JBH.AX vs. RIO
JBH.AX (JB Hi-Fi Limited) and RIO (Rio Tinto Group) are both stocks. JBH.AX operates in Specialty Retail (Consumer Cyclical), while RIO operates in Other Industrial Metals & Mining (Basic Materials). Over the past 10 years, JBH.AX returned 17.83%/yr vs 22.79%/yr for RIO. At a 0.05 correlation, their price movements are largely independent.
Performance
JBH.AX vs. RIO - Performance Comparison
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Different Trading Currencies
JBH.AX is traded in AUD, while RIO is traded in USD. To make them comparable, the RIO values have been converted to AUD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JBH.AX achieves a -26.57% return, which is significantly lower than RIO's 29.68% return. Over the past 10 years, JBH.AX has underperformed RIO with an annualized return of 17.83%, while RIO has yielded a comparatively higher 22.79% annualized return.
JBH.AX
- 1D
- -3.04%
- 1M
- -12.35%
- YTD
- -26.57%
- 6M
- -27.98%
- 1Y
- -34.65%
- 3Y*
- 22.94%
- 5Y*
- 13.21%
- 10Y*
- 17.83%
RIO
- 1D
- -2.96%
- 1M
- 9.95%
- YTD
- 29.68%
- 6M
- 38.22%
- 1Y
- 75.01%
- 3Y*
- 23.92%
- 5Y*
- 13.56%
- 10Y*
- 22.79%
JBH.AX vs. RIO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JBH.AX JB Hi-Fi Limited | -26.57% | 7.51% | 83.49% | 35.49% | -7.18% | 5.66% | 34.53% | 79.82% | -6.73% | -6.96% |
RIO Rio Tinto Group | 29.68% | 33.98% | -6.84% | 11.14% | 26.31% | 1.98% | 24.26% | 33.80% | 7.48% | 33.84% |
Correlation
The correlation between JBH.AX and RIO is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2007 | 0.05 |
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Return for Risk
JBH.AX vs. RIO — Risk / Return Rank
JBH.AX
RIO
JBH.AX vs. RIO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JB Hi-Fi Limited (JBH.AX) 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.
| JBH.AX | RIO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.32 | ||
| Sortino ratioReturn per unit of downside risk | -5.64 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.49 | -0.70 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 5.40 | -6.24 |
| Martin ratioReturn relative to average drawdown | -1.48 | 23.50 | -24.98 |
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
| JBH.AX | RIO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.19 | 3.13 | -4.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.56 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.85 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.25 | +0.40 |
Drawdowns
JBH.AX vs. RIO - Drawdown Comparison
The maximum JBH.AX drawdown since its inception was -62.19%, smaller than the maximum RIO drawdown of -83.67%. Use the drawdown chart below to compare losses from any high point for JBH.AX and RIO.
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Drawdown Indicators
| JBH.AX | RIO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.19% | -83.67% | +21.48% |
Max Drawdown (1Y)Largest decline over 1 year | -41.12% | -13.96% | -27.16% |
Max Drawdown (3Y)Largest decline over 3 years | -41.12% | -16.53% | -24.59% |
Max Drawdown (5Y)Largest decline over 5 years | -41.12% | -29.16% | -11.96% |
Max Drawdown (10Y)Largest decline over 10 years | -46.16% | -29.16% | -17.00% |
Current DrawdownCurrent decline from peak | -41.12% | -2.96% | -38.16% |
Average DrawdownAverage peak-to-trough decline | -14.79% | -28.73% | +13.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.29% | 3.20% | +20.09% |
Volatility
JBH.AX vs. RIO - Volatility Comparison
JB Hi-Fi Limited (JBH.AX) has a higher volatility of 11.09% compared to Rio Tinto Group (RIO) at 9.72%. This indicates that JBH.AX'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
| JBH.AX | RIO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.09% | 9.72% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 22.88% | 19.84% | +3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.98% | 24.12% | +4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.48% | 24.48% | +2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.07% | 26.84% | +2.23% |
Dividends
JBH.AX vs. RIO - Dividend Comparison
JBH.AX's dividend yield for the trailing twelve months is around 6.02%, more than RIO's 3.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JBH.AX JB Hi-Fi Limited | 6.02% | 3.90% | 3.68% | 5.88% | 7.53% | 5.94% | 3.89% | 3.77% | 5.96% | 4.73% | 3.52% | 4.61% |
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
JBH.AX vs. RIO - Financials Comparison
This section allows you to compare key financial metrics between JB Hi-Fi Limited 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
Frequently Asked Questions
JBH.AX and RIO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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