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GLW vs. RIO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GLW vs. RIO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corning Incorporated (GLW) and Rio Tinto Group (RIO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLW achieves a 105.36% return, which is significantly higher than RIO's 35.32% return. Over the past 10 years, GLW has outperformed RIO with an annualized return of 27.57%, while RIO has yielded a comparatively lower 22.54% annualized return.


GLW

1D
1.50%
1M
-13.09%
YTD
105.36%
6M
103.59%
1Y
256.47%
3Y*
79.90%
5Y*
36.42%
10Y*
27.57%

RIO

1D
1.65%
1M
-5.97%
YTD
35.32%
6M
43.14%
1Y
89.03%
3Y*
24.54%
5Y*
11.74%
10Y*
22.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLW vs. RIO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLW
Corning Incorporated
105.36%87.76%60.64%-1.23%-11.56%5.92%27.57%-1.02%-3.28%34.63%
RIO
Rio Tinto Group
35.32%44.47%-15.36%11.06%18.48%-3.67%36.22%33.18%-2.93%44.87%

Correlation

The correlation between GLW and RIO is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jun 28, 1990

0.32

The correlation between GLW and RIO shifts across timeframes, from 0.32 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GLW:

$154.61B

RIO:

$172.61B

EPS

GLW:

$2.10

RIO:

$13.11

PE Ratio

GLW:

85.36

RIO:

8.03

PS Ratio

GLW:

9.47

RIO:

1.55

PB Ratio

GLW:

13.09

RIO:

2.77

Total Revenue (TTM)

GLW:

$16.32B

RIO:

$111.41B

Gross Profit (TTM)

GLW:

$5.93B

RIO:

$31.10B

EBITDA (TTM)

GLW:

$3.77B

RIO:

$40.42B

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Return for Risk

GLW vs. RIO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GLW
GLW Risk / Return Rank: 9898
Overall Rank
GLW Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GLW Sortino Ratio Rank: 9696
Sortino Ratio Rank
GLW Omega Ratio Rank: 9696
Omega Ratio Rank
GLW Calmar Ratio Rank: 9898
Calmar Ratio Rank
GLW Martin Ratio Rank: 9999
Martin Ratio Rank

RIO
RIO Risk / Return Rank: 9595
Overall Rank
RIO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RIO Sortino Ratio Rank: 9494
Sortino Ratio Rank
RIO Omega Ratio Rank: 9393
Omega Ratio Rank
RIO Calmar Ratio Rank: 9494
Calmar Ratio Rank
RIO Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GLW vs. RIO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corning Incorporated (GLW) 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.


GLWRIODifference
Sharpe ratioReturn per unit of total volatility

+1.53

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.60

1.46

+0.14

Calmar ratioReturn relative to maximum drawdown

11.23

5.89

+5.33

Martin ratioReturn relative to average drawdown

35.65

21.91

+13.74

GLW vs. RIO - Sharpe Ratio Comparison

The current GLW Sharpe Ratio is 4.59, which is higher than the RIO Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of GLW and RIO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GLW vs. RIO - Drawdown Comparison

The maximum GLW drawdown since its inception was -99.02%, which is greater than RIO's maximum drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for GLW and RIO.


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Drawdown Indicators


GLWRIODifference

Max Drawdown

Largest peak-to-trough decline

-99.02%

-88.97%

-10.05%

Max Drawdown (1Y)

Largest decline over 1 year

-23.01%

-15.19%

-7.82%

Max Drawdown (3Y)

Largest decline over 3 years

-27.57%

-24.19%

-3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-34.52%

-35.25%

+0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-48.80%

-37.47%

-11.33%

Current Drawdown

Current decline from peak

-13.83%

-5.97%

-7.86%

Average Drawdown

Average peak-to-trough decline

-50.50%

-23.76%

-26.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.23%

4.09%

+3.14%

Volatility

GLW vs. RIO - Volatility Comparison

Corning Incorporated (GLW) has a higher volatility of 24.91% compared to Rio Tinto Group (RIO) at 11.81%. This indicates that GLW'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


GLWRIODifference

Volatility (1M)

Calculated over the trailing 1-month period

24.91%

11.81%

+13.10%

Volatility (6M)

Calculated over the trailing 6-month period

50.66%

24.27%

+26.39%

Volatility (1Y)

Calculated over the trailing 1-year period

56.33%

29.32%

+27.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.81%

29.30%

+6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.86%

30.65%

+3.21%

Dividends

GLW vs. RIO - Dividend Comparison

GLW's dividend yield for the trailing twelve months is around 0.63%, less than RIO's 3.82% yield.


PositionTTM20252024202320222021202020192018201720162015
GLW
Corning Incorporated
0.63%1.28%2.36%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%
RIO
Rio Tinto Group
3.82%4.66%7.40%5.40%10.48%10.23%5.13%7.68%6.32%4.47%3.93%7.58%

Financials

GLW vs. RIO - Financials Comparison

This section allows you to compare key financial metrics between Corning Incorporated 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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00B20222023202420252026
4.14B
30.65B
(GLW) Total Revenue
(RIO) Total Revenue
Values in USD except per share items

GLW vs. RIO - Profitability Comparison

The chart below illustrates the profitability comparison between Corning Incorporated and Rio Tinto Group over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%45.0%50.0%20222023202420252026
36.9%
26.6%
Portfolio components
GLW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Corning Incorporated reported a gross profit of 1.53B and revenue of 4.14B. Therefore, the gross margin over that period was 36.9%.

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%.

GLW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Corning Incorporated reported an operating income of 639.00M and revenue of 4.14B, resulting in an operating margin of 15.4%.

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%.

GLW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Corning Incorporated reported a net income of 371.00M and revenue of 4.14B, resulting in a net margin of 9.0%.

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


GLW and RIO have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLW has higher volatility (24.91%) compared to RIO (11.81%). In terms of maximum drawdown, GLW dropped -99.02% vs RIO's -88.97%.

GLW currently has the higher Sharpe Ratio (4.58 vs 3.05), 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.

Portfolio Optimizer

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