PortfoliosLab logoPortfoliosLab logo
RIO.L vs. NOV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RIO.L vs. NOV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Rio Tinto PLC (RIO.L) and Novo Nordisk A/S (NOV.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

RIO.L is traded in GBp, while NOV.DE is traded in EUR. To make them comparable, the NOV.DE 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 34.50% return, which is significantly higher than NOV.DE's -11.27% return. Over the past 10 years, RIO.L has outperformed NOV.DE with an annualized return of 23.46%, while NOV.DE has yielded a comparatively lower 10.69% annualized return.


RIO.L

1D
-2.79%
1M
1.65%
YTD
34.50%
6M
46.58%
1Y
87.98%
3Y*
23.12%
5Y*
13.31%
10Y*
23.46%

NOV.DE

1D
4.39%
1M
-0.12%
YTD
-11.27%
6M
-4.93%
1Y
-35.94%
3Y*
-17.46%
5Y*
5.25%
10Y*
10.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RIO.L vs. NOV.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RIO.L
Rio Tinto PLC
34.50%34.77%-13.38%6.96%32.03%0.26%30.37%35.60%0.31%31.42%
NOV.DE
Novo Nordisk A/S
-11.31%-43.10%-13.69%46.60%37.72%61.40%19.73%28.35%21.15%40.67%

Correlation

The correlation between RIO.L and NOV.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

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

0.13

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

0.09

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2007

0.15

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

NOV.DE
NOV.DE Risk / Return Rank: 1616
Overall Rank
NOV.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
NOV.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
NOV.DE Omega Ratio Rank: 1414
Omega Ratio Rank
NOV.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
NOV.DE Martin Ratio Rank: 2121
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. NOV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rio Tinto PLC (RIO.L) and Novo Nordisk A/S (NOV.DE). 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.LNOV.DEDifference
Sharpe ratioReturn per unit of total volatility

+4.24

Sortino ratioReturn per unit of downside risk

+5.04

Omega ratioGain probability vs. loss probability

1.56

0.90

+0.66

Calmar ratioReturn relative to maximum drawdown

6.41

-0.67

+7.08

Martin ratioReturn relative to average drawdown

25.97

-1.01

+26.98

RIO.L vs. NOV.DE - Sharpe Ratio Comparison

The current RIO.L Sharpe Ratio is 3.56, which is higher than the NOV.DE Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of RIO.L and NOV.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


RIO.LNOV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.56

-0.67

+4.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.14

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.32

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.55

-0.18

Drawdowns

RIO.L vs. NOV.DE - Drawdown Comparison

The maximum RIO.L drawdown since its inception was -85.07%, which is greater than NOV.DE's maximum drawdown of -75.95%. Use the drawdown chart below to compare losses from any high point for RIO.L and NOV.DE.


Loading charts...

Drawdown Indicators


RIO.LNOV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-85.07%

-75.95%

-9.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.99%

-53.54%

+39.55%

Max Drawdown (3Y)

Largest decline over 3 years

-24.61%

-75.95%

+51.34%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-75.95%

+49.32%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

-75.95%

+41.10%

Current Drawdown

Current decline from peak

-5.55%

-69.83%

+64.28%

Average Drawdown

Average peak-to-trough decline

-18.73%

-11.40%

-7.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

35.69%

-32.25%

Volatility

RIO.L vs. NOV.DE - Volatility Comparison

Rio Tinto PLC (RIO.L) has a higher volatility of 11.11% compared to Novo Nordisk A/S (NOV.DE) at 8.69%. This indicates that RIO.L's price experiences larger fluctuations and is considered to be riskier than NOV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RIO.LNOV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.11%

8.69%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

20.98%

39.33%

-18.35%

Volatility (1Y)

Calculated over the trailing 1-year period

25.15%

53.41%

-28.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.38%

37.96%

-11.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.48%

33.68%

-5.20%

Dividends

RIO.L vs. NOV.DE - Dividend Comparison

RIO.L's dividend yield for the trailing twelve months is around 3.83%, less than NOV.DE's 4.11% yield.


PositionTTM20252024202320222021202020192018201720162015
NOV.DE
Novo Nordisk A/S
4.11%3.54%1.58%1.01%1.17%1.27%1.98%2.08%27.19%2.27%3.67%1.25%
RIO.L
Rio Tinto PLC
3.83%4.75%7.16%5.53%9.91%14.14%5.43%10.94%6.07%4.66%3.42%7.42%

Financials

RIO.L vs. NOV.DE - Financials Comparison

This section allows you to compare key financial metrics between Rio Tinto PLC and Novo Nordisk A/S. 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


Please note, different currencies. RIO.L values in GBp, NOV.DE values in EUR

Frequently Asked Questions


RIO.L and NOV.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for RIO.L and NOV.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer