.87%

10Y*

14.95%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

WTW vs. AON - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for WTW, currently valued at 1.74, compared to the broader market-4.00-2.000.002.001.740.64
The chart of Sortino ratio for WTW, currently valued at 2.66, compared to the broader market-4.00-2.000.002.004.002.661.03
The chart of Omega ratio for WTW, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.15
The chart of Calmar ratio for WTW, currently valued at 3.13, compared to the broader market0.002.004.006.003.130.68
The chart of Martin ratio for WTW, currently valued at 7.44, compared to the broader market0.0010.0020.007.441.85
WTW
AON

The current WTW Sharpe Ratio is 1.74, which is higher than the AON Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of WTW 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.74
0.64
WTW
AON

Dividends

WTW vs. AON - Dividend Comparison

WTW's dividend yield for the trailing twelve months is around 1.13%, more than AON's 0.75% yield.


TTM20232022202120202019201820172016201520142013
WTW
Willis Towers Watson Public Limited Company
1.13%1.39%1.34%1.27%1.31%1.29%1.58%1.41%1.57%0.00%0.00%0.00%
AON
Aon plc
0.75%0.83%0.73%0.66%0.84%0.83%1.07%1.05%1.16%1.25%0.98%0.81%

Drawdowns

WTW vs. AON - Drawdown Comparison

The maximum WTW drawdown since its inception was -32.95%, smaller than the maximum AON drawdown of -67.38%. Use the drawdown chart below to compare losses from any high point for WTW and AON. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.51%
-10.36%
WTW
AON

Volatility

WTW vs. AON - Volatility Comparison

Willis Towers Watson Public Limited Company (WTW) has a higher volatility of 6.37% compared to Aon plc (AON) at 4.33%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.37%
4.33%
WTW
AON

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


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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