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RIO vs. AVGO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RIO vs. AVGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rio Tinto Group (RIO) and Broadcom Inc. (AVGO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RIO achieves a 35.32% return, which is significantly higher than AVGO's 10.62% return. Over the past 10 years, RIO has underperformed AVGO with an annualized return of 22.54%, while AVGO has yielded a comparatively higher 40.96% annualized return.


RIO

1D
1.65%
1M
-5.97%
YTD
35.32%
6M
43.14%
1Y
89.03%
3Y*
24.54%
5Y*
11.74%
10Y*
22.54%

AVGO

1D
-0.91%
1M
-8.33%
YTD
10.62%
6M
6.58%
1Y
50.41%
3Y*
67.17%
5Y*
55.09%
10Y*
40.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RIO vs. AVGO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RIO
Rio Tinto Group
35.32%44.47%-15.36%11.06%18.48%-3.67%36.22%33.18%-2.93%44.87%
AVGO
Broadcom Inc.
10.62%50.63%110.49%104.18%-13.27%56.48%44.88%29.05%2.18%48.19%

Correlation

The correlation between RIO and AVGO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.24

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

0.27

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

0.31

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2009

0.33

Fundamentals

Market Cap

RIO:

$172.61B

AVGO:

$1.86T

EPS

RIO:

$13.11

AVGO:

$6.01

PE Ratio

RIO:

8.03

AVGO:

63.58

PS Ratio

RIO:

1.55

AVGO:

24.70

PB Ratio

RIO:

2.77

AVGO:

21.24

Total Revenue (TTM)

RIO:

$111.41B

AVGO:

$75.47B

Gross Profit (TTM)

RIO:

$31.10B

AVGO:

$50.53B

EBITDA (TTM)

RIO:

$40.42B

AVGO:

$41.76B

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Return for Risk

RIO vs. AVGO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RIO
RIO Risk / Return Rank: 9595
Overall Rank
RIO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RIO Sortino Ratio Rank: 9494
Sortino Ratio Rank
RIO Omega Ratio Rank: 9393
Omega Ratio Rank
RIO Calmar Ratio Rank: 9494
Calmar Ratio Rank
RIO Martin Ratio Rank: 9696
Martin Ratio Rank

AVGO
AVGO Risk / Return Rank: 7474
Overall Rank
AVGO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AVGO Sortino Ratio Rank: 7171
Sortino Ratio Rank
AVGO Omega Ratio Rank: 7272
Omega Ratio Rank
AVGO Calmar Ratio Rank: 7474
Calmar Ratio Rank
AVGO Martin Ratio Rank: 7474
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 vs. AVGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rio Tinto Group (RIO) and Broadcom Inc. (AVGO). 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.


RIOAVGODifference
Sharpe ratioReturn per unit of total volatility

+1.94

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.46

1.22

+0.24

Calmar ratioReturn relative to maximum drawdown

5.89

1.77

+4.13

Martin ratioReturn relative to average drawdown

21.91

4.11

+17.80

RIO vs. AVGO - Sharpe Ratio Comparison

The current RIO Sharpe Ratio is 3.05, which is higher than the AVGO Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of RIO and AVGO, 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 vs. AVGO - Drawdown Comparison

The maximum RIO drawdown since its inception was -88.97%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for RIO and AVGO.


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Drawdown Indicators


RIOAVGODifference

Max Drawdown

Largest peak-to-trough decline

-88.97%

-48.30%

-40.67%

Max Drawdown (1Y)

Largest decline over 1 year

-15.19%

-28.67%

+13.48%

Max Drawdown (3Y)

Largest decline over 3 years

-24.19%

-41.15%

+16.96%

Max Drawdown (5Y)

Largest decline over 5 years

-35.25%

-41.15%

+5.90%

Max Drawdown (10Y)

Largest decline over 10 years

-37.47%

-48.30%

+10.83%

Current Drawdown

Current decline from peak

-5.97%

-20.66%

+14.69%

Average Drawdown

Average peak-to-trough decline

-23.76%

-7.98%

-15.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

12.30%

-8.21%

Volatility

RIO vs. AVGO - Volatility Comparison

The current volatility for Rio Tinto Group (RIO) is 11.81%, while Broadcom Inc. (AVGO) has a volatility of 20.53%. This indicates that RIO experiences smaller price fluctuations and is considered to be less risky than AVGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIOAVGODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.81%

20.53%

-8.72%

Volatility (6M)

Calculated over the trailing 6-month period

24.27%

35.04%

-10.77%

Volatility (1Y)

Calculated over the trailing 1-year period

29.32%

45.57%

-16.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.30%

43.39%

-14.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.65%

39.52%

-8.87%

Dividends

RIO vs. AVGO - Dividend Comparison

RIO's dividend yield for the trailing twelve months is around 3.82%, more than AVGO's 0.65% yield.


PositionTTM20252024202320222021202020192018201720162015
AVGO
Broadcom Inc.
0.65%0.70%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%
RIO
Rio Tinto Group
3.82%4.66%7.40%5.40%10.48%10.23%5.13%7.68%6.32%4.47%3.93%7.58%

Financials

RIO vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between Rio Tinto Group and Broadcom Inc.. 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


10.00B15.00B20.00B25.00B30.00B202120222023202420252026
30.65B
22.19B
(RIO) Total Revenue
(AVGO) Total Revenue
Values in USD except per share items

RIO vs. AVGO - Profitability Comparison

The chart below illustrates the profitability comparison between Rio Tinto Group and Broadcom Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%202120222023202420252026
26.6%
67.2%
Portfolio components
RIO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rio Tinto Group reported a gross profit of 8.15B and revenue of 30.65B. Therefore, the gross margin over that period was 26.6%.

AVGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Broadcom Inc. reported a gross profit of 14.92B and revenue of 22.19B. Therefore, the gross margin over that period was 67.2%.

RIO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rio Tinto Group reported an operating income of 8.15B and revenue of 30.65B, resulting in an operating margin of 26.6%.

AVGO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Broadcom Inc. reported an operating income of 10.87B and revenue of 22.19B, resulting in an operating margin of 49.0%.

RIO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rio Tinto Group reported a net income of 5.42B and revenue of 30.65B, resulting in a net margin of 17.7%.

AVGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Broadcom Inc. reported a net income of 9.31B and revenue of 22.19B, resulting in a net margin of 42.0%.


Frequently Asked Questions


RIO and AVGO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVGO has higher volatility (20.53%) compared to RIO (11.81%). In terms of maximum drawdown, RIO dropped -88.97% vs AVGO's -48.30%.

RIO currently has the higher Sharpe Ratio (3.05 vs 1.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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