IEP vs. RIO

In the year-to-date period, IEP achieves a 4.90% return, which is significantly lower than RIO's 8.72% return. Over the past 10 years, IEP has underperformed RIO with an annualized return of -9.35%, while RIO has yielded a comparatively higher 11.26% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Icahn Enterprises L.P. (IEP) 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.

The current IEP Sharpe Ratio is -0.80, which is lower than the RIO Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of IEP 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.

IEP's dividend yield for the trailing twelve months is around 34.72%, more than RIO's 6.52% yield.

The maximum IEP drawdown since its inception was -84.21%, smaller than the maximum RIO drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for IEP and RIO. For additional features, visit the drawdowns tool.

Icahn Enterprises L.P. (IEP) has a higher volatility of 14.42% compared to Rio Tinto Group (RIO) at 12.21%. This indicates that IEP'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.

This section allows you to compare key financial metrics between Icahn Enterprises 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.