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RIO.L vs. CVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RIO.L vs. CVX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Rio Tinto PLC (RIO.L) and Chevron Corporation (CVX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RIO.L is traded in GBp, while CVX is traded in USD. To make them comparable, the CVX 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 33.94% return, which is significantly higher than CVX's 25.82% return. Over the past 10 years, RIO.L has outperformed CVX with an annualized return of 23.48%, while CVX has yielded a comparatively lower 11.51% annualized return.


RIO.L

1D
2.90%
1M
-5.54%
YTD
33.94%
6M
43.64%
1Y
91.04%
3Y*
21.77%
5Y*
13.58%
10Y*
23.48%

CVX

1D
0.84%
1M
2.47%
YTD
25.82%
6M
26.88%
1Y
36.69%
3Y*
8.03%
5Y*
17.53%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RIO.L vs. CVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RIO.L
Rio Tinto PLC
33.94%34.77%-13.38%6.96%32.01%0.26%30.37%28.27%0.31%31.42%
CVX
Chevron Corporation
25.82%2.26%3.06%-17.95%77.30%47.63%-28.13%10.89%-4.40%1.03%

Correlation

The correlation between RIO.L and CVX 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

0.09

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

0.19

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2007

0.30

The correlation between RIO.L and CVX shifts across timeframes, from -0.02 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

RIO.L:

£128.03B

CVX:

$371.80B

EPS

RIO.L:

$13.15

CVX:

$5.75

PE Ratio

RIO.L:

7.96

CVX:

32.54

PS Ratio

RIO.L:

1.54

CVX:

1.93

PB Ratio

RIO.L:

2.76

CVX:

2.02

Total Revenue (TTM)

RIO.L:

$111.44B

CVX:

$185.89B

Gross Profit (TTM)

RIO.L:

$45.93B

CVX:

$47.27B

EBITDA (TTM)

RIO.L:

$44.33B

CVX:

$40.44B

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Return for Risk

RIO.L vs. CVX — Risk / Return Rank

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

RIO.L
RIO.L Risk / Return Rank: 9696
Overall Rank
RIO.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RIO.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
RIO.L Omega Ratio Rank: 9595
Omega Ratio Rank
RIO.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
RIO.L Martin Ratio Rank: 9797
Martin Ratio Rank

CVX
CVX Risk / Return Rank: 8080
Overall Rank
CVX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CVX Sortino Ratio Rank: 7979
Sortino Ratio Rank
CVX Omega Ratio Rank: 7878
Omega Ratio Rank
CVX Calmar Ratio Rank: 8080
Calmar Ratio Rank
CVX Martin Ratio Rank: 8080
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.

RIO.L vs. CVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rio Tinto PLC (RIO.L) and Chevron Corporation (CVX). 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.LCVXDifference
Sharpe ratioReturn per unit of total volatility

+1.98

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.55

1.27

+0.28

Calmar ratioReturn relative to maximum drawdown

6.47

2.21

+4.26

Martin ratioReturn relative to average drawdown

25.01

5.84

+19.17

RIO.L vs. CVX - Sharpe Ratio Comparison

The current RIO.L Sharpe Ratio is 3.55, which is higher than the CVX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of RIO.L and CVX, 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

RIO.L vs. CVX - Drawdown Comparison

The maximum RIO.L drawdown since its inception was -85.07%, which is greater than CVX's maximum drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for RIO.L and CVX.


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Drawdown Indicators


RIO.LCVXDifference

Max Drawdown

Largest peak-to-trough decline

-85.07%

-52.60%

-32.47%

Max Drawdown (1Y)

Largest decline over 1 year

-13.99%

-16.64%

+2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-24.61%

-24.41%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-31.98%

+5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-35.65%

-52.60%

+16.95%

Current Drawdown

Current decline from peak

-5.95%

-11.81%

+5.86%

Average Drawdown

Average peak-to-trough decline

-19.53%

-11.65%

-7.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

6.29%

-2.66%

Volatility

RIO.L vs. CVX - Volatility Comparison

Rio Tinto PLC (RIO.L) has a higher volatility of 9.91% compared to Chevron Corporation (CVX) at 8.05%. This indicates that RIO.L's price experiences larger fluctuations and is considered to be riskier than CVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIO.LCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.91%

8.05%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

21.46%

19.10%

+2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

25.58%

23.52%

+2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.43%

25.31%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.46%

29.14%

-0.68%

Dividends

RIO.L vs. CVX - Dividend Comparison

RIO.L's dividend yield for the trailing twelve months is around 3.84%, more than CVX's 3.73% yield.


PositionTTM20252024202320222021202020192018201720162015
CVX
Chevron Corporation
3.73%4.49%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%
RIO.L
Rio Tinto PLC
3.84%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. CVX - Financials Comparison

This section allows you to compare key financial metrics between Rio Tinto PLC and Chevron Corporation. 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


20.00B30.00B40.00B50.00B60.00B70.00B202120222023202420252026
30.91B
47.56B
(RIO.L) Total Revenue
(CVX) Total Revenue
Values in USD except per share items

RIO.L vs. CVX - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%202120222023202420252026
26.6%
9.6%
Portfolio components
RIO.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rio Tinto PLC reported a gross profit of 8.22B and revenue of 30.91B. Therefore, the gross margin over that period was 26.6%.

CVX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported a gross profit of 4.55B and revenue of 47.56B. Therefore, the gross margin over that period was 9.6%.

RIO.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rio Tinto PLC reported an operating income of 8.22B and revenue of 30.91B, resulting in an operating margin of 26.6%.

CVX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported an operating income of 3.24B and revenue of 47.56B, resulting in an operating margin of 6.8%.

RIO.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rio Tinto PLC reported a net income of 5.46B and revenue of 30.91B, resulting in a net margin of 17.7%.

CVX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported a net income of 2.21B and revenue of 47.56B, resulting in a net margin of 4.7%.


Frequently Asked Questions


RIO.L and CVX 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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