EPD vs. RIO
EPD (Enterprise Products Partners L.P.) and RIO (Rio Tinto Group) are both stocks. EPD operates in Oil & Gas Midstream (Energy), while RIO operates in Other Industrial Metals & Mining (Basic Materials). Over the past 10 years, EPD returned 10.45%/yr vs 21.75%/yr for RIO. At a 0.28 correlation, their price movements are largely independent.
Performance
EPD vs. RIO - Performance Comparison
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Returns By Period
In the year-to-date period, EPD achieves a 20.66% return, which is significantly lower than RIO's 29.64% return. Over the past 10 years, EPD has underperformed RIO with an annualized return of 10.45%, while RIO has yielded a comparatively higher 21.75% annualized return.
EPD
- 1D
- -0.77%
- 1M
- 0.89%
- YTD
- 20.66%
- 6M
- 18.26%
- 1Y
- 27.33%
- 3Y*
- 21.14%
- 5Y*
- 16.72%
- 10Y*
- 10.45%
RIO
- 1D
- 0.24%
- 1M
- -4.22%
- YTD
- 29.64%
- 6M
- 42.09%
- 1Y
- 80.02%
- 3Y*
- 23.43%
- 5Y*
- 10.94%
- 10Y*
- 21.75%
EPD vs. RIO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 20.66% | 9.45% | 28.00% | 17.71% | 18.32% | 21.40% | -23.61% | 21.88% | -1.32% | 4.24% |
RIO Rio Tinto Group | 29.64% | 44.47% | -15.36% | 11.06% | 18.48% | -3.67% | 36.22% | 33.18% | -2.93% | 44.87% |
Correlation
The correlation between EPD and RIO is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 1998 | 0.28 |
Over the past year, the correlation between EPD and RIO has dropped to 0.04 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
Fundamentals
EPD:
$82.06B
RIO:
$165.37B
EPD:
$2.69
RIO:
$13.11
EPD:
13.93
RIO:
7.70
EPD:
1.59
RIO:
1.48
EPD:
$51.57B
RIO:
$111.41B
EPD:
$7.31B
RIO:
$31.10B
EPD:
$10.11B
RIO:
$40.42B
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Return for Risk
EPD vs. RIO — Risk / Return Rank
EPD
RIO
EPD vs. RIO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) 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.
| EPD | RIO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.43 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 5.30 | -1.67 |
| Martin ratioReturn relative to average drawdown | 11.00 | 20.21 | -9.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EPD | RIO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 2.79 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.38 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.71 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.33 | +0.21 |
Drawdowns
EPD vs. RIO - Drawdown Comparison
The maximum EPD drawdown since its inception was -58.78%, smaller than the maximum RIO drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for EPD and RIO.
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Drawdown Indicators
| EPD | RIO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -88.97% | +30.19% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -15.19% | +7.63% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -24.19% | +8.79% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -35.25% | +17.19% |
Max Drawdown (10Y)Largest decline over 10 years | -58.04% | -37.47% | -20.57% |
Current DrawdownCurrent decline from peak | -5.73% | -9.92% | +4.19% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -23.77% | +13.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.97% | -1.48% |
Volatility
EPD vs. RIO - Volatility Comparison
The current volatility for Enterprise Products Partners L.P. (EPD) is 6.17%, while Rio Tinto Group (RIO) has a volatility of 11.37%. This indicates that EPD experiences smaller price fluctuations and is considered to be less risky than RIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPD | RIO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 11.37% | -5.20% |
Volatility (6M)Calculated over the trailing 6-month period | 13.16% | 23.90% | -10.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.81% | 28.93% | -13.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 29.23% | -12.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.16% | 30.63% | -6.47% |
Dividends
EPD vs. RIO - Dividend Comparison
EPD's dividend yield for the trailing twelve months is around 5.84%, more than RIO's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 5.84% | 6.74% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% |
RIO Rio Tinto Group | 3.98% | 4.66% | 7.40% | 5.40% | 10.48% | 10.23% | 5.13% | 7.68% | 6.32% | 4.47% | 3.93% | 7.58% |
Financials
EPD vs. RIO - Financials Comparison
This section allows you to compare key financial metrics between Enterprise Products Partners L.P. 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
EPD vs. RIO - Profitability Comparison
EPD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported a gross profit of 1.88B and revenue of 14.39B. Therefore, the gross margin over that period was 13.1%.
RIO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rio Tinto Group reported a gross profit of 8.15B and revenue of 30.65B. Therefore, the gross margin over that period was 26.6%.
EPD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported an operating income of 1.82B and revenue of 14.39B, resulting in an operating margin of 12.6%.
RIO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rio Tinto Group reported an operating income of 8.15B and revenue of 30.65B, resulting in an operating margin of 26.6%.
EPD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported a net income of 1.48B and revenue of 14.39B, resulting in a net margin of 10.3%.
RIO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rio Tinto Group reported a net income of 5.42B and revenue of 30.65B, resulting in a net margin of 17.7%.
Frequently Asked Questions
EPD and RIO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RIO has higher volatility (11.37%) compared to EPD (6.17%). In terms of maximum drawdown, EPD dropped -58.78% vs RIO's -88.97%.
RIO currently has the higher Sharpe Ratio (2.79 vs 1.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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