You may have noticed that Word includes ellipses and rectangles in the auto shapes but not circles and squares. If you use an ellipse to draw a circle, your shape will not be perfectly proportionate.
If you need a proportionate shape, such as a circle or square, select an auto shape option, hold down the SHIFT key on the keyboard and draw the object. Do not release the SHIFT key until you finish drawing the shape and release the mouse. Release the SHIFT key and you have a perfectly proportionate shape!