Aon PLC

10-Year Study

AON.US · Financial Services · US · Common Stock

Executive Summary: Aon PLC has compounded at 13.0% annually over the last 10 years, with a maximum drawdown of 25.1% and an annualized volatility of 27.1%.

1Y CAGR
-10.1%
3Y CAGR
+3.7%
5Y CAGR
+6.7%
10Y CAGR
+13.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
25.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +44.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -4.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.9-3.8-3.83.9————————-4.8%
20253.210.5-2.5-11.15.1-4.1-0.33.4-2.8-4.54.1-0.3-0.9%
20242.85.95.6-15.3-0.14.211.94.80.76.06.9-8.324.5%
20236.4-4.63.73.3-5.212.0-7.64.7-2.8-4.46.2-11.4-2.3%
2022-7.95.711.5-11.4-4.3-2.28.1-4.0-4.15.39.5-2.60.6%
2021-3.712.11.19.50.8-5.89.110.3-0.412.1-7.51.643.4%
20206.0-5.6-20.74.914.1-2.26.8-2.53.2-10.611.33.12.4%
20197.89.8-0.55.8-0.07.2-1.73.0-0.70.05.42.344.7%
20186.4-1.30.01.8-1.8-1.94.71.75.61.85.7-12.09.6%
20171.32.62.61.39.21.64.20.75.0-1.6-2.2-4.421.5%
2016———1.03.9-0.0-1.74.01.0-1.23.0-2.37.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 27.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 45.0% of variance. Idiosyncratic stock-specific factors contribute 26.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110096.084957564224
2016-05-0110494.659207844561
2016-06-0110490.820005391666
2016-07-0110314.174734061802
2016-08-0110726.469412780349
2016-09-0110836.285288406973
2016-10-0110708.972719634374
2016-11-0111024.941179432364
2016-12-0110776.609816400107
2017-01-0110921.450547191245
2017-02-0111207.324275193192
2017-03-0111501.92537051975
2017-04-0111648.287096818181
2017-05-0112724.281277174683
2017-06-0112922.566643204873
2017-07-0113465.614487429757
2017-08-0113562.098050713139
2017-09-0114238.448039122102
2017-10-0114013.403641787725
2017-11-0113699.784857807897
2017-12-0113092.06848046255
2018-01-0113925.668425077332
2018-02-0113744.460167225587
2018-03-0113745.435702275094
2018-04-0113993.861471925044
2018-05-0113738.481081438296
2018-06-0113473.28240271136
2018-07-0114099.943041340659
2018-08-0114337.365195217151
2018-09-0115147.017327810197
2018-10-0115422.286045757839
2018-11-0116304.096303141747
2018-12-0114353.844394816868
2019-01-0115467.265554276988
2019-02-0116982.019735178947
2019-03-0116899.84401928832
2019-04-0117878.494487178006
2019-05-0117871.53986634121
2019-06-0119152.826481685643
2019-07-0118825.518738140167
2019-08-0119382.570230656347
2019-09-0119255.24717225956
2019-10-0119257.995453796877
2019-11-0120299.856397044863
2019-12-0120766.4558601859
2020-01-0122002.941290622377
2020-02-0120779.169284702035
2020-03-0116487.46542357627
2020-04-0117294.306336886868
2020-05-0119726.14738131777
2020-06-0119290.46084065946
2020-07-0120598.149840085676
2020-08-0120073.207087209685
2020-09-0120706.54961644689
2020-10-0118514.86851780561
2020-11-0120615.793387970287
2020-12-0121257.737409041845
2021-01-0120481.29542662875
2021-02-0122963.046102947268
2021-03-0123205.073201842395
2021-04-0125410.22297794137
2021-05-0125605.267050097395
2021-06-0124128.79999748249
2021-07-0126329.229442696756
2021-08-0129045.884763086593
2021-09-0128935.523427002176
2021-10-0132444.900626545255
2021-11-0129995.70974370701
2021-12-0130481.49472948833
2022-01-0128088.370887936195
2022-02-0129683.60146561029
2022-03-0133086.43555227346
2022-04-0129313.558993121955
2022-05-0128059.54540066693
2022-06-0127449.846484350004
2022-07-0129680.779756703658
2022-08-0128479.43456729775
2022-09-0127317.86603281364
2022-10-0128762.549524138198
2022-11-0131499.942831548175
2022-12-0130668.19955041471
2023-01-0132620.14028823389
2023-02-0131122.61007024901
2023-03-0132273.133030462912
2023-04-0133347.092223726904
2023-05-0131615.024498517294
2023-06-0135400.13195947229
2023-07-0132724.984081995295
2023-08-0134254.89576984925
2023-09-0133312.70723563786
2023-10-0131853.432677067474
2023-11-0133818.78964422342
2023-12-0129961.16741125516
2024-01-0130787.414129313984
2024-02-0132598.98271624622
2024-03-0134428.08995482118
2024-04-0129163.494429485072
2024-05-0129125.2282804464
2024-06-0130359.98292289182
2024-07-0133972.20039797634
2024-08-0135618.29516333918
2024-09-0135853.524985760334
2024-10-0138017.23025669159
2024-11-0140648.46856731664
2024-12-0137286.8796829616
2025-01-0138497.38231428382
2025-02-0142551.02415445762
2025-03-0141507.8520081861
2025-04-0136900.36850049773
2025-05-0138780.067196532545
2025-06-0137183.347092223725
2025-07-0137073.90884306788
2025-08-0138330.890999168165
2025-09-0137242.582000014685
2025-10-0135581.92763627857
2025-11-0137045.77567099504
2025-12-0136936.914351169544
2026-01-0136597.77431153974
2026-02-0135189.5422642693
2026-03-0133858.408954782375
2026-04-0135175.90575282459
Annual Return Matrix
YearAnnual Return
20170.21485965470687463
20180.09637712453439118
20190.4467521932789382
20200.023657457592359377
20210.4339011788019931
20220.006125185873701922
2023-0.023054243467970026
20240.2445069035912959
2025-0.009385750021661754
2026-0.04767611559543261
Total Factor Risk
0.2713554243755949
VTI.US Exposure
0.09388139336869097
VEA.US Exposure
-0.03681563129279639
VWO.US Exposure
0.025743858273477038
QQQ.US Exposure
-0.017573152923172616
VTV.US Exposure
0.05138467525778932
IJR.US Exposure
-0.023104435412571924
QUAL.US Exposure
0.063640622930392
SHV.US Exposure
0.44986780518253733
TLT.US Exposure
0.0033054685752244924
LQD.US Exposure
-0.004207048802848245
HYG.US Exposure
-0.003858602415870524
GLD.US Exposure
-0.0008499138304505535
USO.US Exposure
0.010122063417090113
VNQ.US Exposure
0.04230779334218579
BTC-USD.CC Exposure
0.03485723938077844
CPER.US Exposure
-0.0020544933012653552
VIX.INDX Exposure
0.010374498537279795
UUP.US Exposure
0.04208421695808532
TIP.US Exposure
-0.0008837065746231479
Idiosyncratic Exposure
0.26177734933006813
Value Score
42.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
10.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →19.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.90%
Market Cap$70.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-3.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
10.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aon PLC a high-risk investment?

Aon PLC (AON.US) has an annualized volatility of 27.1% and experienced a maximum drawdown of 25.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AON.US?

Over the past 10 years, AON.US has generated a Compound Annual Growth Rate (CAGR) of 13.0%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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