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

Performance

RIO.L vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Rio Tinto PLC (RIO.L) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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RIO.L vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RIO.L
Rio Tinto PLC
19.03%34.77%-13.38%6.96%32.03%0.26%30.37%35.60%0.31%31.42%
SPY
State Street SPDR S&P 500 ETF
-2.56%9.33%27.07%19.87%-8.45%29.95%14.86%26.23%1.09%11.18%
Different Trading Currencies

RIO.L is traded in GBp, while SPY is traded in USD. To make them comparable, the SPY 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 19.03% return, which is significantly higher than SPY's -5.22% return. Over the past 10 years, RIO.L has outperformed SPY with an annualized return of 22.41%, while SPY has yielded a comparatively lower 14.50% annualized return.


RIO.L

1D
2.54%
1M
-2.73%
YTD
19.03%
6M
45.97%
1Y
59.26%
3Y*
15.08%
5Y*
13.41%
10Y*
22.41%

SPY

1D
0.00%
1M
-5.72%
YTD
-5.22%
6M
-2.87%
1Y
11.75%
3Y*
14.41%
5Y*
12.08%
10Y*
14.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RIO.L vs. SPY — 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: 9191
Overall Rank
RIO.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
RIO.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
RIO.L Omega Ratio Rank: 9090
Omega Ratio Rank
RIO.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
RIO.L Martin Ratio Rank: 9191
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rio Tinto PLC (RIO.L) and State Street SPDR S&P 500 ETF (SPY). 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.LSPYDifference

Sharpe ratio

Return per unit of total volatility

2.42

0.61

+1.81

Sortino ratio

Return per unit of downside risk

3.13

0.99

+2.14

Omega ratio

Gain probability vs. loss probability

1.40

1.16

+0.24

Calmar ratio

Return relative to maximum drawdown

4.07

1.09

+2.98

Martin ratio

Return relative to average drawdown

12.11

4.38

+7.73

RIO.L vs. SPY - Sharpe Ratio Comparison

The current RIO.L Sharpe Ratio is 2.42, which is higher than the SPY Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of RIO.L and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RIO.LSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

0.61

+1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.76

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.81

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.65

-0.28

Correlation

The correlation between RIO.L and SPY is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RIO.L vs. SPY - Dividend Comparison

RIO.L's dividend yield for the trailing twelve months is around 4.33%, more than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
RIO.L
Rio Tinto PLC
4.33%4.75%7.16%5.53%9.91%14.14%5.43%10.94%6.07%4.66%3.42%7.42%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

RIO.L vs. SPY - Drawdown Comparison

The maximum RIO.L drawdown since its inception was -85.07%, which is greater than SPY's maximum drawdown of -34.92%. Use the drawdown chart below to compare losses from any high point for RIO.L and SPY.


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Drawdown Indicators


RIO.LSPYDifference

Max Drawdown

Largest peak-to-trough decline

-85.07%

-55.19%

-29.88%

Max Drawdown (1Y)

Largest decline over 1 year

-13.99%

-12.05%

-1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-29.62%

-24.50%

-5.12%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

-33.72%

-1.13%

Current Drawdown

Current decline from peak

-4.38%

-6.24%

+1.86%

Average Drawdown

Average peak-to-trough decline

-18.80%

-9.09%

-9.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.70%

2.52%

+2.18%

Volatility

RIO.L vs. SPY - Volatility Comparison

Rio Tinto PLC (RIO.L) has a higher volatility of 10.53% compared to State Street SPDR S&P 500 ETF (SPY) at 3.50%. This indicates that RIO.L's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIO.LSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.53%

3.50%

+7.03%

Volatility (6M)

Calculated over the trailing 6-month period

18.67%

9.10%

+9.57%

Volatility (1Y)

Calculated over the trailing 1-year period

24.55%

19.35%

+5.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.34%

16.03%

+10.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.78%

18.02%

+10.76%