NGLOY vs. RIO
NGLOY (Anglo American 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, NGLOY returned 24.14%/yr vs 21.20%/yr for RIO. A 0.78 correlation means they provide meaningful diversification when combined.
Performance
NGLOY vs. RIO - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with NGLOY having a 26.90% return and RIO slightly higher at 27.63%. Over the past 10 years, NGLOY has outperformed RIO with an annualized return of 24.14%, while RIO has yielded a comparatively lower 21.20% annualized return.
NGLOY
- 1D
- -1.17%
- 1M
- -0.00%
- YTD
- 26.90%
- 6M
- 34.85%
- 1Y
- 93.51%
- 3Y*
- 26.01%
- 5Y*
- 10.79%
- 10Y*
- 24.14%
RIO
- 1D
- -0.72%
- 1M
- -4.67%
- YTD
- 27.63%
- 6M
- 27.51%
- 1Y
- 87.18%
- 3Y*
- 23.47%
- 5Y*
- 11.41%
- 10Y*
- 21.20%
NGLOY vs. RIO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGLOY Anglo American plc ADR | 26.90% | 45.24% | 21.97% | -33.36% | 2.18% | 30.09% | 20.20% | 36.97% | 11.43% | 50.83% |
RIO Rio Tinto Group | 27.63% | 44.47% | -15.36% | 11.06% | 18.48% | -3.67% | 36.22% | 33.18% | -2.93% | 44.87% |
Correlation
The correlation between NGLOY and RIO is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2009 | 0.78 |
The correlation between NGLOY and RIO has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.
Fundamentals
NGLOY:
$61.64B
RIO:
$162.79B
NGLOY:
-$2.86
RIO:
$13.11
NGLOY:
1.51
RIO:
1.46
NGLOY:
3.43
RIO:
2.62
NGLOY:
$40.97B
RIO:
$111.41B
NGLOY:
$19.76B
RIO:
$31.10B
NGLOY:
$9.15B
RIO:
$40.42B
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Return for Risk
NGLOY vs. RIO — Risk / Return Rank
NGLOY
RIO
NGLOY vs. RIO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Anglo American plc ADR (NGLOY) 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.
| NGLOY | RIO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.45 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 5.77 | -2.12 |
| Martin ratioReturn relative to average drawdown | 11.92 | 20.65 | -8.73 |
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Drawdowns
NGLOY vs. RIO - Drawdown Comparison
The maximum NGLOY drawdown since its inception was -92.97%, roughly equal to the maximum RIO drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for NGLOY and RIO.
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Drawdown Indicators
| NGLOY | RIO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.97% | -88.97% | -4.00% |
Max Drawdown (1Y)Largest decline over 1 year | -25.75% | -15.19% | -10.56% |
Max Drawdown (3Y)Largest decline over 3 years | -32.78% | -24.19% | -8.59% |
Max Drawdown (5Y)Largest decline over 5 years | -58.28% | -35.25% | -23.03% |
Max Drawdown (10Y)Largest decline over 10 years | -58.28% | -37.47% | -20.81% |
Current DrawdownCurrent decline from peak | -9.36% | -11.32% | +1.96% |
Average DrawdownAverage peak-to-trough decline | -40.06% | -23.75% | -16.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.87% | 4.24% | +3.63% |
Volatility
NGLOY vs. RIO - Volatility Comparison
Anglo American plc ADR (NGLOY) has a higher volatility of 14.22% compared to Rio Tinto Group (RIO) at 10.41%. This indicates that NGLOY'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
| NGLOY | RIO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.22% | 10.41% | +3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 31.73% | 24.57% | +7.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.84% | 29.48% | +11.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.13% | 29.32% | +13.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.05% | 30.63% | +12.42% |
Dividends
NGLOY vs. RIO - Dividend Comparison
NGLOY's dividend yield for the trailing twelve months is around 0.44%, less than RIO's 4.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGLOY Anglo American plc ADR | 0.44% | 0.69% | 2.81% | 5.17% | 7.45% | 6.24% | 2.06% | 3.67% | 4.35% | 2.16% | 0.00% | 19.68% |
RIO Rio Tinto Group | 4.05% | 4.66% | 7.40% | 5.40% | 10.48% | 10.23% | 5.13% | 7.68% | 6.32% | 4.47% | 3.93% | 7.58% |
Financials
NGLOY vs. RIO - Financials Comparison
This section allows you to compare key financial metrics between Anglo American 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
NGLOY vs. RIO - Profitability Comparison
NGLOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Anglo American plc ADR reported a gross profit of 3.87B and revenue of 9.53B. Therefore, the gross margin over that period was 40.7%.
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%.
NGLOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Anglo American plc ADR reported an operating income of 1.94B and revenue of 9.53B, resulting in an operating margin of 20.4%.
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%.
NGLOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Anglo American plc ADR reported a net income of -1.86B and revenue of 9.53B, resulting in a net margin of -19.5%.
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
NGLOY and RIO have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NGLOY has higher volatility (14.22%) compared to RIO (10.41%). In terms of maximum drawdown, NGLOY dropped -92.97% vs RIO's -88.97%.
RIO currently has the higher Sharpe Ratio (2.98 vs 2.31), 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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