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RIO.L vs. NVDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RIO.L vs. NVDY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Rio Tinto PLC (RIO.L) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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 NVDY is traded in USD. To make them comparable, the NVDY 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 NVDY's 13.70% 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%

NVDY

1D
2.50%
1M
-2.39%
YTD
13.70%
6M
15.82%
1Y
41.18%
3Y*
51.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RIO.L vs. NVDY - Yearly Performance Comparison


2026 (YTD)202520242023
RIO.L
Rio Tinto PLC
26.74%34.77%-13.38%20.55%
NVDY
YieldMax NVDA Option Income Strategy ETF
13.70%18.31%117.97%38.83%

Correlation

The correlation between RIO.L and NVDY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.12

Correlation (All Time)
Calculated using the full available price history since May 11, 2023

0.12

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Return for Risk

RIO.L vs. NVDY — 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: 9696
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

NVDY
NVDY Risk / Return Rank: 4545
Overall Rank
NVDY Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
NVDY Sortino Ratio Rank: 3939
Sortino Ratio Rank
NVDY Omega Ratio Rank: 3838
Omega Ratio Rank
NVDY Calmar Ratio Rank: 6464
Calmar Ratio Rank
NVDY Martin Ratio Rank: 4545
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. NVDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rio Tinto PLC (RIO.L) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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.LNVDYDifference
Sharpe ratioReturn per unit of total volatility

+1.94

Sortino ratioReturn per unit of downside risk

+2.13

Omega ratioGain probability vs. loss probability

1.53

1.25

+0.27

Calmar ratioReturn relative to maximum drawdown

6.25

2.84

+3.41

Martin ratioReturn relative to average drawdown

23.43

6.35

+17.08

RIO.L vs. NVDY - Sharpe Ratio Comparison

The current RIO.L Sharpe Ratio is 3.40, which is higher than the NVDY Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of RIO.L and NVDY, 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. NVDY - Drawdown Comparison

The maximum RIO.L drawdown since its inception was -85.07%, which is greater than NVDY's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for RIO.L and NVDY.


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Drawdown Indicators


RIO.LNVDYDifference

Max Drawdown

Largest peak-to-trough decline

-85.07%

-37.32%

-47.75%

Max Drawdown (1Y)

Largest decline over 1 year

-13.99%

-14.55%

+0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-24.61%

-37.32%

+12.71%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

Max Drawdown (10Y)

Largest decline over 10 years

-35.65%

Current Drawdown

Current decline from peak

-11.00%

-6.63%

-4.37%

Average Drawdown

Average peak-to-trough decline

-19.53%

-6.87%

-12.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

6.50%

-2.76%

Volatility

RIO.L vs. NVDY - Volatility Comparison

Rio Tinto PLC (RIO.L) and YieldMax NVDA Option Income Strategy ETF (NVDY) have volatilities of 8.95% and 9.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIO.LNVDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

9.40%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

21.82%

21.22%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

25.91%

28.50%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.47%

38.20%

-11.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.43%

38.20%

-9.77%

Dividends

RIO.L vs. NVDY - Dividend Comparison

RIO.L's dividend yield for the trailing twelve months is around 4.06%, less than NVDY's 66.89% yield.


PositionTTM20252024202320222021202020192018201720162015
NVDY
YieldMax NVDA Option Income Strategy ETF
66.89%83.10%83.65%22.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


RIO.L and NVDY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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