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RIO.L vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

RIO.L vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Rio Tinto PLC (RIO.L) and USD Cash (USD=X). 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 USD=X is traded in USD. To make them comparable, the USD=X 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 USD=X's 1.80% return. Over the past 10 years, RIO.L has outperformed USD=X with an annualized return of 21.95%, while USD=X has yielded a comparatively lower 1.13% annualized 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%

USD=X

1D
0.00%
1M
1.53%
YTD
1.80%
6M
1.06%
1Y
1.73%
3Y*
-1.19%
5Y*
1.04%
10Y*
1.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RIO.L vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RIO.L
Rio Tinto PLC
26.74%34.77%-13.38%6.96%32.01%0.26%30.37%28.27%0.31%31.42%
USD=X
USD Cash
1.80%-7.12%1.75%-5.00%11.89%0.95%-2.94%-3.80%5.93%-8.65%

Correlation

The correlation between RIO.L and USD=X is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.20

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

-0.14

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

-0.19

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

-0.08

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2007

-0.12

The correlation between RIO.L and USD=X shifts across timeframes, from -0.20 (1 year) to -0.08 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

RIO.L vs. USD=X — 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

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rio Tinto PLC (RIO.L) and USD Cash (USD=X). 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.LUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+3.16

Sortino ratioReturn per unit of downside risk

+3.75

Omega ratioGain probability vs. loss probability

1.53

1.04

+0.49

Calmar ratioReturn relative to maximum drawdown

6.25

0.27

+5.98

Martin ratioReturn relative to average drawdown

23.43

0.60

+22.83

RIO.L vs. USD=X - Sharpe Ratio Comparison

The current RIO.L Sharpe Ratio is 3.40, which is higher than the USD=X Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of RIO.L and USD=X, 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. USD=X - Drawdown Comparison

The maximum RIO.L drawdown since its inception was -85.07%, which is greater than USD=X's maximum drawdown of -22.85%. Use the drawdown chart below to compare losses from any high point for RIO.L and USD=X.


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Drawdown Indicators


RIO.LUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-85.07%

-22.85%

-62.22%

Max Drawdown (1Y)

Largest decline over 1 year

-13.99%

-5.98%

-8.01%

Max Drawdown (3Y)

Largest decline over 3 years

-24.61%

-12.79%

-11.82%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-22.85%

-3.78%

Max Drawdown (10Y)

Largest decline over 10 years

-35.65%

-22.85%

-12.80%

Current Drawdown

Current decline from peak

-11.00%

-19.27%

+8.27%

Average Drawdown

Average peak-to-trough decline

-19.53%

-11.10%

-8.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

2.98%

+0.76%

Volatility

RIO.L vs. USD=X - Volatility Comparison

Rio Tinto PLC (RIO.L) has a higher volatility of 8.95% compared to USD Cash (USD=X) at 1.65%. This indicates that RIO.L's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIO.LUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

1.65%

+7.30%

Volatility (6M)

Calculated over the trailing 6-month period

21.82%

5.34%

+16.48%

Volatility (1Y)

Calculated over the trailing 1-year period

25.91%

5.75%

+20.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.47%

7.12%

+19.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.43%

7.89%

+20.54%

Frequently Asked Questions


RIO.L and USD=X have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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