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 15.52%/yr vs 19.32%/yr for RIO. Their 0.68 correlation means they have sometimes moved together and sometimes differently.
Performance
GLNCY vs. RIO - Performance Comparison
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Returns By Period
In the year-to-date period, GLNCY achieves a 34.71% return, which is significantly higher than RIO's 24.40% return. Over the past 10 years, GLNCY has underperformed RIO with an annualized return of 15.52%, while RIO has yielded a comparatively higher 19.32% annualized return.
GLNCY
- 1D
- 0.00%
- 1M
- 6.98%
- 6M
- 8.43%
- YTD
- 34.71%
- 1Y
- 88.26%
- 3Y*
- 11.10%
- 5Y*
- 15.74%
- 10Y*
- 15.52%
- ALL TIME*
- 3.63%
RIO
- 1D
- -0.34%
- 1M
- 2.57%
- 6M
- 9.37%
- YTD
- 24.40%
- 1Y
- 70.95%
- 3Y*
- 21.12%
- 5Y*
- 10.17%
- 10Y*
- 19.32%
- ALL TIME*
- 11.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GLNCY Glencore PLC ADR | $12.41M | $12.41M | $9.82M |
| $267.36M | $271.65M | $273.47M |
GLNCY vs. RIO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLNCY Glencore PLC ADR | 34.71% | 28.74% | -25.38% | -1.13% | 40.92% | 66.50% | 1.46% | -10.33% | -27.77% | 56.55% |
RIO Rio Tinto Group | 24.40% | 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 have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.70 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2011 | 0.68 |
The correlation between GLNCY and RIO has been stable across timeframes, ranging from 0.68 to 0.72 - a consistent structural relationship.
Fundamentals
GLNCY:
$85.54B
RIO:
$157.38B
GLNCY:
-$0.21
RIO:
$13.62
GLNCY:
0.18
RIO:
1.37
GLNCY:
2.26
RIO:
2.43
GLNCY:
$478.28B
RIO:
$115.63B
GLNCY:
$10.29B
RIO:
$30.71B
GLNCY:
$18.49B
RIO:
$41.85B
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GLNCY | RIO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.38 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.56 | 3.42 | +1.14 |
| Martin ratioReturn relative to average drawdown | 13.56 | 10.06 | +3.50 |
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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 | -19.15% | -20.74% | +1.59% |
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 | -12.34% | -13.56% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -32.13% | -23.73% | -8.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.43% | 7.04% | -0.61% |
Volatility
GLNCY vs. RIO - Volatility Comparison
Glencore PLC ADR (GLNCY) has a higher volatility of 10.22% compared to Rio Tinto Group (RIO) at 8.60%. This indicates that GLNCY'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.
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Volatility by Period
| GLNCY | RIO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.22% | 8.60% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 25.68% | 24.65% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.18% | 29.29% | +4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.75% | 29.17% | +6.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.44% | 30.42% | +8.02% |
Dividends
GLNCY vs. RIO - Dividend Comparison
GLNCY's dividend yield for the trailing twelve months is around 1.85%, less than RIO's 4.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLNCY Glencore PLC ADR | 1.85% | 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 | 4.15% | 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 Aug 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 Aug 2026, Rio Tinto Group reported a gross profit of 8.70B and revenue of 31.02B. Therefore, the gross margin over that period was 28.0%.
GLNCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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 Aug 2026, Rio Tinto Group reported an operating income of 8.70B and revenue of 31.02B, resulting in an operating margin of 28.0%.
GLNCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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 Aug 2026, Rio Tinto Group reported a net income of 6.66B and revenue of 31.02B, resulting in a net margin of 21.5%.
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.
GLNCY has higher volatility (10.22%) compared to RIO (8.60%). In terms of maximum drawdown, GLNCY dropped -85.04% vs RIO's -88.97%.
GLNCY currently has the higher Sharpe Ratio (2.55 vs 2.42), 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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