PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Rio Tinto Group (RIO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US7672041008

CUSIP

767204100

Sector

Basic Materials

IPO Date

Jun 28, 1990

Highlights

Market Cap

$100.76B

EPS (TTM)

$6.58

PE Ratio

9.48

Total Revenue (TTM)

$53.96B

Gross Profit (TTM)

$15.61B

EBITDA (TTM)

$21.49B

Year Range

$59.33 - $72.15

Target Price

$81.60

Short %

0.80%

Short Ratio

3.06

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
RIO vs. BHP RIO vs. VALE RIO vs. SQM RIO vs. IEP RIO vs. MOAT RIO vs. SCCO RIO vs. SCHD RIO vs. VOO RIO vs. ABR RIO vs. VTI
Popular comparisons:
RIO vs. BHP RIO vs. VALE RIO vs. SQM RIO vs. IEP RIO vs. MOAT RIO vs. SCCO RIO vs. SCHD RIO vs. VOO RIO vs. ABR RIO vs. VTI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Rio Tinto Group, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-11.10%
11.50%
RIO (Rio Tinto Group)
Benchmark (^GSPC)

Returns By Period

Rio Tinto Group had a return of -10.21% year-to-date (YTD) and -4.81% in the last 12 months. Over the past 10 years, Rio Tinto Group had an annualized return of 10.82%, which was very close to the S&P 500 benchmark's annualized return of 11.13%.


RIO

YTD

-10.21%

1M

-3.94%

6M

-11.10%

1Y

-4.81%

5Y (annualized)

12.12%

10Y (annualized)

10.82%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of RIO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.97%-6.84%2.87%6.42%3.35%-5.95%-1.17%-0.08%12.49%-8.82%-10.21%
202311.45%-12.12%1.57%-6.72%-7.72%8.11%4.24%-3.40%1.82%1.10%7.38%7.77%11.06%
20226.66%10.06%9.04%-11.54%3.26%-16.94%0.05%-3.60%-2.18%-3.11%28.66%3.73%18.48%
20211.60%14.37%-7.04%9.54%2.79%-4.05%2.88%-6.96%-10.99%-5.31%-0.92%6.78%-0.40%
2020-9.99%-12.17%1.86%1.38%16.74%4.19%8.65%2.78%-1.37%-5.99%14.44%15.78%36.22%
201916.07%3.43%8.90%0.09%-1.65%7.61%-8.44%-7.59%2.99%-0.15%4.90%8.80%37.52%
20186.01%-2.49%-2.62%6.64%3.18%-2.15%0.04%-11.29%6.23%-3.39%-5.13%3.68%-2.93%
201716.46%-4.70%-2.02%-2.11%1.23%4.96%11.98%6.05%-3.85%1.57%-0.06%10.50%44.85%
2016-15.35%10.10%8.31%19.07%-16.70%11.63%4.86%-6.80%10.71%4.34%8.78%1.45%39.25%
2015-4.19%11.78%-13.94%8.19%-2.28%-5.85%-6.28%-2.31%-7.90%7.95%-9.39%-11.97%-33.39%
2014-5.81%7.81%-0.63%-2.76%-5.36%5.64%5.55%-4.65%-8.49%-2.46%-2.86%-1.16%-15.39%
2013-2.79%-5.01%-10.61%-2.17%-7.25%-3.84%9.52%1.98%8.09%3.98%4.64%6.37%0.62%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RIO is 32, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of RIO is 3232
Combined Rank
The Sharpe Ratio Rank of RIO is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of RIO is 2828
Sortino Ratio Rank
The Omega Ratio Rank of RIO is 2929
Omega Ratio Rank
The Calmar Ratio Rank of RIO is 3131
Calmar Ratio Rank
The Martin Ratio Rank of RIO is 3636
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Rio Tinto Group (RIO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for RIO, currently valued at -0.15, compared to the broader market-4.00-2.000.002.004.00-0.152.46
The chart of Sortino ratio for RIO, currently valued at -0.05, compared to the broader market-4.00-2.000.002.004.00-0.053.31
The chart of Omega ratio for RIO, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.46
The chart of Calmar ratio for RIO, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.213.55
The chart of Martin ratio for RIO, currently valued at -0.37, compared to the broader market-10.000.0010.0020.0030.00-0.3715.76
RIO
^GSPC

The current Rio Tinto Group Sharpe ratio is -0.15. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Rio Tinto Group with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.15
2.46
RIO (Rio Tinto Group)
Benchmark (^GSPC)

Dividends

Dividend History

Rio Tinto Group provided a 6.97% dividend yield over the last twelve months, with an annual payout of $4.35 per share.


