RIO.L vs. OR.PA
RIO.L (Rio Tinto PLC) and OR.PA (L'Oréal S.A.) are both stocks. RIO.L operates in Other Industrial Metals & Mining (Basic Materials), while OR.PA operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, RIO.L returned 22.85%/yr vs 11.03%/yr for OR.PA. At a 0.27 correlation, their price movements are largely independent.
Performance
RIO.L vs. OR.PA - Performance Comparison
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Different Trading Currencies
RIO.L is traded in GBp, while OR.PA is traded in EUR. To make them comparable, the OR.PA 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 OR.PA's 2.36% return. Over the past 10 years, RIO.L has outperformed OR.PA with an annualized return of 22.85%, while OR.PA has yielded a comparatively lower 11.03% 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%
OR.PA
- 1D
- 0.20%
- 1M
- 2.23%
- YTD
- 2.36%
- 6M
- 2.50%
- 1Y
- 1.85%
- 3Y*
- -1.04%
- 5Y*
- 1.47%
- 10Y*
- 11.03%
RIO.L vs. OR.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
OR.PA L'Oréal S.A. | 2.36% | 15.03% | -26.48% | 34.27% | -14.65% | 27.69% | 26.02% | 25.75% | 11.93% | 13.23% |
Correlation
The correlation between RIO.L and OR.PA is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2007 | 0.27 |
The correlation between RIO.L and OR.PA shifts across timeframes, from 0.11 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RIO.L vs. OR.PA — Risk / Return Rank
RIO.L
OR.PA
RIO.L vs. OR.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rio Tinto PLC (RIO.L) and L'Oréal S.A. (OR.PA). 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.L | OR.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.25 | ||
| Sortino ratioReturn per unit of downside risk | +3.81 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.03 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 5.95 | 0.06 | +5.89 |
| Martin ratioReturn relative to average drawdown | 23.71 | 0.11 | +23.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RIO.L | OR.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.29 | 0.03 | +3.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.06 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.47 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.45 | -0.13 |
Drawdowns
RIO.L vs. OR.PA - Drawdown Comparison
The maximum RIO.L drawdown since its inception was -85.07%, which is greater than OR.PA's maximum drawdown of -41.12%. Use the drawdown chart below to compare losses from any high point for RIO.L and OR.PA.
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Drawdown Indicators
| RIO.L | OR.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.07% | -41.12% | -43.95% |
Max Drawdown (1Y)Largest decline over 1 year | -13.99% | -15.36% | +1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -24.61% | -32.05% | +7.44% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -32.05% | +5.42% |
Max Drawdown (10Y)Largest decline over 10 years | -35.65% | -32.05% | -3.60% |
Current DrawdownCurrent decline from peak | -8.45% | -15.18% | +6.73% |
Average DrawdownAverage peak-to-trough decline | -19.53% | -9.35% | -10.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 7.64% | -4.12% |
Volatility
RIO.L vs. OR.PA - Volatility Comparison
Rio Tinto PLC (RIO.L) has a higher volatility of 10.67% compared to L'Oréal S.A. (OR.PA) at 7.11%. This indicates that RIO.L's price experiences larger fluctuations and is considered to be riskier than OR.PA 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 | OR.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.67% | 7.11% | +3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 21.19% | 20.32% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.39% | 25.88% | -0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.41% | 24.90% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.45% | 23.22% | +5.23% |
Dividends
RIO.L vs. OR.PA - Dividend Comparison
RIO.L's dividend yield for the trailing twelve months is around 3.95%, more than OR.PA's 1.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OR.PA L'Oréal S.A. | 1.94% | 1.91% | 1.93% | 1.33% | 1.44% | 0.96% | 1.24% | 1.46% | 1.76% | 1.78% | 1.79% | 1.74% |
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. OR.PA - Financials Comparison
This section allows you to compare key financial metrics between Rio Tinto PLC and L'Oréal S.A.. 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 OR.PA have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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