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GGB vs. RIO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


GGBRIO
YTD Return-14.00%-12.75%
1Y Return-14.44%-4.20%
3Y Return (Ann)4.81%7.24%
5Y Return (Ann)10.59%11.41%
10Y Return (Ann)4.75%10.37%
Sharpe Ratio-0.33-0.04
Sortino Ratio-0.270.11
Omega Ratio0.971.01
Calmar Ratio-0.15-0.06
Martin Ratio-0.76-0.10
Ulcer Index14.72%9.12%
Daily Std Dev33.98%23.06%
Max Drawdown-96.35%-88.97%
Current Drawdown-70.70%-15.26%

Fundamentals


GGBRIO
Market Cap$7.22B$101.73B
EPS$0.40$6.59
PE Ratio8.509.29
PEG Ratio0.000.00
Total Revenue (TTM)$47.54B$53.96B
Gross Profit (TTM)$6.24B$15.61B
EBITDA (TTM)$6.90B$20.64B

Correlation

-0.50.00.51.00.5

The correlation between GGB and RIO is 0.50, 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.

Performance

GGB vs. RIO - Performance Comparison

In the year-to-date period, GGB achieves a -14.00% return, which is significantly lower than RIO's -12.75% return. Over the past 10 years, GGB has underperformed RIO with an annualized return of 4.75%, while RIO has yielded a comparatively higher 10.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.83%
-13.25%
GGB
RIO

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Risk-Adjusted Performance

GGB vs. RIO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gerdau S.A. (GGB) 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.


GGB
Sharpe ratio
The chart of Sharpe ratio for GGB, currently valued at -0.33, compared to the broader market-4.00-2.000.002.004.00-0.33
Sortino ratio
The chart of Sortino ratio for GGB, currently valued at -0.27, compared to the broader market-4.00-2.000.002.004.006.00-0.27
Omega ratio
The chart of Omega ratio for GGB, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for GGB, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.15
Martin ratio
The chart of Martin ratio for GGB, currently valued at -0.76, compared to the broader market0.0010.0020.0030.00-0.76
RIO
Sharpe ratio
The chart of Sharpe ratio for RIO, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.00-0.04
Sortino ratio
The chart of Sortino ratio for RIO, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.006.000.11
Omega ratio
The chart of Omega ratio for RIO, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for RIO, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.06
Martin ratio
The chart of Martin ratio for RIO, currently valued at -0.10, compared to the broader market0.0010.0020.0030.00-0.10

GGB vs. RIO - Sharpe Ratio Comparison

The current GGB Sharpe Ratio is -0.33, which is lower than the RIO Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of GGB and RIO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.33
-0.04
GGB
RIO

Dividends

GGB vs. RIO - Dividend Comparison

GGB's dividend yield for the trailing twelve months is around 5.09%, less than RIO's 7.18% yield.


TTM20232022202120202019201820172016201520142013
GGB
Gerdau S.A.
5.09%6.62%12.80%11.50%1.31%1.49%2.77%0.40%0.51%5.67%3.07%1.35%
RIO
Rio Tinto Group
7.18%5.40%10.48%14.39%5.13%10.70%6.32%4.45%3.96%7.79%4.46%3.15%

Drawdowns

GGB vs. RIO - Drawdown Comparison

The maximum GGB drawdown since its inception was -96.35%, which is greater than RIO's maximum drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for GGB and RIO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-70.70%
-15.26%
GGB
RIO

Volatility

GGB vs. RIO - Volatility Comparison

Gerdau S.A. (GGB) has a higher volatility of 13.75% compared to Rio Tinto Group (RIO) at 7.66%. This indicates that GGB'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.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
13.75%
7.66%
GGB
RIO

Financials

GGB vs. RIO - Financials Comparison

This section allows you to compare key financial metrics between Gerdau S.A. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items