4.00%6.00%8.00%10.00%12.00%14.00%$0.00$2.00$4.00$6.00$8.00$10.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$4.35$4.02$7.46$9.63$3.86$6.35$3.07$2.36$1.52$2.27$2.05$1.78

Dividend yield

6.97%5.40%10.48%14.39%5.13%10.70%6.32%4.45%3.96%7.79%4.46%3.15%

Monthly Dividends

The table displays the monthly dividend distributions for Rio Tinto Group. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$2.58$0.00$0.00$0.00$0.00$1.77$0.00$0.00$0.00$4.35
2023$0.00$0.00$2.25$0.00$0.00$0.00$0.00$1.77$0.00$0.00$0.00$0.00$4.02
2022$0.00$0.00$4.79$0.00$0.00$0.00$0.00$2.67$0.00$0.00$0.00$0.00$7.46
2021$0.00$0.00$4.02$0.00$0.00$0.00$0.00$5.61$0.00$0.00$0.00$0.00$9.63
2020$0.00$0.00$2.31$0.00$0.00$0.00$0.00$1.55$0.00$0.00$0.00$0.00$3.86
2019$0.00$0.00$4.23$0.00$0.00$0.00$0.00$2.12$0.00$0.00$0.00$0.00$6.35
2018$0.00$0.00$1.80$0.00$0.00$0.00$0.00$1.27$0.00$0.00$0.00$0.00$3.07
2017$0.00$1.26$0.00$0.00$0.00$0.00$0.00$1.10$0.00$0.00$0.00$0.00$2.36
2016$0.00$1.07$0.00$0.00$0.00$0.00$0.00$0.45$0.00$0.00$0.00$0.00$1.52
2015$0.00$0.00$1.20$0.00$0.00$0.00$0.00$1.07$0.00$0.00$0.00$0.00$2.27
2014$0.00$0.00$1.10$0.00$0.00$0.00$0.00$0.96$0.00$0.00$0.00$0.00$2.05
2013$0.93$0.00$0.00$0.00$0.00$0.84$0.00$0.00$0.00$0.00$1.78

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%7.0%
Rio Tinto Group has a dividend yield of 6.97%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%66.1%
Rio Tinto Group has a payout ratio of 66.07%, which is quite average when compared to the overall market. This suggests that Rio Tinto Group strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.78%
-1.40%
RIO (Rio Tinto Group)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Rio Tinto Group. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Rio Tinto Group was 88.97%, occurring on Dec 4, 2008. Recovery took 3014 trading sessions.

The current Rio Tinto Group drawdown is 12.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-88.97%May 19, 2008140Dec 4, 20083014Nov 24, 20203154
-46.92%Jun 25, 1997299Aug 31, 1998166Apr 29, 1999465
-39.75%Jan 10, 2000197Oct 18, 2000691Jul 24, 2003888
-35.52%May 12, 2021347Sep 26, 202283Jan 25, 2023430
-30.74%Nov 12, 200748Jan 22, 200858Apr 15, 2008106

Volatility

Volatility Chart

The current Rio Tinto Group volatility is 7.93%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.93%
4.07%
RIO (Rio Tinto Group)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Rio Tinto Group over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of Rio Tinto Group compared to its peers in the Other Industrial Metals & Mining industry.


PE Ratio
20.040.060.080.09.5
The chart displays the price to earnings (P/E) ratio for RIO in comparison to other companies of the Other Industrial Metals & Mining industry. Currently, RIO has a PE value of 9.5. This PE ratio falls in the average range for the industry.
PEG Ratio
-10.0-5.00.05.00.0
The chart displays the price to earnings to growth (PEG) ratio for RIO in comparison to other companies of the Other Industrial Metals & Mining industry. Currently, RIO has a PEG value of 0.0. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Rio Tinto Group.


Loading data...

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items