RIO.L vs. AGNC
RIO.L (Rio Tinto PLC) and AGNC (AGNC Investment Corp.) are both stocks. RIO.L operates in Other Industrial Metals & Mining (Basic Materials), while AGNC operates in REIT - Mortgage (Real Estate). Over the past 10 years, RIO.L returned 21.95%/yr vs 7.46%/yr for AGNC. At a 0.09 correlation, their price movements are largely independent.
Performance
RIO.L vs. AGNC - Performance Comparison
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Different Trading Currencies
RIO.L is traded in GBp, while AGNC is traded in USD. To make them comparable, the AGNC values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, RIO.L achieves a 26.74% return, which is significantly higher than AGNC's 4.39% return. Over the past 10 years, RIO.L has outperformed AGNC with an annualized return of 21.95%, while AGNC has yielded a comparatively lower 7.46% annualized return.
RIO.L
- 1D
- -2.57%
- 1M
- -3.22%
- YTD
- 26.74%
- 6M
- 30.12%
- 1Y
- 87.98%
- 3Y*
- 19.94%
- 5Y*
- 13.51%
- 10Y*
- 21.95%
AGNC
- 1D
- 1.38%
- 1M
- 4.19%
- YTD
- 4.39%
- 6M
- 5.38%
- 1Y
- 31.06%
- 3Y*
- 15.40%
- 5Y*
- 5.16%
- 10Y*
- 7.46%
RIO.L vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RIO.L Rio Tinto PLC | 26.74% | 34.77% | -13.38% | 6.96% | 32.01% | 0.26% | 30.37% | 28.27% | 0.31% | 31.42% |
AGNC AGNC Investment Corp. | 4.39% | 25.31% | 10.80% | 4.63% | -12.34% | 6.19% | -4.67% | 9.00% | 3.32% | 13.03% |
Correlation
The correlation between RIO.L and AGNC is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since May 15, 2008 | 0.09 |
Fundamentals
RIO.L:
£121.15B
AGNC:
$11.65B
RIO.L:
$13.15
AGNC:
$1.33
RIO.L:
7.44
AGNC:
7.80
RIO.L:
1.44
AGNC:
4.79
RIO.L:
2.58
AGNC:
1.14
RIO.L:
$111.44B
AGNC:
$2.33B
RIO.L:
$45.93B
AGNC:
$2.30B
RIO.L:
$44.33B
AGNC:
$3.72B
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Return for Risk
RIO.L vs. AGNC — Risk / Return Rank
RIO.L
AGNC
RIO.L vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rio Tinto PLC (RIO.L) and AGNC Investment Corp. (AGNC). 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.
| RIO.L | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.29 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 6.25 | 1.91 | +4.35 |
| Martin ratioReturn relative to average drawdown | 23.43 | 5.45 | +17.98 |
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Drawdowns
RIO.L vs. AGNC - Drawdown Comparison
The maximum RIO.L drawdown since its inception was -85.07%, which is greater than AGNC's maximum drawdown of -48.65%. Use the drawdown chart below to compare losses from any high point for RIO.L and AGNC.
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Drawdown Indicators
| RIO.L | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.07% | -48.65% | -36.42% |
Max Drawdown (1Y)Largest decline over 1 year | -13.99% | -16.36% | +2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -24.61% | -28.89% | +4.28% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -38.91% | +12.28% |
Max Drawdown (10Y)Largest decline over 10 years | -35.65% | -48.65% | +13.00% |
Current DrawdownCurrent decline from peak | -11.00% | -6.87% | -4.13% |
Average DrawdownAverage peak-to-trough decline | -19.53% | -12.25% | -7.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 5.72% | -1.98% |
Volatility
RIO.L vs. AGNC - Volatility Comparison
Rio Tinto PLC (RIO.L) has a higher volatility of 8.95% compared to AGNC Investment Corp. (AGNC) at 4.82%. This indicates that RIO.L's price experiences larger fluctuations and is considered to be riskier than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RIO.L | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.95% | 4.82% | +4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 21.82% | 14.97% | +6.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.91% | 18.33% | +7.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.47% | 24.54% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.43% | 25.05% | +3.38% |
Dividends
RIO.L vs. AGNC - Dividend Comparison
RIO.L's dividend yield for the trailing twelve months is around 4.06%, less than AGNC's 13.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.87% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
RIO.L Rio Tinto PLC | 4.06% | 4.75% | 7.16% | 5.53% | 9.90% | 14.14% | 5.43% | 5.76% | 6.07% | 4.66% | 3.42% | 7.42% |
Financials
RIO.L vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Rio Tinto PLC and AGNC Investment Corp.. 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
RIO.L and AGNC have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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