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

Performance

RIO.L vs. JNJ - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Rio Tinto PLC (RIO.L) and Johnson & Johnson (JNJ). 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 JNJ is traded in USD. To make them comparable, the JNJ 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 30.37% return, which is significantly higher than JNJ's 14.87% return. Over the past 10 years, RIO.L has outperformed JNJ with an annualized return of 22.85%, while JNJ has yielded a comparatively lower 10.83% annualized return.


RIO.L

1D
0.03%
1M
-1.27%
YTD
30.37%
6M
42.70%
1Y
83.69%
3Y*
21.29%
5Y*
13.16%
10Y*
22.85%

JNJ

1D
0.00%
1M
8.10%
YTD
14.87%
6M
16.57%
1Y
56.05%
3Y*
14.39%
5Y*
11.35%
10Y*
10.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RIO.L vs. JNJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RIO.L
Rio Tinto PLC
30.37%34.77%-13.38%6.96%32.01%0.26%30.37%28.27%0.31%31.42%
JNJ
Johnson & Johnson
14.53%36.97%-3.15%-13.15%18.58%12.49%7.57%11.80%0.49%13.67%

Correlation

The correlation between RIO.L and JNJ is 0.06, 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

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

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

-0.05

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2007

0.10

The correlation between RIO.L and JNJ shifts across timeframes, from -0.05 (5 years) to 0.10 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

RIO.L:

£124.62B

JNJ:

$567.68B

EPS

RIO.L:

£13.15

JNJ:

$8.65

PE Ratio

RIO.L:

5.78

JNJ:

26.85

PS Ratio

RIO.L:

1.12

JNJ:

5.86

PB Ratio

RIO.L:

2.00

JNJ:

6.99

Total Revenue (TTM)

RIO.L:

£111.44B

JNJ:

$96.36B

Gross Profit (TTM)

RIO.L:

£45.93B

JNJ:

$66.60B

EBITDA (TTM)

RIO.L:

£44.33B

JNJ:

$31.62B

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Return for Risk

RIO.L vs. JNJ — 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: 9595
Overall Rank
RIO.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RIO.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
RIO.L Omega Ratio Rank: 9494
Omega Ratio Rank
RIO.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
RIO.L Martin Ratio Rank: 9797
Martin Ratio Rank

JNJ
JNJ Risk / Return Rank: 9595
Overall Rank
JNJ Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JNJ Sortino Ratio Rank: 9797
Sortino Ratio Rank
JNJ Omega Ratio Rank: 9595
Omega Ratio Rank
JNJ Calmar Ratio Rank: 9292
Calmar Ratio Rank
JNJ Martin Ratio Rank: 9393
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. JNJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rio Tinto PLC (RIO.L) and Johnson & Johnson (JNJ). 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.


RIO.LJNJDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.52

1.56

-0.04

Calmar ratioReturn relative to maximum drawdown

5.95

4.53

+1.42

Martin ratioReturn relative to average drawdown

23.71

14.39

+9.32

RIO.L vs. JNJ - Sharpe Ratio Comparison

The current RIO.L Sharpe Ratio is 3.29, which is comparable to the JNJ Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of RIO.L and JNJ, 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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Sharpe Ratios by Period


RIO.LJNJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.29

3.25

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.64

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.55

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.68

-0.36

Drawdowns

RIO.L vs. JNJ - Drawdown Comparison

The maximum RIO.L drawdown since its inception was -85.07%, which is greater than JNJ's maximum drawdown of -23.28%. Use the drawdown chart below to compare losses from any high point for RIO.L and JNJ.


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Drawdown Indicators


RIO.LJNJDifference

Max Drawdown

Largest peak-to-trough decline

-85.07%

-23.28%

-61.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.99%

-12.44%

-1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-24.61%

-16.22%

-8.39%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-23.28%

-3.35%

Max Drawdown (10Y)

Largest decline over 10 years

-35.65%

-23.28%

-12.37%

Current Drawdown

Current decline from peak

-8.45%

-5.35%

-3.10%

Average Drawdown

Average peak-to-trough decline

-19.53%

-6.93%

-12.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

3.91%

-0.39%

Volatility

RIO.L vs. JNJ - Volatility Comparison

Rio Tinto PLC (RIO.L) has a higher volatility of 10.67% compared to Johnson & Johnson (JNJ) at 6.24%. This indicates that RIO.L's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIO.LJNJDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.67%

6.24%

+4.43%

Volatility (6M)

Calculated over the trailing 6-month period

21.19%

13.14%

+8.05%

Volatility (1Y)

Calculated over the trailing 1-year period

25.39%

17.39%

+8.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.41%

17.71%

+8.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.45%

19.95%

+8.50%

Dividends

RIO.L vs. JNJ - Dividend Comparison

RIO.L's dividend yield for the trailing twelve months is around 3.95%, more than JNJ's 2.26% yield.


PositionTTM20252024202320222021202020192018201720162015
JNJ
Johnson & Johnson
2.26%2.48%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%
RIO.L
Rio Tinto PLC
3.95%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. JNJ - Financials Comparison

This section allows you to compare key financial metrics between Rio Tinto PLC and Johnson & Johnson. 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


20.00B25.00B30.00B35.00B40.00B45.00B202120222023202420252026
30.91B
24.06B
(RIO.L) Total Revenue
(JNJ) Total Revenue
Please note, different currencies. RIO.L values in GBp, JNJ values in USD

RIO.L vs. JNJ - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%202120222023202420252026
26.6%
71.5%
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%.

JNJ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a gross profit of 17.20B and revenue of 24.06B. Therefore, the gross margin over that period was 71.5%.

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%.

JNJ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported an operating income of 6.40B and revenue of 24.06B, resulting in an operating margin of 26.6%.

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%.

JNJ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a net income of 5.24B and revenue of 24.06B, resulting in a net margin of 21.8%.


Frequently Asked Questions


RIO.L and JNJ have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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