GLNCY vs. RIO
GLNCY (Glencore PLC ADR) and RIO (Rio Tinto Group) are both stocks. Both operate in the Other Industrial Metals & Mining industry within the Basic Materials sector. Over the past 10 years, GLNCY returned 19.48%/yr vs 22.38%/yr for RIO. A 0.68 correlation means they provide meaningful diversification when combined.
Performance
GLNCY vs. RIO - Performance Comparison
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Returns By Period
In the year-to-date period, GLNCY achieves a 50.16% return, which is significantly higher than RIO's 38.54% return. Over the past 10 years, GLNCY has underperformed RIO with an annualized return of 19.48%, while RIO has yielded a comparatively higher 22.38% annualized return.
GLNCY
- 1D
- -2.29%
- 1M
- 8.55%
- YTD
- 50.16%
- 6M
- 61.54%
- 1Y
- 118.41%
- 3Y*
- 19.26%
- 5Y*
- 17.27%
- 10Y*
- 19.48%
RIO
- 1D
- -3.41%
- 1M
- 9.36%
- YTD
- 38.54%
- 6M
- 49.27%
- 1Y
- 92.97%
- 3Y*
- 27.11%
- 5Y*
- 11.69%
- 10Y*
- 22.38%
GLNCY vs. RIO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLNCY Glencore PLC ADR | 50.16% | 28.74% | -25.38% | -1.13% | 40.92% | 66.50% | 1.46% | -10.33% | -27.77% | 56.55% |
RIO Rio Tinto Group | 38.54% | 44.47% | -15.36% | 11.06% | 18.48% | -3.67% | 36.22% | 33.18% | -2.93% | 44.87% |
Correlation
The correlation between GLNCY and RIO is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2011 | 0.68 |
The correlation between GLNCY and RIO has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.
Fundamentals
GLNCY:
$97.82B
RIO:
$176.72B
GLNCY:
-$0.21
RIO:
$13.11
GLNCY:
0.21
RIO:
1.59
GLNCY:
2.52
RIO:
2.84
GLNCY:
$478.28B
RIO:
$111.41B
GLNCY:
$10.29B
RIO:
$31.10B
GLNCY:
$18.49B
RIO:
$40.42B
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Return for Risk
GLNCY vs. RIO — Risk / Return Rank
GLNCY
RIO
GLNCY vs. RIO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glencore PLC ADR (GLNCY) 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.
| GLNCY | RIO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.50 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 8.10 | 6.16 | +1.94 |
| Martin ratioReturn relative to average drawdown | 24.92 | 24.21 | +0.71 |
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
| GLNCY | RIO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.59 | 3.29 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.40 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.73 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.34 | -0.23 |
Drawdowns
GLNCY vs. RIO - Drawdown Comparison
The maximum GLNCY drawdown since its inception was -85.04%, roughly equal to the maximum RIO drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for GLNCY and RIO.
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Drawdown Indicators
| GLNCY | RIO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.04% | -88.97% | +3.93% |
Max Drawdown (1Y)Largest decline over 1 year | -14.71% | -15.19% | +0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -53.44% | -24.19% | -29.25% |
Max Drawdown (5Y)Largest decline over 5 years | -54.06% | -35.25% | -18.81% |
Max Drawdown (10Y)Largest decline over 10 years | -76.10% | -37.47% | -38.63% |
Current DrawdownCurrent decline from peak | -2.29% | -3.73% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -32.33% | -23.78% | -8.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.77% | 3.85% | +0.92% |
Volatility
GLNCY vs. RIO - Volatility Comparison
The current volatility for Glencore PLC ADR (GLNCY) is 10.04%, while Rio Tinto Group (RIO) has a volatility of 11.49%. This indicates that GLNCY 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
| GLNCY | RIO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.04% | 11.49% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 24.86% | 23.38% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.22% | 28.44% | +4.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.68% | 29.16% | +6.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.05% | 30.66% | +8.39% |
Dividends
GLNCY vs. RIO - Dividend Comparison
GLNCY's dividend yield for the trailing twelve months is around 1.66%, less than RIO's 3.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLNCY Glencore PLC ADR | 1.66% | 1.83% | 2.98% | 8.68% | 5.56% | 3.00% | 0.00% | 5.50% | 4.70% | 1.08% | 0.00% | 13.64% |
RIO Rio Tinto Group | 3.73% | 4.66% | 7.40% | 5.40% | 10.48% | 10.23% | 5.13% | 7.68% | 6.32% | 4.47% | 3.93% | 7.58% |
Financials
GLNCY vs. RIO - Financials Comparison
This section allows you to compare key financial metrics between Glencore PLC ADR 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
GLNCY vs. RIO - Profitability Comparison
GLNCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Glencore PLC ADR reported a gross profit of 3.42B and revenue of 129.94B. Therefore, the gross margin over that period was 2.6%.
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%.
GLNCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Glencore PLC ADR reported an operating income of 2.17B and revenue of 129.94B, resulting in an operating margin of 1.7%.
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%.
GLNCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Glencore PLC ADR reported a net income of 1.02B and revenue of 129.94B, resulting in a net margin of 0.8%.
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
GLNCY and RIO have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RIO has higher volatility (11.49%) compared to GLNCY (10.04%). In terms of maximum drawdown, GLNCY dropped -85.04% vs RIO's -88.97%.
GLNCY currently has the higher Sharpe Ratio (3.59 vs 3.29), 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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