BHP.L vs. RIO
Compare and contrast key facts about BHP Group Limited (BHP.L) and Rio Tinto Group (RIO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BHP.L or RIO.
Performance
BHP.L vs. RIO - Performance Comparison
Returns By Period
In the year-to-date period, BHP.L achieves a -17.83% return, which is significantly lower than RIO's -10.59% return. Over the past 10 years, BHP.L has outperformed RIO with an annualized return of 11.38%, while RIO has yielded a comparatively lower 10.78% annualized return.
BHP.L
-17.83%
-5.76%
-12.12%
-9.50%
14.96%
11.38%
RIO
-10.59%
-4.96%
-12.90%
-2.37%
12.31%
10.78%
Fundamentals
| BHP.L | RIO | |
|---|---|---|
| Market Cap | £104.50B | $101.73B |
| EPS | £1.23 | $6.59 |
| PE Ratio | 16.76 | 9.29 |
| Total Revenue (TTM) | £42.30B | $53.96B |
| Gross Profit (TTM) | £27.63B | $15.61B |
| EBITDA (TTM) | £20.75B | $20.64B |
Key characteristics
| BHP.L | RIO | |
|---|---|---|
| Sharpe Ratio | -0.44 | -0.07 |
| Sortino Ratio | -0.49 | 0.06 |
| Omega Ratio | 0.94 | 1.01 |
| Calmar Ratio | -0.40 | -0.10 |
| Martin Ratio | -0.73 | -0.17 |
| Ulcer Index | 13.83% | 9.26% |
| Daily Std Dev | 22.92% | 22.93% |
| Max Drawdown | -73.16% | -88.97% |
| Current Drawdown | -18.15% | -13.16% |
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Correlation
The correlation between BHP.L and RIO is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
BHP.L vs. RIO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BHP Group Limited (BHP.L) and Rio Tinto Group (RIO). 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.
Dividends
BHP.L vs. RIO - Dividend Comparison
BHP.L's dividend yield for the trailing twelve months is around 7.08%, more than RIO's 7.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BHP.L BHP Group Limited | 7.08% | 6.32% | 12.65% | 13.68% | 6.23% | 13.23% | 7.14% | 5.45% | 1.66% | 10.83% | 5.27% | 4.06% |
RIO Rio Tinto Group | 7.00% | 5.40% | 10.48% | 14.39% | 5.13% | 10.70% | 6.32% | 4.45% | 3.96% | 7.79% | 4.46% | 3.15% |
Drawdowns
BHP.L vs. RIO - Drawdown Comparison
The maximum BHP.L drawdown since its inception was -73.16%, smaller than the maximum RIO drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for BHP.L and RIO. For additional features, visit the drawdowns tool.
Volatility
BHP.L vs. RIO - Volatility Comparison
BHP Group Limited (BHP.L) has a higher volatility of 8.86% compared to Rio Tinto Group (RIO) at 7.97%. This indicates that BHP.L's price experiences larger fluctuations and is considered to be riskier than RIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BHP.L vs. RIO - Financials Comparison
This section allows you to compare key financial metrics between BHP Group Limited and Rio Tinto Group. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities